Bond futures and order imbalance : examining international linkages
Lee A. Smales
| Year of publication: |
2013
|
|---|---|
| Authors: | Smales, Lee A. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 26.2013, p. 113-132
|
| Subject: | Futures markets | Order imbalance | Bond futures | VAR | Spill-over effect | Derivat | Derivative | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010234953