BTP futures and cash relationships : a high frequency data analysis

by Onofrio Panzarino, Francesco Potente and Alfonso Puorro

Year of publication:	[2016]
Authors:	Panzarino, Onofrio ; Potente, Francesco ; Puorro, Alfonso
Publisher:	[Rom] : Banca d'Italia Eurosistema
Subject:	market liquidity \| HFT \| volatility spillover \| government bonds \| Volatilität \| Volatility \| Öffentliche Anleihe \| Public bond \| Marktliquidität \| Market liquidity \| Spillover-Effekt \| Spillover effect \| Finanzmarkt \| Financial market

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