Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Koichiro Kamada, Tetsuo Kurosaki, Ko Miura, and Tetsuya Yamada
| Year of publication: |
March 2018
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|---|---|
| Authors: | Kamada, Koichiro ; Kurosaki, Tetsuo ; Miura, Ko ; Yamada, Tetsuya |
| Publisher: |
Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan |
| Subject: | Central bank announcements | Government bond futures | Herding behavior | Information efficiency | Market microstructure | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy | Marktmikrostruktur | Herdenverhalten | Herding | Zentralbank | Central bank | Zinsderivat | Interest rate derivative | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
|---|---|
| Series: | IMES discussion paper series / Englische Ausgabe. - Tokyo : Inst., ZDB-ID 2400203-3. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347266