Does the “Bund” dominate price discovery in Euro bond futures? : examining information shares
Year of publication: |
2011
|
---|---|
Authors: | Fricke, Christoph ; Menkhoff, Lukas |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 5, p. 1057-1072
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Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | Informationswert | Information value | Informationsverbreitung | Information dissemination | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Deutschland | Germany |
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