Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?
| Year of publication: |
2010-12-23
|
|---|---|
| Authors: | Valseth, Siri |
| Institutions: | Handelshøgskolen, Universitetet i Stavanger |
| Subject: | bonds | order flow |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series UiS Working Papers in Economics and Finance Number 2010/12 68 pages |
| Classification: | G10 - General Financial Markets. General |
| Source: |
Persistent link: https://www.econbiz.de/10008799784