Heat waves, meteor showers, and trading volume : an analysis of volatility in the US treasury market

Michael J. Fleming and Jose A. Lopez

Year of publication:	1999
Authors:	Fleming, Michael J. ; López, José A.
Publisher:	New York
Subject:	Staatspapier \| Government securities \| Volatilität \| Volatility \| Handelsvolumen der Börse \| Trading volume \| Spillover-Effekt \| Spillover effect \| USA \| United States \| Großbritannien \| United Kingdom \| Japan \| 1992-1994

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