Intraday patterns, announcement effects, and volatility persistence in the Japanese government bond futures market
Year of publication: |
2009
|
---|---|
Authors: | Shi, Weihua ; Eisenberg, Laurence K. ; Lee, Cheng F. |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 12.2009, 1, p. 63-85
|
Subject: | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Futures | Öffentliche Anleihe | Public bond | Japan | 1998-2000 |
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