Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Dimitrios D. Thomakos; Tao Wang; Jingtao Wu; Russell P. Chuderewicz
| Year of publication: |
2008
|
|---|---|
| Authors: | Thomakos, Dimitrios D. ; Wang, Tao ; Wu, Jingtao ; Chuderewicz, Russell P. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 9, p. 815-844
|
| Subject: | Zinsderivat | Interest rate derivative | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States | 1995-1999 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003746355