Macroeconomic surprises and short-term behaviour in bond futures
David Veredas
| Year of publication: |
2005
|
|---|---|
| Authors: | Veredas, David |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 843-866
|
| Subject: | Derivat | Derivative | Staatspapier | Government securities | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility | Konjunktur | Business cycle | Lag-Modell | Lag model | USA | United States |
| 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/10003233767