-Granger (1995), we look at the relative information content of cash and futures prices in the market for Canadian Government bonds …, hide the fact that information shares for the U.S. futures markets declined throughout 2004-05 apparently as a result of … improvements in the spot market BrokerTec platform. Day-to-day variation in price discovery information shares is related to bid …

equity information, we are able to estimate and compare the three models. We find that the stochastic barrier model performs …

that these models provide information on the nature of credit events—that is, whether the event is systemic or not—and on … potentially useful information for policy-makers, at this stage it is difficult to corroborate the accuracy of the information …

The author develops a strategy for utilizing higher moments and conditioning information efficiently, and hence … returns are not priced. The author also provides an optimally scaled bound with conditioning information, higher moments, and … author's optimally scaled bound remains a lower bound to the variance on pricing kernels, whereas the BL bound does not. The …

for option pricing and show that the information content of skewness leads to improved in-sample and out-of-sample pricing …

monetary policy rule and risk premium. I study the information content of key policy announcements in the period from the end …

factors are sufficient to summarize the information content from the term structure of risks. Overall, our results bode well …