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From trade-to-trade in US Treasuries
Dungey, Mardi H.
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Henry, Ólan Thomas John
;
McKenzie, …
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2010
Persistent link: https://www.econbiz.de/10009384426
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The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.
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Henry, Ólan Thomas John
;
Hvozdyk, …
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2012
Persistent link: https://www.econbiz.de/10009671885
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