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Economic News and Bond Prices: Evidence from the U.S. Treasury Market
Balduzzi, Pierluigi; Elton, Edwin J.; Green, T.Clifton - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 523-544
Persistent link: https://www.econbiz.de/10006696187
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Price Barriers and the Dynamics of Asset Prices in Equilibrium
Balduzzi, Pierluigi; Foresi, Silverio; Hait, David J. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10006702922
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Price barriers and the dynamics of asset prices in equilibrium
Balduzzi, Pierluigi - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-159
Persistent link: https://www.econbiz.de/10001224471
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Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
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Economic risk premia in the fixed-income markets : the intraday evidence
Balduzzi, Pierluigi; Moneta, Fabio - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 1927-1950
Persistent link: https://www.econbiz.de/10011928971