An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Year of publication: |
2004
|
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Authors: | Simpson, Marc W. ; Ramchander, Sanjay |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 5, p. 453-478
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Subject: | Staatspapier | Government securities | Derivat | Derivative | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | USA | United States | Wirkungsanalyse | Impact assessment |
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