Cojumping : evidence from the US Treasury bond and futures markets
Year of publication: |
2012
|
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Authors: | Dungey, Mardi H. ; Hvozdyk, Lyudmyla |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 5, p. 1563-1575
|
Subject: | Schätzung | Estimation | USA | United States | Staatspapier | Government securities | Derivat | Derivative | Spotmarkt | Spot market |
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