Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
Year of publication: |
2010-05
|
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Authors: | Fricke, Christoph ; Menkhoff, Lukas |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 49 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G23 - Pension Funds; Other Private Financial Institutions ; D85 - Network Formation |
Source: |
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