Forecasting bond returns using jumps in intraday prices
Johan Duyvesteyn, Martin Martens, and Siawash Safavi Nic
| Year of publication: |
2011
|
|---|---|
| Authors: | Duyvesteyn, Johan ; Martens, Martin ; Nic, Siawash Safavi |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 20.2010/11, 4, p. 80-90
|
| Subject: | Rentenmarkt | Bond market | Konjunktur | Business cycle | Ankündigungseffekt | Announcement effect | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009007989