From Trade-to-Trade in US Treasuries
Year of publication: |
2010-05-01
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Authors: | Dungey, Mardi ; Henry, Olan ; McKenzie, Michael |
Institutions: | School of Economics and Finance, Tasmanian School of Business and Economics |
Subject: | US Treasuries | trade duration | workups | news |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published by the University of Tasmania. Discussion paper 2010-02 Number 10446 39 pages |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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From trade-to-trade in US Treasuries
Dungey, Mardi H., (2010)
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The impact of macroeconomic news on exchange rate volatility
Laakkonen, Helinä, (2004)
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The impact of macroeconomic news on exchange rate volatility
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From trade-to-trade in US Treasuries
Dungey, Mardi H., (2010)
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From trade-to-trade in US Treasuries
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Modeling trade duration in U.S. Treasury markets
Dungey, Mardi, (2013)
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