Further analysis of the speed of response to large trades in interest rate futures
Year of publication: |
2010
|
---|---|
Authors: | Cummings, James Richard ; Frino, Alex |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 8, p. 705-724
|
Subject: | Zinsderivat | Interest rate derivative | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price |
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