Intraday jumps in China's Treasury bond market and macro news announcements
Year of publication: |
September 2015
|
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Authors: | Cui, Jing ; Zhao, Hua |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 39.2015, p. 211-223
|
Subject: | Bond market | Intraday jump | Jump size | Surprise | Ankündigungseffekt | Announcement effect | Rentenmarkt | Volatilität | Volatility | China | Staatspapier | Government securities | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income |
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