Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market
Year of publication: |
2009
|
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Authors: | Shi, Weihua |
Other Persons: | Eisenberg, Larry (contributor) ; Lee, Cheng-Few (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Japan | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | Futures |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 12, No. 1, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 10, 2009 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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