Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
| Year of publication: |
2008
|
|---|---|
| Authors: | Thomakos, Dimitrios D. ; Wang, Tao ; Wu, Jingtao ; Chuderewicz, Russell P. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 9, p. 815-844
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