Macroeconomic News and Treasury Futures Return Volatility : Do Treasury Auctions Matter?
Year of publication: |
2020
|
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Authors: | Smales, Lee A. |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Staatspapier | Government securities | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Auktion | Auction | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Global Finance Journal, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 9, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3357217 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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