Macroeconomic surprises and short-term behaviour in bond futures
Year of publication: |
2005
|
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Authors: | Veredas, David |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 843-866
|
Subject: | Derivat | Derivative | Staatspapier | Government securities | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility | Konjunktur | Business cycle | Lag-Modell | Lag model | USA | United States |
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