The effect of auctions on daily treasury-bill volatility
Year of publication: |
2008
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Authors: | Hughes, Michael Pycraft ; Smith, Stanley D. ; Winters, Drew B. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 48.2008, 1, p. 48-60
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Subject: | Staatspapier | Government securities | Volatilität | Volatility | Auktion | Auction | USA | United States | 1983-2000 |
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