The information content of forward and futures prices: market expectations and the price of risk
Year of publication: |
2004
|
---|---|
Authors: | Chernenko, Sergey V. |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Interest rate futures | Markets |
-
Zinsfutures und Zinsoptionen : erfolgreicher Einsatz an DTB und LIFFE
Diwald, Hans, (1994)
-
Interest rate futures : concepts and issues
Gay, Gerald D., (1982)
-
Zinsterminkontrakte als Instrument betrieblicher Finanzpolitik
Wittleder, Thomas, (1988)
- More ...
-
Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W., (2006)
-
Trading activity and exchange rates in high-frequency EBS data
Chaboud, Alain P., (2007)
-
Trading activity and macroeconomic announcements in high-frequency exchange rate data
Chaboud, Alain P., (2008)
- More ...