Ultra-short tenor yield curve for intraday trading and settlement
Anton Golub, Lidan Grossmass and Ser-Huang Poon
| Year of publication: |
2021
|
|---|---|
| Authors: | Golub, Anton ; Grossmass, Lidan ; Poon, Ser-Huang |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 4/5, p. 441-459
|
| Subject: | duration and time deformation | flash crash | Intraday yield curve | Zinsstruktur | Yield curve | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1662821 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484371