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subject:"USA"
~language:"eng"
~person:"Dungey, Mardi H."
~person:"Goldreich, David"
~person:"Kim, Don H."
~person:"Lo, Ingrid"
~type_genre:"Article in journal"
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Search: subject_exact:"Staatspapier"
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USA
Government securities
11
Staatspapier
11
United States
10
Estimation
5
Schätzung
5
Securities trading
4
Wertpapierhandel
4
Ankündigungseffekt
3
Announcement effect
3
Börsenkurs
3
Share price
3
Volatility
3
Volatilität
3
Capital income
2
Financial crisis
2
Finanzkrise
2
Information dissemination
2
Informationsverbreitung
2
Kapitaleinkommen
2
Liquidity
2
Liquidität
2
Yield curve
2
Zinsstruktur
2
1990-2007
1
1998
1
2002-2006
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2004-2007
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Aktienmarkt
1
Asymmetric information
1
Asymmetrische Information
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Auktionstheorie
1
Bond return volatility
1
CAPM
1
Competition
1
Depth of limit order book
1
Derivat
1
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1
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1
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Article
10
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Article in journal
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20
Arbeitspapier
19
Graue Literatur
18
Non-commercial literature
18
Aufsatz in Zeitschrift
10
Language
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English
Author
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Dungey, Mardi H.
Goldreich, David
Kim, Don H.
Lo, Ingrid
Fleming, Michael J.
15
Garbade, Kenneth D.
9
Bali, Turan G.
5
Brandt, Michael W.
5
Cebula, Richard J.
5
Shen, Pu
5
Smith, Stanley D.
5
Wang, Junbo
5
Wu, Chunchi
5
Elton, Edwin J.
4
Gupta, Rangan
4
Krishnamurthy, Arvind
4
Longstaff, Francis A.
4
Nippani, Srinivas
4
Pilotte, Eugene A.
4
Sack, Brian
4
Bouri, Elie
3
Chatrath, Arjun
3
Christie-David, Rohan
3
Chu, Quentin C.
3
Durham, J. Benson
3
Green, Tracy Clifton
3
Jarrow, Robert A.
3
Jordan, Bradford D.
3
Kuipers, David R.
3
Mizrach, Bruce Marshall
3
Neely, Christopher J.
3
Nguyen, Giang H.
3
Pittman, Deborah N.
3
Shrestha, Keshab
3
Simon, David P.
3
Thornton, Daniel L.
3
Winters, Drew B.
3
Anderson, Heather M.
2
Baghestani, Hamid
2
Bartolini, Leonardo
2
Beber, Alessandro
2
Bliss, Robert R.
2
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Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
2
Global finance journal
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
10
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1
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10
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10
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date (oldest first)
1
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
2
Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai
;
Lo, Ingrid
;
Qiao, Rui
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
Saved in:
3
Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
Saved in:
4
Private information flow and price discovery in the US treasury market
Jiang, George J.
;
Lo, Ingrid
- In:
Journal of banking & finance
47
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Saved in:
5
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1563-1575
Persistent link: https://www.econbiz.de/10009615791
Saved in:
6
Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.
;
Lo, Ingrid
;
Verdelhan, Adrien
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
2
,
pp. 527-551
Persistent link: https://www.econbiz.de/10009153191
Saved in:
7
Flight-to-quality and asymmetric volatility responses in US treasuries
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Tambakis, …
- In:
Global finance journal
19
(
2009
)
3
,
pp. 252-267
Persistent link: https://www.econbiz.de/10003837180
Saved in:
8
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Smith, L. Vanessa
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
Saved in:
9
The US treasury market in august 1998 : untangling the effects of Hong Kong and Russia with high-frequency data
Dungey, Mardi H.
;
Goodhart, Charles A. E.
;
Tambakis, …
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10003705444
Saved in:
10
The price of future liquidity : time-varying liquidity in the U.S. treasury market
Goldreich, David
;
Hanke, Bernd
;
Nath, Purnendu
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10002866900
Saved in:
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