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~institution:"Federal Reserve Bank of Chicago"
~institution:"Inter-American Development Bank"
~institution:"OECD"
~language:"eng"
~person:"Remolona, Eli M."
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Remolona, Eli M.
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Price discovery in a market under stress: the U.S. Treasury market in fall 1998
Furfine, Craig H.
;
Remolona, Eli M.
-
Federal Reserve Bank of Chicago
-
2005
-year Treasury notes, we find that the impact of trades on
prices
tends to become significantly stronger on stressful days …
Persistent link: https://www.econbiz.de/10005520011
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