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~institution:"Rodney L. White Center for Financial Research"
~institution:"The Wharton Financial Institutions Center"
~subject:"Staatspapier"
~type_genre:"Working Paper"
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
6
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1
The effect of transaction size on off-the-run treasury prices
Babbel, David F.
;
Merrill, Craig B.
;
Meyer, Mark F.
; …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001550742
Saved in:
2
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
3
Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve
Brandt, Michael W.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022631
Saved in:
4
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
5
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
Saved in:
6
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
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