Similar Search Results

Inter-variety equilibrium of Chinese treasury futures

Wang, Jinzhong; Zhong, Hong; Yu, Zhenjie - In: Credit and capital markets : Kredit und Kapital 55 (2022) 2, pp. 261-290

, and the transaction cost and market friction are considered in building the arbitrage-free spread interval. By comparing … Treasury futures. We find that there are many arbitrage opportunities among the three varieties, and the market is not fully … Treasury futures market will lead to higher market efficiency, shorter duration of arbitrage opportunities, and a faster return …

Persistent link: https://www.econbiz.de/10014518583

The signaling impact of the suspension of trading in China's trasury bond futures

Poon, Winnie P. H.; Firth, Michael Anthony - In: Advances in Pacific Basin financial markets 5 (1999), pp. 213-227

Persistent link: https://www.econbiz.de/10001493529

An empirical analysis of the US dollar, yen and eurodollar exchange shock mean and volatility spillover to domestic and China stock markets

Wei, Ching Chun - In: International journal of economics 3 (2009) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10003932421

Uncanny partnership in global imbalances : China's continual accumulation of US treasuries

Zhang, Zhichao; Chau, Frankie; Shi, Nan - 2010

Persistent link: https://www.econbiz.de/10008855914

The impact of Chinese purchases of US government debt on the treasury yield curve

Lizardo, Radhames A.; Mollick, André Varella - In: Global economy journal : GEJ 11 (2011) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10009501322

Empirical study of treasury auction formats

Bai, Yanping; Zhang, Yu - 2011

Persistent link: https://www.econbiz.de/10009299529

Curious Partnership in Global Imbalances : China’s Continual Accumulation of US Treasuries

Zhang, Zhichao - 2011

The combination of American excess consumption and China's financial extravaganza in accumulating US treasuries has been widely perceived as a major contributor to global imbalances. The current research examines whether this curious partnership can be sustained by concentrating on the Chinese...

Persistent link: https://www.econbiz.de/10013132066

Susceptibility of the yield on U.S. Treasury securities to external supply shocks : a VAR analysis

Khan, M. M. Moosa; Quasi, Rahim M. - In: The international journal of finance 27 (2015) 2, pp. 303-321

Persistent link: https://www.econbiz.de/10011691283

A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China

Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651

Persistent link: https://www.econbiz.de/10009760568

Private information advantage or overconfidence? : performance of intraday arbitrage speculators in the Chinese stock market

Zhang, Xiaotao; Liang, Junpeng; He, Feng - In: Pacific-Basin finance journal 58 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012231125

1
2
3
4
5
6
7
8
9
10
Next
Last