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Macroeconomic news and treasury futures return volatility : do treasury auctions matter?

Smales, L. A. - In: Global finance journal 48 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012886875

The efficiency of the GIPS sovereign debt markets during crisis

Fakhry, Bachar; Masood, Omar; Bellalah, Mondher - In: International journal of business 21 (2016) 1, pp. 87-98

Persistent link: https://www.econbiz.de/10011457850

Is the sovereign debt market efficient? : evidence from the US and German sovereign debt markets

Richter, Christian; Fakhry, Bachar - In: International economics and economic policy : IEEP 12 (2015) 3, pp. 339-357

Persistent link: https://www.econbiz.de/10011375990

Three empirical essays on the informational content of financial prices

Bernoth, Kerstin - 2004

Persistent link: https://www.econbiz.de/10002524759

The Impact of Regime-Switching Behavior of Price Volatility on Efficiency of the US Sovereign Debt Market

Masood, Omar - 2017

This article focuses on the asset price volatility at the stock exchange that result from the regime switching behaviour in the market. This study is devoted to the question about how the asset price volatility affects the US sovereign debt market. The efficient market hypothesis has been a base...

Persistent link: https://www.econbiz.de/10012944095

Excess volatility and market efficiency in government bond markets : the ASEAN-5 context

Tang, Kin Boon; Shao Jye Wong; Lin, Shih-kuei; Liao, … - In: The journal of asset management 21 (2020) 2, pp. 154-165

Persistent link: https://www.econbiz.de/10012292759

Testing the efficiency of the GIPS sovereign debt markets using an asymmetrical volatility test

Fakhry, Bachar; Richter, Christian - In: Journal of economics and political economy : JEPE 3 (2016) 3, pp. 524-535

Persistent link: https://www.econbiz.de/10011567775

Excess volatility pursuit in autoregressive GARCH model based panel data analysis at country level : BRICS context

Ahmed, Wajid Shakeel; Khan, Muhammad Shoaib; Sheikh, … - In: International journal of emerging markets 18 (2023) 10, pp. 3703-3719

Persistent link: https://www.econbiz.de/10014454414

An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka

Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187

Persistent link: https://www.econbiz.de/10010350423

Volatility explosions and price prediction : case of oil market

Plastun, Alex; Bashlai, Serhii - In: Journal of governance and regulation : international … 6 (2017) 2, pp. 48-60

Persistent link: https://www.econbiz.de/10011878193

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