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81
Price discovery in the dual-platform US Treasury market
Sun, Zhuowei
;
Dunne, Peter G.
;
Li, Youwei
- In:
Global finance journal
28
(
2015
),
pp. 95-110
Persistent link: https://www.econbiz.de/10011478128
Saved in:
82
The impact of time duration between trades on the price of treasury note futures contracts
Holder, Mark E.
;
Qi, Min
;
Sinha, Amit K.
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 965-980
Persistent link: https://www.econbiz.de/10002190264
Saved in:
83
An overlooked coupon effect in treasury futures contracts
Grieves, Robin
;
Mann, Steven V.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 56-61
Persistent link: https://www.econbiz.de/10002536242
Saved in:
84
Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange
Frino, Alex
;
Harris, Frederick H. deB.
;
McInish, Thomas H.
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 785-804
Persistent link: https://www.econbiz.de/10002138812
Saved in:
85
Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
Saved in:
86
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
- In:
Journal of financial economics
67
(
2003
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
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87
An exploration of neo-Austrian theory applied to financial markets
Benink, Harald A.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1011-1027
Persistent link: https://www.econbiz.de/10001593020
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88
Special repo rates : an introduction
Fisher, Mark
- In:
Economic review
87
(
2002
)
2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001697026
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89
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
-
2001
Persistent link: https://www.econbiz.de/10001624453
Saved in:
90
Does monetary policy affect stock prices and treasury yields? : An error correction and simultaneous equation approach
Durham, J. Benson
-
2003
Persistent link: https://www.econbiz.de/10001759542
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