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Economically irrational pricing of nineteenth-century British government bonds

Odlyzko, Andrew M. - In: Financial history review 23 (2016) 3, pp. 277-302

Persistent link: https://www.econbiz.de/10011713203

Scaling behaviour of Treasury rates in India

Hiremath, Gourishankar S.; Jha, Kritarth; Agarwal, Ankur - In: Macroeconomics and finance in emerging market economies 12 (2019) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10012176849

Global and local information efficiency : an examination of samuelson's dictum

Xiao, Yaqing; Yan, Hongjun; Zhang, Jinfan - In: Journal of empirical finance 77 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014578579

Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data

Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - 2018

Persistent link: https://www.econbiz.de/10013347266

Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data

Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013413462

Analysis of the yield on foreign exchange bearer certificates : rationality and financial behavior in Pakistan

Abdel-Motaal, Karim Kamal - 1994

Persistent link: https://www.econbiz.de/10013425394

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

Insider trading on Ottoman sovereign default : the Ottoman General Debt Bond at European and İstanbul financial markets

Hanedar, Avni Önder; Hanedar, Elmas Yaldız; Göktan, … - In: Finance research letters 47 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013553838

Do the Dynamics between Government Bond and Equity Markets Validate the Adaptive Market Hypothesis? Evidence from Transfer Entropy

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Aikins … - 2023

The study applies the effective transfer entropy (ETE) and Renyi transfer entropy (RTE) to quantify the information flow between government bonds and equity market of G7 countries. The magnitude and direction of information flow between these two markets are dynamic across the state of the...

Persistent link: https://www.econbiz.de/10014256514

The French Futures Bonds Market : Efficiency and Causality (In French)

bensaid, bernard; Boutillier, Michel - 2011

The main topic of this paper is about the overall functionnning of the french futures bonds market. Three mains questions are asked: (1) Is the futures market inefficient? (2) Is there any free lunch between the future market and the spot market? (3) Does one of these markets play a leader role?...

Persistent link: https://www.econbiz.de/10014187490