Information transmission and causality in the Italian Treasury bond market
โ Scribed by Antonio Scalia
- Book ID
- 117628312
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 129 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0927-5398
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
he underlying asset on a Treasury-bond futures contract in the Chicago T Board of Trade (CBT) is not a real asset, but is rather a hypothetical 15-yearmaturity government bond bearing an 8% coupon. Because the contract is settled using actual government bonds, the CBT is required to establish conver
S tling rapidity. This remarkable growth has fueled itself to a large extent with 'See Branch (1978), Capozza and Cornell (1979), Lang and Rasche (1978), Poole (1978), Puglisi (1978), Rendleman and Carabini (1979), and Vignola and Dale (1979, 1980). All of these articles are reprinted in Gay and Kol