๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets

โœ Scribed by Sylwia Nowak; Jochen Andritzky; Andreas Jobst; Natalia Tamirisa

Book ID
116615848
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
565 KB
Volume
35
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Price discovery and volatility spillover
Price discovery and volatility spillovers in the DJIA index and futures markets
โœ Tse, Yiuman ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 262 KB ๐Ÿ‘ 2 views

The Dow Jones Industrial Average (DJIA) is the most widely quoted stock index worldwide. This article examines the minute-by-minute price discovery process and volatility spillovers between the DJIA index and the index futures recently launched by the CBOT. The Hasbrouck (1995) cointegrating model s

An investigation of stock price dynamics
An investigation of stock price dynamics in emerging markets
โœ Yeung, David W. K. ;Poon, Jessie P. H. ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 145 KB ๐Ÿ‘ 2 views

We thank an anonymous referee for helpful comments on the initial draft.