✦ LIBER ✦

Price discovery in government bond markets

✍ Scribed by Valseth, Siri

Book ID: 118248433
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 475 KB
Volume: 16
Category: Article
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2012.04.005

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Macroeconomic fundamentals, price discov

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

✍ Sylwia Nowak; Jochen Andritzky; Andreas Jobst; Natalia Tamirisa 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 565 KB

Price discovery in currency markets

✍ Carol L. Osler; Alexander Mende; Lukas Menkhoff 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 346 KB

Price discovery in restructured electric

Price discovery in restructured electricity markets

✍ Gregory Dempster; Justin Isaacs; Narin Smith 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 140 KB

Price movements and price discovery in t

Price movements and price discovery in the municipal bond index and the index futures markets

✍ Mao-Wei Hung; Hua Zhang 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 797 KB

Yield Curve Risk in Japanese Government

Yield Curve Risk in Japanese Government Bond Markets

✍ Kenneth J. Singleton 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 248 KB

Price discovery in the aluminum market

✍ Isabel Figuerola-Ferretti; Christopher L. Gilbert 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 208 KB

An extended version of the S. Beveridge and C. R. decomposition and a latent variable approach are used to examine how the noise content, and therefore the informativeness, of four aluminum prices that have been quoted at various times since 1970-the (now defunct) U.S. producer price, a transaction