✦ LIBER ✦
Price transmission and information asymmetry in Bund futures markets: LIFFE vs. DTB
✍ Scribed by Gang Shyy; Jie-Haun Lee
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 595 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
✦ Synopsis
21t is important to note that although the Bund contracts in LIFFE and DTB are very similar to each other, the contract values of Nikkei and JGB futures contracts traded on SIMEX are smaller than those traded on OSE (Nikkei) and TSE (JGB).