Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Dimitrios D. Thomakos, Tao Wang, Jingtao Wu, Russell P. ChuderewiczVolume:
28
Year:
2008
Language:
english
Pages:
30
DOI:
10.1002/fut.20336
File:
PDF, 330 KB
english, 2008