Information shocks, liquidity shocks, jumps, and price discovery Evidence from the U.S. treasury market.

Information shocks, liquidity shocks, jumps, and price discovery Evidence from the U.S. treasury market.

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Prif Awdur: Jiang, George J.
Fformat: Erthygl
Iaith:English
Pynciau:
Treasury bonds.
Macroeconomics.
Liquidity.
Securities prices.