haku: @all futures / yhteensä: 80
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| Tekijä: | Christie-David, R. Chaudhry, M. Khan, W. |
| Otsikko: | News releases, market integration, and market leadership |
| Lehti: | Journal of Financial Research
2002 : SUMMER, VOL. 25:2, p. 223-245 |
| Asiasana: | INTEGRATION LEADERSHIP MARKETS |
| Vapaa asiasana: | NEWS RELEASES |
| Kieli: | eng |
| Tiivistelmä: | Using intraday data the authors examine the response of futures on the British Long Gilt (Gilt), the German Government Bond (Bund), the U.S. Treasury Bond (Bond), the Japanese Government Bond (JGB) and the Italian Government Bond (IGB) to the release of U.S. macroeconomic news. Bond, Gilt, and Bund futures respond strongly to the news releases. |
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