The Development of the State Bond Market
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References listed on IDEAS
- Anatoly Peresetsky & Frans de Roon, 1997. "Risk premia in the ruble/dollar futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(2), pages 191-214, April.
- King, Mervyn & Sentana, Enrique & Wadhwani, Sushil, 1994.
"Volatility and Links between National Stock Markets,"
Econometric Society, vol. 62(4), pages 901-933, July.
- Mervyn King & Enrique Sentana & Sushil Wadhwani, 1990. "Volatiltiy and Links Between National Stock Markets," NBER Working Papers 3357, National Bureau of Economic Research, Inc.
More about this item
Keywordsfinancial market(s); GKO; futures; stocks; risk premium; forwards; government bond market; currency market; futures market; stock market;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-02-14 (All new papers)
- NEP-FIN-2000-02-14 (Finance)
- NEP-IFN-2000-02-15 (International Finance)
- NEP-IND-2000-02-15 (Industrial Organization)
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