Price formation and liquidity in the U.S. treasury market evidence from intraday patterns around announcements
| Found in: |
Cs. Económicas |
|---|---|
| Main Author: | Fleming, Michael J |
| Other Authors: | Remolona, Eli M |
| Format: | Book |
| Published: |
New York
Federal Reserve Bank of New York
1997
|
| Series: |
Staff reports
no. 27 |
| Subjects: |