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46 pages • paperback • 1 edition
ISBN/UID: 9781249560296
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 27 Sep 2012
Description
This paper examines the effect of European Central Bank (ECB) communication on the price discovery process in the Euribor futures market using a new tick-by-tick data set. First, we show that two pieces of news systematically hit financial markets...
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Content Warnings
46 pages • paperback
ISBN/UID: 9781249560296
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 27 Sep 2012
Description
This paper examines the effect of European Central Bank (ECB) communication on the price discovery process in the Euribor futures market using a new tick-by-tick data set. First, we show that two pieces of news systematically hit financial markets...
Community Reviews
Content Warnings