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An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Article (Web of Science)
Overview
Additional Document Info
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Overview
authors
Simpson, Marc W
Ramchander, Sanjay
publication date
2004
webpage
http://dx.doi.org/10.1002/fut.10132
published in
JOURNAL OF FUTURES MARKETS
Journal
Additional Document Info
number of pages
25
start page
453
end page
478
volume
24
issue
5