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DP14462 The Overnight Drift 智库出版物
2020
作者:  Nina Boyarchenko;  Lars Larsen;  Paul Whelan
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Equity risk  Overnight returns  Intraday immediacy  Inventory management  
DP13759 Measuring Euro Area Monetary Policy 智库出版物
2019
作者:  Carlo Altavilla;  Luca Brugnolini;  Refet Gürkaynak;  Roberto Motto;  Giuseppe Ragusa
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Ecb policy surprise  Event-study  Intraday  Persistence  Asymmetry  
Informed Trading in Oil-Futures Market 智库出版物
2016
作者:  Olivier Rousse;  Benoit Sévi
JPEG(71Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Insider Trading  WTI Crude Oil Futures  Intraday Data  Inventory Release  
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 智库出版物
2009
作者:  Julien Chevallier;  Benoît Sévi
JPEG(71Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
CO2 Price  Realized Volatility  HAR-RV  GARCH  Futures Trading  Emissions Markets  EU ETS  Intraday data  Forecasting  
DP1686 Poverty and the Welfare State in Inter-war London 智库出版物
1997
作者:  Timothy Hatton;  Roy E Bailey
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Intraday liquidity  Risk management  Rtgs  Settlement risk