Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?

Siri Valseth

No 2010/12, UiS Working Papers in Economics and Finance from University of Stavanger

Abstract: .

Keywords: bonds; order flow (search for similar items in EconPapers)
JEL-codes: G10 (search for similar items in EconPapers)
Pages: 68 pages
Date: 2010-12-23
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Citations: View citations in EconPapers (3)

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