Price discovery in short-term interest rate markets: Futures versus swaps-Reference-Cited by-同舟云学术

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Price discovery in short-term interest rate markets: Futures versus swaps

Published:2018-06-06 Issue:10 Volume:38 Page:1179-1188
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Frino Alex¹,Garcia Michael¹^ORCID

Affiliation:

1. School of Accounting, Economics and Finance, Faculty of Business; University of Wollongong; Wollongong New South Wales Australia

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.21935/fullpdf

Reference27 articles.

1. Australian Financial Markets Association (AFMA) 2017 2017 Australian Financial Markets report Sydney, Australia AFMA

2. The impact of electronic trading on bid-ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney;Aitken;Journal of Futures Markets,2004

3. Australian Security Exchange (ASX) 2014 90 day bank accepted bill futures and options interest rate markets fact sheet Australia ASX

4. Australian Security Exchange (ASX) 2018 Interest rate derivatives price and valuation guide Australia ASX

5. An economic analysis of interest rate swaps;Bicksler;The Journal of Finance,1986

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3. Non-Linear Impact of Chinese Treasury Bond Futures on the Information Content of IRS;Fluctuation and Noise Letters;2021-10-04

4. Price discovery in Bitcoin: The impact of unregulated markets;Journal of Financial Stability;2020-10

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