The intraday multivariate structure of the Eurofutures markets

Journal of Empirical Finance

Volumn 6, Issue 5, 1999, Pages 479-513

  Ballocchi, Giuseppe ^a   Dacorogna, Michel M ^a   Hopman, Carl M ^a   Müller, Ulrich A ^a   Olsen, Richard B ^a  

^a Olsen Ltd   (Switzerland)

Author keywords

C13; C32; E43; E47; Forward rates; Futures market; Interest rates; Multivariate intraday structure

Indexed keywords

EID: 0142109318     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(99)00017-1     Document Type: Article

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