Benchmark status in fixed-income asset markets

Journal of Business Finance and Accounting

Volumn 34, Issue 9-10, 2007, Pages 1615-1634

  Dunne, Peter G ^a   Moore, Michael J ^a   Portes, Richard ^b  

^a QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

^b CEPR   (United Kingdom)

Author keywords

Benchmark; Bond market; Cointegration; Price discovery

Indexed keywords

EID: 36849068464     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2007.02039.x     Document Type: Article

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