Work

Heat Waves, Meteor Showers, and Trading Volume: An Analysis of Volatility Spillovers in the U.S. Treasury Market

Year: 1999

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.173091

Authors: Michael J. Fleming, Jose Antonio Lopez

Institutions: Federal Reserve Bank of New York, Federal Reserve Bank of San Francisco

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2098170385

Cites: 30

Cited by: 34

Related to: 10