Conference Paper

Intraday price volatility and trading volume: a case study of the Japanese government bond futures

Keywords: Government securities - Japan; Prices; Futures;

Status: Published in Risk measurement and systemic risk: joint central bank research conference (1995: November 16-17)

Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: Proceedings

Publication Date: 1995

Pages: 173-198