Price discovery and volatility spillovers in interest rate derivatives market (doi:10.7910/DVN/FADFGU)

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Part 2: Study Description
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Document Description

Citation

Title:

Price discovery and volatility spillovers in interest rate derivatives market

Identification Number:

doi:10.7910/DVN/FADFGU

Distributor:

Harvard Dataverse

Date of Distribution:

2024-02-06

Version:

1

Bibliographic Citation:

Tang, Decai, 2024, "Price discovery and volatility spillovers in interest rate derivatives market", https://doi.org/10.7910/DVN/FADFGU, Harvard Dataverse, V1

Study Description

Citation

Title:

Price discovery and volatility spillovers in interest rate derivatives market

Identification Number:

doi:10.7910/DVN/FADFGU

Authoring Entity:

Tang, Decai

Distributor:

Harvard Dataverse

Access Authority:

Tang, Decai

Depositor:

Tang, Decai

Date of Deposit:

2024-02-01

Holdings Information:

https://doi.org/10.7910/DVN/FADFGU

Study Scope

Keywords:

Arts and Humanities, Business and Management

Abstract:

Price discovery and volatility spillovers in interest rate derivatives market (datasets)

Methodology and Processing

Sources Statement

Data Access

Other Study Description Materials

Other Study-Related Materials

Label:

Price discovery Data

Text:

Price discovery and volatility spillovers in interest rate derivatives market

Notes:

application/vnd.openxmlformats-officedocument.spreadsheetml.sheet