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Erschienen in:
Agent Based Computational Economics Kapitel lesen Erstes Kapitel lesen

2011 | OriginalPaper | Buchkapitel

Treasury Market, Microstructure of the U.S.

verfasst von : Bruce Mizrach, Christopher J. Neely

Erschienen in: Complex Systems in Finance and Econometrics

Verlag: Springer New York

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Article Outline

Glossary
Definition of the Subject
Introduction
Types of Treasury Issues
Treasury Market Participants
Stages of the Treasury Bond Market
The Treasury Futures Market
Seasonality and Announcement Effects
Discontinuities in the US Treasury Market
Order Flow in the US Treasury Market
Modeling the Limit Order Book
Price Discovery
Future Directions
Bibliography

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Vorheriges Kapitel System Dynamics, The Basic Elements of
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Metadaten
Titel
Treasury Market, Microstructure of the U.S.
verfasst von
Bruce Mizrach
Christopher J. Neely
Copyright-Jahr
2011
Buch
Complex Systems in Finance and Econometrics

Print ISBN: 978-1-4419-7700-7

Electronic ISBN: 978-1-4419-7701-4

Copyright-Jahr: 2011

DOI
https://doi.org/10.1007/978-1-4419-7701-4_49