Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve

CFA Digest ◽  
2005 ◽  
Vol 35 (2) ◽  
pp. 20-22
Author(s):  
M.E. Ellis
Keyword(s):  
Price Discovery ◽  
Yield Curve ◽  
Treasury Market ◽  
The Impact ◽  
The U.S

Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation

2013 ◽  
Vol 59 (3) ◽  
pp. 695-714 ◽  
Author(s):  
Kasing Man ◽  
Junbo Wang ◽  
Chunchi Wu
Keyword(s):  
Price Discovery ◽  
Treasury Market ◽  
The U.S

scholarly journals Economic News and the Yield Curve: Evidence from the U.S. Treasury Market

1998 ◽  
Author(s):  
Pierluigi Balduzzi ◽  
Edwin J. Elton ◽  
T. Clifton Clifton Green
Keyword(s):  
Yield Curve ◽  
Economic News ◽  
Treasury Market ◽  
The U.S
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