Scandinavian Working Papers in Economics
UiS Working Papers in Economics and Finance,
University of Stavanger
No 2010/12: Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?
Siri Valseth ()
Additional contact information
Siri Valseth: University of Stavanger, Postal: University of Stavanger, NO-4036 Stavanger, Norway
Abstract: .
Keywords: bonds; order flow
JEL-codes: G10
68 pages, December 23, 2010
Full text files
uis_wps_2010_12_valseth.pdf
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