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 ()
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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

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uis_wps_2010_12_valseth.pdf PDF-file

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