Economics

Price discovery and volatility spillovers in the interest rate derivatives market

C. Chen, W. Chen, et al.

This research explores the critical role of China's interest rate derivatives market in price discovery and volatility spillover, revealing fascinating insights into the dynamic behavior of treasury bond futures and interest rate swaps. Conducted by Congxiao Chen, Wenya Chen, Li Shang, Haiqiao Wang, Decai Tang, and David D. Lansana.

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~3 min • Beginner • English

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