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Economic policy uncertainty and volatility of treasury futures - MaRDI portal

Economic policy uncertainty and volatility of treasury futures (Q2165388)

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Economic policy uncertainty and volatility of treasury futures
scientific article

    Statements

    title
    Economic policy uncertainty and volatility of treasury futures (English)
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    author
    Maojun Zhang
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    Yang Zhao
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    Jiang-Xia Nan
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    publication date
    19 August 2022
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    zbMATH Keywords
    economic policy uncertainty
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    treasury futures
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    volatility
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    mixed frequency regression
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    62M10
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    zbMATH DE Number
    7573536
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    OpenAlex ID
    W3198214669
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