Yiu Chung Cheung

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

415

CITATIONS

1

Scholarly Papers (2)

1.

European Yield Differentials and Basis Risk: A Hedging Perspective

EFA 2005 Moscow Meetings Paper
Number of pages: 35 Posted: 07 Oct 2004
Yiu Chung Cheung and Frank De Jong
affiliation not provided to SSRN and Tilburg University - Department of Finance
Downloads 241 (125,291)

Abstract:

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Bonds markets, Microstructure, Yield Differentials, Hedging, Kalman Filter

2.

Euro Area Sovereign Yield Dynamics: The Role of Order Imbalance

ECB Working Paper No. 385, EFA 2005 Moscow Meetings Paper
Number of pages: 50 Posted: 10 Dec 2004
Albert J. Menkveld, Yiu Chung Cheung and Frank De Jong
VU Amsterdam, affiliation not provided to SSRN and Tilburg University - Department of Finance
Downloads 174 (170,200)
Citation 2

Abstract:

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government bond, order imbalance, euro, international