Chiu-Ya Fu

Chung Yuan Christian University

22 Pu-Jen, Pu-chung Li

Chung-Li, 32023

Taiwan

SCHOLARLY PAPERS

1

DOWNLOADS

49

TOTAL CITATIONS

0

Scholarly Papers (1)

The Impact of FOMC Announcements on Return and Volatility Spillovers in Us Treasury Futures

Number of pages: 43 Posted: 30 Mar 2024
Yu-Lun Chen, Chiu-Ya Fu and J. Jimmy Yang
Chung Yuan Christian University, Chung Yuan Christian University and Oregon State University
Downloads 39 (891,249)

Abstract:

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US Treasury futures, Federal Open Market Committee (FOMC), Federal funds rate, Price discovery.

The Impact of FOMC Announcements on Return and Volatility Spillovers in Us Treasury Futures

Number of pages: 55 Posted: 16 Oct 2024
Yu-Lun Chen, Chiu-Ya Fu and J. Jimmy Yang
Chung Yuan Christian University, Chung Yuan Christian University and Oregon State University
Downloads 10 (1,211,676)

Abstract:

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US Treasury futures, Federal Open Market Committee (FOMC), Federal funds rate, Price discovery.