期刊30-Day-Interbank-futures-Investigating-the-process-of-price-discovery-f.pdfVIP

Int. Fin. Markets, Inst. and Money 22 (2012) 1006–1023 Contents lists available at SciVerse ScienceDirect Journal of International Financial Markets, Institutions Money journal homepage: /locate/intfin 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements Lee A. Smales ∗ University of New South Wales, School of Banking and Finance, Australian School of Business, Sydney, N