Browsing by Author "Goodheart, Charles"
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The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005-09)The second half of August 1998 was dominated by two events. From 14 to 28 August, the Hong Kong Monetary Authority (HKMA) intervened in the Hong Kong equity markets to prevent a speculative double play against their ...