The transaction-by-transaction adjustment of interest rates and equity index futures to macroeconomic announcements
The transaction-by-transaction adjustment of interest rates and equity index futures to macroeconomic announcements
7-17
Ap Gwilym, Owain
dbd356d9-b22d-420b-a980-7341f6d52f34
Buckle, Mike
ed97238b-d81d-4a09-883a-312d8dd43796
Clare, Andrew
fc55445a-531e-4a7c-9ca7-3f88eb43a664
Thomas, Stephen
3ebf2346-25f1-4f19-b854-7a7da0cee9ca
1998
Ap Gwilym, Owain
dbd356d9-b22d-420b-a980-7341f6d52f34
Buckle, Mike
ed97238b-d81d-4a09-883a-312d8dd43796
Clare, Andrew
fc55445a-531e-4a7c-9ca7-3f88eb43a664
Thomas, Stephen
3ebf2346-25f1-4f19-b854-7a7da0cee9ca
Ap Gwilym, Owain, Buckle, Mike, Clare, Andrew and Thomas, Stephen
(1998)
The transaction-by-transaction adjustment of interest rates and equity index futures to macroeconomic announcements.
Journal of Derivatives, 6 (2), .
This record has no associated files available for download.
More information
Published date: 1998
Identifiers
Local EPrints ID: 37362
URI: http://eprints.soton.ac.uk/id/eprint/37362
ISSN: 1074-1240
PURE UUID: 31a67e88-c938-461e-bddc-424c61eb9ab2
Catalogue record
Date deposited: 19 May 2006
Last modified: 08 Jan 2022 03:53
Export record
Contributors
Author:
Owain Ap Gwilym
Author:
Mike Buckle
Author:
Andrew Clare
Author:
Stephen Thomas
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics