The transaction-by-transaction adjustment of interest rates and equity index futures to macroeconomic announcements


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), pp. 7-17.

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Item Type: Article
ISSNs: 1074-1240 (print)
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ePrint ID: 37362
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1998Published
Date Deposited: 19 May 2006
Last Modified: 16 Apr 2017 22:03
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URI: http://eprints.soton.ac.uk/id/eprint/37362

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