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

Record type: Article

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Citation

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.

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: 17 Jul 2017 15:42

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Contributors

Author: Owain Ap Gwilym
Author: Mike Buckle
Author: Andrew Clare
Author: Stephen Thomas

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