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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
The transaction-by-transaction adjustment of interest rates and equity index futures to macroeconomic announcements
1074-1240
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
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), 7-17.

Record type: Article

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Published date: 1998

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Local EPrints ID: 37362
URI: https://eprints.soton.ac.uk/id/eprint/37362
ISSN: 1074-1240
PURE UUID: 31a67e88-c938-461e-bddc-424c61eb9ab2

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Date deposited: 19 May 2006
Last modified: 17 Jul 2017 15:42

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