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Which macroeconomic announcements have most impact on Long Gilt futures market volatility

Which macroeconomic announcements have most impact on Long Gilt futures market volatility
Which macroeconomic announcements have most impact on Long Gilt futures market volatility
1357-0927
164-173
Ap Gwilym, O.
dcad2393-1a8b-4088-8508-cdf45e40816d
Thomas, S.
0f83004b-179e-4b71-8374-25345d0e9dad
Ap Gwilym, O.
dcad2393-1a8b-4088-8508-cdf45e40816d
Thomas, S.
0f83004b-179e-4b71-8374-25345d0e9dad

Ap Gwilym, O. and Thomas, S. (1998) Which macroeconomic announcements have most impact on Long Gilt futures market volatility. Derivatives Use, Trading and Regulation, 4 (2), 164-173.

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Published date: 1998

Identifiers

Local EPrints ID: 37368
URI: http://eprints.soton.ac.uk/id/eprint/37368
ISSN: 1357-0927
PURE UUID: 8dbf9340-90fb-4e1b-b709-14dddd053733

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Date deposited: 26 Apr 2007
Last modified: 11 Dec 2021 15:36

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Contributors

Author: O. Ap Gwilym
Author: S. Thomas

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