Which macroeconomic announcements have most impact on Long Gilt futures market volatility
Which macroeconomic announcements have most impact on Long Gilt futures market volatility
164-173
Ap Gwilym, O.
dcad2393-1a8b-4088-8508-cdf45e40816d
Thomas, S.
0f83004b-179e-4b71-8374-25345d0e9dad
1998
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), .
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Published date: 1998
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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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Author:
O. Ap Gwilym
Author:
S. Thomas
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