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The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements

Owain ap Gwilym, Mike Buckle, Andrew D Clare, Stephen H Thomas, Mike Buckle Orcid Logo

The Journal of Derivatives, Volume: 6, Issue: 2, Pages: 7 - 17

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.3905/jod.6.2.7

Published in: The Journal of Derivatives
Published: 1998
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College: Faculty of Humanities and Social Sciences
Issue: 2
Start Page: 7
End Page: 17