Journal article 949 views
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 
The Journal of Derivatives, Volume: 6, Issue: 2, Pages: 7 - 17
Swansea University Author:
Mike Buckle
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DOI (Published version): 10.3905/jod.6.2.7
Abstract
The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
| Published in: | The Journal of Derivatives |
|---|---|
| Published: |
1998
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa18177 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
2 |
| Start Page: |
7 |
| End Page: |
17 |