Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Year of publication: |
2003
|
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Authors: | Sun, Peng ; Sutcliffe, Charles M. S. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 8, p. 773-797
|
Subject: | Ankündigungseffekt | Announcement effect | Geldpolitik | Monetary policy | Geldmarkt | Money market | Derivat | Derivative | Volatilität | Volatility | Großbritannien | United Kingdom |
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