Time pro-rata matching : evidence of a change in LIFFE STIR futures
Angelo Aspris, Sean Foley, Drew Harris and Peter O'Neill
| Year of publication: |
2015
|
|---|---|
| Authors: | Aspris, Angelo ; Foley, Sean ; Harris, Drew ; O'Neill, Peter |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 6, p. 522-541
|
| Subject: | Euribor, Short Sterling and Euroswiss futures | Zinsderivat | Interest rate derivative | Elektronisches Handelssystem | Electronic trading | Matching | Datenqualität | Data quality | Spekulation | Speculation | Europa | Europe |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011405404