Showing 1 - 10 of 150
Persistent link: https://www.econbiz.de/10002062289
Persistent link: https://www.econbiz.de/10002839832
Persistent link: https://www.econbiz.de/10002915227
Persistent link: https://www.econbiz.de/10008807944
Persistent link: https://www.econbiz.de/10003938216
Persistent link: https://www.econbiz.de/10011485987
Persistent link: https://www.econbiz.de/10011337617
Persistent link: https://www.econbiz.de/10009782737
Persistent link: https://www.econbiz.de/10002062297
Both the UK spot and futures markets in short term interest rates are found to react strongly to surprises in the scheduled announcements of the repo rate and RPI. Therefore these announcements should also affect the market for options on short term interest rates. Because the repo rate and RPI...
Persistent link: https://www.econbiz.de/10009458206