Sun, P. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2003)
Scheduled announcements and volatility patterns: the effects of monetary policy committee announcements on LIBOR and short sterling futures and options.
The Journal of Futures Markets, 23 (8).
pp. 773-797.
ISSN 1096-9934
doi: 10.1002/fut.10083
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| Item Type | Article |
| URI | https://reading-clone.eprints-hosting.org/id/eprint/25463 |
| Identification Number/DOI | 10.1002/fut.10083 |
| Refereed | Yes |
| Divisions | Henley Business School > Finance and Accounting |
| Publisher | Wiley |
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