Scheduled announcements and volatility patterns: the effects of monetary policy committee announcements on LIBOR and short sterling futures and options

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Sun, P. and Sutcliffe, C. orcid id iconORCID: 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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Full text not archived in this repository.
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