Option volume and volatility response: to scheduled economic news releases
Article Abstract:
This article examines the influence of 21 types of macroeconomic news announcements upon the volume and volatility of Standard and Poor's 100 stock-index options.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Influence, Stock index options, Attribution of news, News attribution, Standard and Poor's 100 Stock Price Index (Index)
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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The components of interest rate swap spreads: theory and international evidence
Article Abstract:
This article uses evidence from seven international markets to provide an empirical and theoretical analysis of interest rate swap-spreads.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Europe, Asia, World market, International markets, Interest rate swaps
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Research, United States, Statistics, Futures market, Futures markets
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