Scheduled announcements and volatility patterns: The effects of monetary policy committee anouncements on LIBOR and short Sterling futures and options
Article Abstract:
Planning for options and futures returns shoulkd include monetary policy committee anouncement shocks but not the content of the announcement.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Interest Rates, Influence, Monetary policy
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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Options expiration effects and the role of individual share futures contracts
Article Abstract:
The authors provide additional evidence that stock futures prices tend to rise shortly before contract expiration and physical delivery.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Australia, Stocks
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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Looking for contagion in currency futures markets
Article Abstract:
Normally, shocks in one country's futures market have no effect on other countries' futures market, but it does happen during crises.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Europe, Administration of General Economic Programs, Foreign Exchange & Reserves Policy, Foreign exchange
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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Subjects list: United Kingdom, Research, Options (Finance), Contracts, Contract agreement, Futures
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