Scheduled announcements and volatility patterns The effects of Monetary Policy Committee announcements on LIBOR and short sterling futures and options

Temporal aggregation, volatility components and volume in high frequency UK bond futures

McMillan, D.G.
Speight, A.E.
Saint Andrews Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9813) / BLDSC - British Li...

Macroeconomic announcements, volatility and interrelationships : An examination of the UK bond and stock markets

Jones, Bradley
Masih, A. Mansur M.
Lin, Chien-Ting

January 2001

This study investigates the intraday and end-of-day behaviour of UK stock index and interest rate fu...

Forecasting interest rates from financial futures markets

Holden, K.
Thompson, J
Liverpool Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8465(LBS-WP--15) / BLDSC - Brit...

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

Sung, Peng
Sutcliffe, Charles

January 2003

Both the UK spot and futures markets in short-term interest rates are found to react strongly to sur...

Money announcements and their effects on asset prices

Fischer, A

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:D79482 / BLDSC - British Library Doc...

Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes

Clare, A.
Courtenay, R.
Bank of England, London (United Kingdom)

January 2001

Available from British Library Document Supply Centre-DSC:9350.8308(no 125) / BLDSC - British Librar...

Announcement effects and seasonality in the intra-day foreign exchange market

Payne, R
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--238) / BLDSC - B...

Studies in volatility changes surrounding accounting and market announcements

Acker, D.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN020266 / BLDSC - British Library D...

Price volatility and futures margins

Hardouvelis, G.
Kim, D
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1263) / BLDSC - B...

The statistical districution of short-term libor rates under two monetary regimes

Pesaran, B.
Robinson, G
Bank of England, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8308(BE-WP--16) / BLDSC - Briti...

On the 'Hirshleifer effect' of unscheduled monetary policy announcements

Banerjee, Anurag
Seccia, Giulio
University of Southampton. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Sterling volatility and European Monetary Union

Taylor, C.
National Inst. of Economic and Social Research, London (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(no 197) / BLDSC - British Li...

Monetary policy surprises and the yield curve

Haldane, A.G.
Read, V.
Bank of England, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(106) / BLDSC - British Libr...

`The twists and turns of UK monetary policy'

Goodhart, C
London School of Economics (United Kingdom). Financial Markets Group

Available from British Library Document Supply Centre- DSC:8368.31(LSE-FMG-SP--9) / BLDSC - British ...

Monetary policy, expectations and commitment

Evans, G.W.
Honkapohja, S.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Temporal aggregation, volatility components and volume in high frequency UK bond futures

McMillan, D.G.
Speight, A.E.
Saint Andrews Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9813) / BLDSC - British Li...

Macroeconomic announcements, volatility and interrelationships : An examination of the UK bond and stock markets

Jones, Bradley
Masih, A. Mansur M.
Lin, Chien-Ting

January 2001

This study investigates the intraday and end-of-day behaviour of UK stock index and interest rate fu...

Forecasting interest rates from financial futures markets

Holden, K.
Thompson, J
Liverpool Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8465(LBS-WP--15) / BLDSC - Brit...

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

Sung, Peng
Sutcliffe, Charles

January 2003

Both the UK spot and futures markets in short-term interest rates are found to react strongly to sur...

Money announcements and their effects on asset prices

Fischer, A

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:D79482 / BLDSC - British Library Doc...

Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes

Clare, A.
Courtenay, R.
Bank of England, London (United Kingdom)

January 2001

Available from British Library Document Supply Centre-DSC:9350.8308(no 125) / BLDSC - British Librar...

Announcement effects and seasonality in the intra-day foreign exchange market

Payne, R
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--238) / BLDSC - B...

Studies in volatility changes surrounding accounting and market announcements

Acker, D.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN020266 / BLDSC - British Library D...

Price volatility and futures margins

Hardouvelis, G.
Kim, D
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1263) / BLDSC - B...

The statistical districution of short-term libor rates under two monetary regimes

Pesaran, B.
Robinson, G
Bank of England, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8308(BE-WP--16) / BLDSC - Briti...

On the 'Hirshleifer effect' of unscheduled monetary policy announcements

Banerjee, Anurag
Seccia, Giulio
University of Southampton. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Sterling volatility and European Monetary Union

Taylor, C.
National Inst. of Economic and Social Research, London (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(no 197) / BLDSC - British Li...

Monetary policy surprises and the yield curve

Haldane, A.G.
Read, V.
Bank of England, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(106) / BLDSC - British Libr...

`The twists and turns of UK monetary policy'

Goodhart, C
London School of Economics (United Kingdom). Financial Markets Group

Available from British Library Document Supply Centre- DSC:8368.31(LSE-FMG-SP--9) / BLDSC - British ...

Monetary policy, expectations and commitment

Evans, G.W.
Honkapohja, S.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Temporal aggregation, volatility components and volume in high frequency UK bond futures

McMillan, D.G.
Speight, A.E.
Saint Andrews Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9813) / BLDSC - British Li...

Macroeconomic announcements, volatility and interrelationships : An examination of the UK bond and stock markets

Jones, Bradley
Masih, A. Mansur M.
Lin, Chien-Ting

January 2001

This study investigates the intraday and end-of-day behaviour of UK stock index and interest rate fu...

Forecasting interest rates from financial futures markets

Holden, K.
Thompson, J
Liverpool Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8465(LBS-WP--15) / BLDSC - Brit...

Scheduled announcements and volatility patterns The effects of Monetary Policy Committee announcements on LIBOR and short sterling futures and options

Abstract

Extracted data

Scheduled announcements and volatility patterns The effects of Monetary Policy Committee announcements on LIBOR and short sterling futures and options

Abstract

Extracted data

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