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

UK stock and government bond markets Firm size, predictability and the term structure

Fraser, P.
Dundee Univ. (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(7) / BLDSC - British Librar...

Forecasting the bond market

Wright, S
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9515) / BLDSC - B...

Volatility spillovers in spot and forward foreign exchange markets

Wang, P.
Wang, P.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 36) / BLDSC - British L...

Return-volume dynamics in UK Futures

McMillan, D.
Speight, A.
Saint Andrews Univ. (United Kingdom). Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9916) / BLDSC - British Li...

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 relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

Asset holding and consumption volatility

Attanasio, O.
Banks, J.
Tanner, S.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(98/9) / BLDSC - British L...

The effect of contemporaneous futures market volume on spot market volatility

Board, J.
Sandmann, G.
Sutcliffe, C.M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(277) / BLDSC - British Libra...

Volume-volatility relations for crude oil futures markets

Foster, A.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(94-03) / BLDSC - British L...

UK asset price volatility over the last 50 years

Anderson, N.
Breedon, F
Bank of England, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(BE-WP--51) / BLDSC - Britis...

Interest rate volatility and the risk of financial institutions

Staikouras, S.K.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027120 / BLDSC - British Library D...

Trading round-the-clock Return, volatility and volume spillovers in the Eurodollar futures market

Abhyankar, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(93/05) / BLDSC - British ...

Trading volume and contract rollover in stock index futures

Holmes, P.
Rougier, J.
Durham Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

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...

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...

UK stock and government bond markets Firm size, predictability and the term structure

Fraser, P.
Dundee Univ. (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(7) / BLDSC - British Librar...

Forecasting the bond market

Wright, S
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9515) / BLDSC - B...

Volatility spillovers in spot and forward foreign exchange markets

Wang, P.
Wang, P.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 36) / BLDSC - British L...

Return-volume dynamics in UK Futures

McMillan, D.
Speight, A.
Saint Andrews Univ. (United Kingdom). Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9916) / BLDSC - British Li...

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 relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

Asset holding and consumption volatility

Attanasio, O.
Banks, J.
Tanner, S.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(98/9) / BLDSC - British L...

The effect of contemporaneous futures market volume on spot market volatility

Board, J.
Sandmann, G.
Sutcliffe, C.M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(277) / BLDSC - British Libra...

Volume-volatility relations for crude oil futures markets

Foster, A.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(94-03) / BLDSC - British L...

UK asset price volatility over the last 50 years

Anderson, N.
Breedon, F
Bank of England, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(BE-WP--51) / BLDSC - Britis...

Interest rate volatility and the risk of financial institutions

Staikouras, S.K.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027120 / BLDSC - British Library D...

Trading round-the-clock Return, volatility and volume spillovers in the Eurodollar futures market

Abhyankar, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(93/05) / BLDSC - British ...

Trading volume and contract rollover in stock index futures

Holmes, P.
Rougier, J.
Durham Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

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...

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...

UK stock and government bond markets Firm size, predictability and the term structure

Fraser, P.
Dundee Univ. (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(7) / BLDSC - British Librar...

Forecasting the bond market

Wright, S
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9515) / BLDSC - B...

Volatility spillovers in spot and forward foreign exchange markets

Wang, P.
Wang, P.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 36) / BLDSC - British L...

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

Abstract

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

Abstract

Extracted data

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