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

Sun, P. and Sutcliffe, C. ORCID: 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

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To link to this item DOI: 10.1002/fut.10083


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:25463
Publisher:Wiley

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