𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Monetary Policy Committees: Individual and Collective Reputations

✍ Scribed by Sibert, Anne


Book ID
108534020
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
124 KB
Volume
70
Category
Article
ISSN
0034-6527

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Scheduled announcements and volatility p
✍ Peng Sun; Charles Sutcliffe πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 171 KB

## Abstract Both the UK spot and futures markets in short‐term interest rates are found to react strongly to surprises in the scheduled announcements of the repo rate and RPI. Therefore, these announcements should also affect the market for options on short‐term interest rate futures. Because the r