Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and short sterling futures and options /
Sun, Peng.
Sutcliffe, Charles M. S.
University of Southampton.Department of Accounting and Management Science
Southampton : Department of Accounting and Management Science, University of Southampton,
2001.
Includes bibliographical references.
Bank of England. Monetary Policy Committee.
Monetary policy
Interest rate futures
Interest rates