An investigation into aspects of market behaviour in UK financial futures markets
This thesis investigates a number of features of UK financial futures markets: (i) market microstructure through the context of the volume-maturity relationship of FTSEIOO futures (stock index futures), Long Gilt (bond futures) and Short Sterling (interest rate futures), (ii) domestic market linkage...
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Swansea University
2003
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.636924 |