Monetary policy announcements and short-term interest rate futures volatility : evidence from the Mexican market
Renata Herrerías and Pedro Gurrola
| Year of publication: |
2012
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|---|---|
| Authors: | Herrerías, Renata ; Gurrola, Pedro |
| Published in: |
International finance. - Oxford : Wiley-Blackwell, ISSN 1367-0271, ZDB-ID 1406105-3. - Vol. 15.2012, 2, p. 225-250
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| Subject: | Geldpolitik | Monetary policy | Volatilität | Volatility | Mexiko | Mexico | Ankündigungseffekt | Announcement effect | Zinsderivat | Interest rate derivative | Zins | Interest rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745986