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Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.; Speight, Alan E. H. - In: The European journal of finance 8 (2002) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
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Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.; Ruiz, Isabel; Speight, Alan E. H. - In: The European journal of finance 16 (2010) 8, pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
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Correlations and spillovers among three euro rates: evidence using realised variance
McMillan, David; Ruiz, Isabel; Speight, Alan - In: The European journal of finance 16 (2010) 8, pp. 753-768
Persistent link: https://www.econbiz.de/10008714770
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Differences of opinion in sovereign credit signals during the European crisis
Alsakka, Rasha; Ap Gwilym, Owain; Huong Vu - In: The European journal of finance 23 (2017) 10/12, pp. 859-884
Persistent link: https://www.econbiz.de/10011740257
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The determinants of trading volume for cross-listed Euribor futures contracts
Ap Gwilym, Owain; Aguenaou, Samir; Rhodes, Mark J. - In: The European journal of finance 15 (2009) 1/2, pp. 89-102
Persistent link: https://www.econbiz.de/10003827084
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Return reversals and the compass rose : insights from high frequency options data
Versousis, Thanos; Ap Gwilym, Owain - In: The European journal of finance 17 (2011) 9/10, pp. 883-896
Persistent link: https://www.econbiz.de/10009529135
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Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: The European journal of finance 17 (2011) 3/4, pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
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Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain; Buckle, Michael J. - In: The European journal of finance 5 (1999) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10001439610
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Investors' heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: The European journal of finance 25 (2019) 13, pp. 1211-1233
Persistent link: https://www.econbiz.de/10012207079
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Market reactions to the implementation of the Banking Union in Europe
Pancotto, Livia; Ap Gwilym, Owain; Williams, Jonathan - In: The European journal of finance 26 (2020) 7/8, pp. 640-665
Persistent link: https://www.econbiz.de/10012207333