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The determinants of CDS bid-ask spreads
Lei Meng; Ap Gwilym, Owain - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10003771461
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The transaction-by-transaction adjustment of interest rate and equity index futures markets to macroeconomic announcements
Ap Gwilym, Owain (contributor) - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 7-17
Persistent link: https://www.econbiz.de/10001355574
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THE INTRADAY BEHAVIOR OF BID-ASK SPREADS, RETURNS, AND VOLATILITY FOR FTSE-100 STOCK INDEX OPTIONS
Gwilym, Owain ap; Buckle, Mike; Thomas, Stephen - In: The journal of derivatives : the official publication … 4 (1997) 4, pp. 20-32
Persistent link: https://www.econbiz.de/10007371745
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THE TRANSACTION-BY-TRANSACTION ADJUSTMENT OF INTEREST RATE AND EQUITY INDEX FUTURES MARKETS TO MACROECONOMIC ANNOUNCEMENTS - One of the fundamental precepts of modern financial the...
Gwilym, Owain Ap; Buckle, Mike; Clare, Andrew; Thomas, … - In: The journal of derivatives : the official publication … 19980, pp. 7-17
Persistent link: https://www.econbiz.de/10007374521
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THE TRANSACTION-BY-TRANSACTION ADJUSTMENT OF INTEREST RATE AND EQUITY INDEX FUTURES MARKETS TO MACROECONOMIC ANNOUNCEMENTS - One of the fundamental precepts of modern financial the...
Gwilym, Owain Ap; Buckle, Mike; Clare, Andrew; Thomas, … - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 7-17
Persistent link: https://www.econbiz.de/10007346978
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The Determinants of CDS Bid-Ask Spreads
Meng, Lei; Gwilym, Owain ap - In: The journal of derivatives : the official publication … 16 (2008) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10008099503