Narrow search
Showing 1 - 10 of 50
Cover Image
Heterogeneity of sovereign rating migrations in emerging countries
Al-Sakka, Rasha; Gwilym, Owain ap - In: Emerging markets review 10 (2009) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10009869131
Cover Image
Split sovereign ratings and rating migrations in emerging economies
Al-Sakka, Rasha; Gwilym, Owain ap - In: Emerging markets review 11 (2010) 2, pp. 79-97
Persistent link: https://www.econbiz.de/10009869156
Cover Image
The Intraday Behavior of European Bond Futures
Gwilym, Owain ap; Buckle, Mike; Foord, Tim; Thomas, Stephen - In: The journal of fixed income 6 (1996) 2, pp. 49-66
Persistent link: https://www.econbiz.de/10007323380
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The Influence of Electronic Trading on Bid-Ask Spreads: New Evidence from European Bond Futures
Gwilym, Owain ap; Thomas, Stephen - In: The journal of fixed income 8 (1998) 1, pp. 7-20
Persistent link: https://www.econbiz.de/10007354591
Cover Image
The Bid-Ask Spread on Stock Index Options: An Ordered Probit Analysis
Gwilym, Owain Ap; Clare, Andrew; Thomas, Stephen - In: The journal of futures markets 18 (1998) 4, pp. 467
Persistent link: https://www.econbiz.de/10007357879
Cover Image
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market
Gwilym, Owain Ap; Mcmanus, Ian; Thomas, Stephen - In: The journal of futures markets 25 (2005) 5, pp. 419-442
Persistent link: https://www.econbiz.de/10006813868
Cover Image
Intra-Day Volatility Components in FTSE-100 Stock Index Futures
Speight, Alan E.H.; McMillan, David G.; Gwilym, Owain Ap - In: The journal of futures markets 20 (2000) 5, pp. 425-444
Persistent link: https://www.econbiz.de/10006838402