Order Imbalance, Market Returns and Macroeconomic News: Evidence from the Australian Interest Rate Futures Market

2011 ◽  
Author(s):  
Lee A. Smales
Keyword(s):  
Interest Rate ◽  
Futures Market ◽  
Market Returns ◽  
Macroeconomic News ◽  
Order Imbalance ◽  
Interest Rate Futures

Order imbalance, market returns and macroeconomic news

2012 ◽  
Vol 26 (3) ◽  
pp. 410-427 ◽  
Author(s):  
Lee A. Smales
Keyword(s):  
Market Returns ◽  
Macroeconomic News ◽  
Order Imbalance

Impact study on the interest rate futures market

2006 ◽  
Vol 46 (4) ◽  
pp. 495-512
Author(s):  
Hyunyoung Choi ◽  
Joseph Finnerty
Keyword(s):  
Interest Rate ◽  
Futures Market ◽  
Impact Study ◽  
Interest Rate Futures ◽  
The Interest Rate

Maturity effects in the Mexican interest rate futures market

2011 ◽  
Vol 31 (4) ◽  
pp. 371-393 ◽  
Author(s):  
Pedro Gurrola ◽  
Renata Herrerías
Keyword(s):  
Interest Rate ◽  
Futures Market ◽  
Interest Rate Futures

An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market

2013 ◽  
Author(s):  
Bronwyn McCredie ◽  
Paul Docherty ◽  
Stephen Andrew Easton ◽  
Katherine Uylangco
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Futures Market ◽  
Differential Impact ◽  
Interest Rate Futures

Impact Analysis on the Interest Rate Futures Market

2005 ◽  
Author(s):  
Hyunyoung Choi ◽  
Joseph E. Finnerty
Keyword(s):  
Interest Rate ◽  
Impact Analysis ◽  
Futures Market ◽  
Interest Rate Futures ◽  
The Interest Rate

Anomalies in the Mexican Interest Rate Futures Market

2007 ◽  
Author(s):  
Pedro Gurrola ◽  
Renata Herrerias
Keyword(s):  
Interest Rate ◽  
Futures Market ◽  
Interest Rate Futures

scholarly journals The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market

2014 ◽  
Vol 29 ◽  
pp. 261-271 ◽  
Author(s):  
Bronwyn McCredie ◽  
Paul Docherty ◽  
Steve Easton ◽  
Katherine Uylangco
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Futures Market ◽  
Differential Impact ◽  
Interest Rate Futures

'Interest Rate Futures' Market in India - Heading for a Second Death!

2010 ◽  
Author(s):  
Jagannadham Thunuguntla
Keyword(s):  
Interest Rate ◽  
Futures Market ◽  
Interest Rate Futures
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