Acknowledgments: This article has benefited from the comments of the Editor, two anonymous reviewers, and participants at seminars at the following universities, research centers and conferences: National Chengchi University, University of South Australia, Deakin University, 2011 Financial Management Association Conference, 2011 Korean Finance Association-Taiwan Finance Association Joint Conference (Mirae Asset Global Investments Best Paper Award), Hong Kong Baptist University, 2010 Financial Management Association Europe Conference, 2010 Asia Pacific Association of Derivatives Conference, Capital Markets Cooperative Research Centre (Sydney, Australia).
Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements†
Article first published online: 16 OCT 2013
© 2013 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 42, Issue 5, pages 689–723, October 2013
How to Cite
Bjursell, J., H. K. Wang, G. and I. Webb, R. (2013), Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements. Asia-Pacific Journal of Financial Studies, 42: 689–723. doi: 10.1111/ajfs.12028
- Issue published online: 16 OCT 2013
- Article first published online: 16 OCT 2013
- Manuscript Accepted: 21 MAY 2013
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