STIR Futures

An online resource to support the book by Stephen Aikin

Menu

Skip to content

Home
Stephen Aikin
Forum posts

Declining Euribor volatility

June 3, 2017 by Stephen

Share this:

LinkedIn
Twitter
Google
Facebook
Email
More

Pocket
Tumblr
Pinterest
Reddit
Print

Bookmark the permalink.

Post navigation

← Policy rate tightening

Causation between 3M Euribor fixings and Euribor futures rates →

Leave a Reply Cancel reply

Your email address will not be published. Required fields are marked *

Comment

Name *

Email *

Website

Notify me of follow-up comments by email.

Notify me of new posts by email.

Click the book for more info

Click here to read more

Recent posts

The demise of stir futures?
Causation between 3M Euribor fixings and Euribor futures rates
Declining Euribor volatility
Policy rate tightening
The year -end turn effect
Welcome to stirfutures
Interest rate change probabilities
Understanding open interest
LIFFE’s STIR matching algorithm
Bund rolls
The disappearing convexity bias
Short term rates and curve steepening or flattening
Central banks and short rate trending
Curve rolling

Proudly powered by WordPress | Theme: Sundance by WordPress.com.

Send to Email Address Your Name Your Email Address

Cancel

Post was not sent - check your email addresses!

Email check failed, please try again

Sorry, your blog cannot share posts by email.