Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Year of publication: |
2024
|
---|---|
Authors: | Stenfors, Alexis ; Dilshani, Kaveesha ; Guo, Andy ; Mere, Peter |
Subject: | Bond futures | Cross-market manipulation | Cross-product manipulation | Fixed income | Limit order book | Market microstructure | Ramping | Related securities | Spoofing | Trade surveillance | Trading | Anleihe | Bond | Theorie | Theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Derivat | Derivative | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Spekulation | Speculation | Futures |
-
The relation between intraday limit order book depth and spread
Aidov, Alexandre, (2021)
-
Information and optimal trading strategies with dark pools
Bayona, Anna, (2023)
-
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu, (2023)
- More ...
-
LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011
Stenfors, Alexis, (2014)
-
LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception
Stenfors, Alexis, (2014)
-
Explaining Devaluation Expectations in the EMS
Stenfors, Alexis, (1994)
- More ...