How does liquidity react to stress periods in a limit order market?
Helena Beltran; Alain Durré; Pierre Giot
| Year of publication: |
2004
|
|---|---|
| Authors: | Beltran Lopez, Helena ; Durré, Alain ; Giot, Pierre |
| Publisher: |
Brussels : National Bank of Belgium |
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility | Liquidität | Liquidity | Finanzsektor | Financial sector | Belgien | Belgium | 2002-2003 |
Erscheint auch als (Online-Ausgabe):
How does liquidity react to stress periods in a limit order market?. - Brussels : National Bank of Belgium, 2004. - 1 Online-Ressource (circa 67 Seiten)
Persistent link: https://www.econbiz.de/10002093411