Market structure and microstructure, in international interest rate futures markets
| Year of publication: |
2010
|
|---|---|
| Authors: | McGroarty, Frank ; Ap Gwilym, Owain ; Thomas, Steve |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 24.2010, 3, p. 253-266
|
| Subject: | Zinsderivat | Interest rate derivative | Marktstruktur | Market structure | Theorie | Theory | Marktmikrostruktur | Market microstructure |
-
The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian, (2023)
-
The Microstructure of Reference Rates : A Review of the Telbor and Libor Reference Rates
Stein, Roy, (2017)
-
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2010)
- More ...
-
McGroarty, Frank, (2009)
-
The components of electronic inter-dealer spot FX bid-ask spreads
McGroarty, Frank, (2007)
-
McGroarty, Frank, (2006)
- More ...