Price and Liquidity Discovery in European Sovereign Bonds and Futures
Year of publication: |
[2022]
|
---|---|
Authors: | Jappelli, Ruggero ; Lucke, Konrad ; Pelizzon, Loriana |
Publisher: |
[S.l.] : SSRN |
Subject: | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Rentenmarkt | Bond market | Liquidität | Liquidity | Eurozone | Euro area |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Series: | SAFE Working Paper ; No. 350 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 13, 2022 erstellt |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Market Liquidity Risk Premia in Eurozone Government Bonds' Yield Spreads
Kahlert, Dennis, (2017)
-
Price and liquidity discovery in European sovereign bonds and futures
Jappelli, Ruggero, (2022)
-
Euro Area Government Bond Market Liquidity
Darbha, Madhucchand, (2015)
- More ...
-
Price and liquidity discovery in European sovereign bonds and futures
Jappelli, Ruggero, (2022)
-
Price and liquidity discovery in European sovereign bonds and futures
Jappelli, Ruggero, (2022)
-
The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times
Jappelli, Ruggero, (2021)
- More ...