Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
Year of publication: |
2010
|
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Authors: | Caporale, Guglielmo Maria ; Girardi, Alessandro ; Paesani, Paolo |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Liquidity | trading activity | Treasury bond market | Europe | commonality |
Extent: | application/pdf |
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Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 1080 29 pages long |
Classification: | G1 - General Financial Markets ; G15 - International Financial Markets ; C32 - Time-Series Models ; C33 - Models with Panel Data |
Source: |
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Quoted spreads and trade imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria, (2010)
-
Quoted spreads and trade imbalance dynamics in the European Treasury bond market
Caporale, Guglielmo Maria, (2012)
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Quoted spreads and trade imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria, (2010)
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Inflation and Inflation Uncertainty in the Euro Area
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Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
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Fiscal Spillovers in the Euro Area
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