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~type_genre:"Working Paper"
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ECONIS (ZBW)
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1
Pricing of interdealer derivatives in a limit order market
Kamate, Vidya
;
Kumar, Abhishek
-
2024
Persistent link: https://www.econbiz.de/10014487019
Saved in:
2
The market for sharing interest rate risk : quantities and asset prices
Khetan, Umang
;
Li, Jian
;
Neamtu, Ioana
;
Sen, Ishita
-
2024
Persistent link: https://www.econbiz.de/10014481359
Saved in:
3
Relationship discounts in corporate bond trading
Jurkatis, Simon Willi
;
Schrimpf, Andreas
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014478628
Saved in:
4
Price formation in the foreign exchange market
Gallien, Florent
;
Glebkin, Sergei
;
Kassibrakis, Serge
; …
-
2023
Persistent link: https://www.econbiz.de/10014438617
Saved in:
5
The market for sharing interest rate risk: quantities behind prices
Khetan, Umang
;
Neamțu, Ioana
;
Sen, Ishita
-
2023
Persistent link: https://www.econbiz.de/10014373715
Saved in:
6
Relationship discounts in corporate bond trading
Jurkatis, Simon Willi
;
Schrimpf, Andreas
;
Todorov, Karamfil
-
2023
-
This version: October 30, 2023
Persistent link: https://www.econbiz.de/10014414407
Saved in:
7
Regulatory reforms and price heterogeneity in an OTC derivative market
Miyakawa, Daisuke
;
Oda, Takemasa
;
Sone, Taihei
-
2023
Persistent link: https://www.econbiz.de/10014430501
Saved in:
8
Price formation in the foreign exchange market
Gallien, Florent
;
Glebkin, Sergei
;
Kassibrakis, Serge
; …
-
2023
Persistent link: https://www.econbiz.de/10014480297
Saved in:
9
Life after default: dealer intermediation and recovery in defaulted corporate bonds
Baumann, Friedrich
;
Kakhbod, Ali
;
Livdan, Dmitry
; …
-
2023
Persistent link: https://www.econbiz.de/10014482895
Saved in:
10
Sharks in the dark: quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014322495
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