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~institution:"Banco de España"
~institution:"DIW Berlin (Deutsches Institut für Wirtschaftsforschung)"
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Search: subject:"Price Discovery"
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price discovery
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MTS system
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Banco de España
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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1
Price
Discovery
and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2011
This paper proposes new metrics for the process of
price
discovery
on the main electronic trading platform for euro … greater degree of price leadership of the dominant market when our measures (as opposed to the traditional
price
discovery
… metrics) are used. We also present unambiguous evidence that a market's contribution to
price
discovery
is crucially affected …
Persistent link: https://www.econbiz.de/10009228758
Saved in:
2
Price Formation on the EuroMTS Platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2010
This paper examines the process of
price
discovery
in the MTS system, which builds on the parallel quoting of euro …
Persistent link: https://www.econbiz.de/10008636401
Saved in:
3
Time-Varying Spot and Futures Oil Price Dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2010
We investigate the role of crude oil spot and futures prices in the process of
price
discovery
by using a cost …
Persistent link: https://www.econbiz.de/10008557209
Saved in:
4
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian W.
-
Banco de España
-
2004
for credit risk
price
discovery
and that CDS prices are better integrated with firm-specific variables in the short run …
Persistent link: https://www.econbiz.de/10005155279
Saved in:
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