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~isPartOf:"BIS quarterly review : international banking and financial market developments"
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Search: subject_exact:"Elektronischer Börsenhandel"
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25
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Applied economics
BIS quarterly review : international banking and financial market developments
Gabler Edition Wissenschaft
The journal of trading
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ECONIS (ZBW)
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
2
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
3
A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika
;
Prasanna, P. Krishna
- In:
Applied economics
53
(
2021
)
41
,
pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
Saved in:
4
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
Hu, Zhepeng
;
Serra, Teresa
;
García, Philip
- In:
Applied economics
52
(
2020
)
58
,
pp. 6277-6291
Persistent link: https://www.econbiz.de/10012415989
Saved in:
5
FX and OTC derivatives markets through the lens of the Triennial survey
Wooldridge, Philip
- In:
BIS quarterly review : international banking and …
(
2019
),
pp. 15-19
Persistent link: https://www.econbiz.de/10012162595
Saved in:
6
Sizing up global foreign exchange markets
Schrimpf, Andreas
;
Sushko, Vladyslav
- In:
BIS quarterly review : international banking and …
(
2019
),
pp. 21-38
Persistent link: https://www.econbiz.de/10012162601
Saved in:
7
FX trade execution: complex and highly fragmented
Schrimpf, Andreas
;
Sushko, Vladyslav
- In:
BIS quarterly review : international banking and …
(
2019
),
pp. 39-50
Persistent link: https://www.econbiz.de/10012162611
Saved in:
8
Offshore markets drive trading of emerging market currencies
Patel, Nikhil
;
Xia, Fan Dora
- In:
BIS quarterly review : international banking and …
(
2019
),
pp. 53-67
Persistent link: https://www.econbiz.de/10012162613
Saved in:
9
The evolution of OTC interest rate derivatives markets
Ehlers, Torsten
;
Hardy, Bryan
- In:
BIS quarterly review : international banking and …
(
2019
),
pp. 69-82
Persistent link: https://www.econbiz.de/10012162618
Saved in:
10
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
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