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~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Conference paper"
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Benchmarking liquidity proxies : the case of EU sovereign bonds
Langedijk, Sven
;
Monokroussos, George
;
Papanagiotou, …
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 321-329
Persistent link: https://www.econbiz.de/10012033770
Saved in:
2
U.S. Treasury auction yields before and during quanitative easing : market factors vs. auction-specific factors
Mann, Catherine L.
;
Klachkin, Oren
- In:
Globalization : strategies and effects
,
(pp. 265-284)
.
2017
Persistent link: https://www.econbiz.de/10011634177
Saved in:
3
Order flow information and spot rate dynamics
Evans, Martin D. D.
;
Rime, Dagfinn
- In:
Journal of international money and finance
69
(
2016
),
pp. 45-68
Persistent link: https://www.econbiz.de/10011711887
Saved in:
4
What does the financial market pricing do? : a simulation analysis with a view to systemic volatility, exuberance and vagary
Biondi, Yuri
;
Righi, Simone
- In:
Journal of economic interaction and coordination : JEIC
11
(
2016
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10011700962
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