Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Year of publication: |
2024
|
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Authors: | Stenfors, Alexis ; Dilshani, Kaveesha ; Guo, Andy ; Mere, Peter |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 92.2024, Art.-No. 101984, p. 1-22
|
Subject: | Bond futures | Cross-market manipulation | Cross-product manipulation | Fixed income | Limit order book | Market microstructure | Ramping | Related securities | Spoofing | Trade surveillance | Trading | Anleihe | Bond | Wertpapierhandel | Securities trading | Marktmikrostruktur | Derivat | Derivative | Manipulation | Theorie | Theory | Börse | Bourse |
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