How did order-flow impact bond prices during the European sovereign debt crisis?
Year of publication: |
2020
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Authors: | Lin, Zhongguo ; Hamill, Philip ; Li, Youwei ; Sun, Zhuowei ; Waterworth, James |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 67.2020, p. 13-24
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Subject: | Order-flow | Price impact | Sovereign bonds | Trading intensity | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | EU-Staaten | EU countries | Öffentliche Schulden | Public debt | Eurozone | Euro area | Schuldenkrise | Debt crisis | Länderrisiko | Country risk | Anleihe | Bond |
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