Who pays the liquidity cost? : central bank announcements and adverse selection
Doojin Ryu, Robert I. Webb, Jinyoung Yu
| Year of publication: |
2023
|
|---|---|
| Authors: | Ryu, Doojin ; Webb, Robert I. ; Yu, Jinyoung |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 7, p. 904-924
|
| Subject: | adverse selection cost | central bank announcement | clientele effect | index futures market | market liquidity | Theorie | Theory | Adverse Selektion | Adverse selection | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Zentralbank | Central bank | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Index-Futures | Index futures |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22417 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293266