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Staff working papers / Bank of England
Journal of banking & finance
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282
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252
Journal of financial economics
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Finance research letters
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International review of financial analysis
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85
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ECONIS (ZBW)
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1
Judgement day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.
;
Chen, Louisa
;
Ranaldo, Angelo
; …
-
2018
that algorithmic traders withdrew
liquidity
and generated uninformative volatility in Swiss franc currency pairs, while …
Persistent link: https://www.econbiz.de/10011906367
Saved in:
2
The cost of clearing
fragmentation
Benos, Evangelos
;
Huang, Wenqian
;
Menkveld, Albert J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012201069
Saved in:
3
Links between government bond and futures markets: dealer-client relationships and price discovery in the UK
Di Gangi, Domenico
;
Lazarov, Vladimir
;
Mankodi, Aakash
; …
-
2022
Persistent link: https://www.econbiz.de/10013286849
Saved in:
4
The role of collateral in supporting
liquidity
Baranova, Yuliya
;
Liu, Zijun
;
Noss, Joseph
-
2016
Persistent link: https://www.econbiz.de/10011557382
Saved in:
5
Dash for dollars
Cesa-Bianchi, Ambrogio
;
Eguren-Martin, Fernando
-
2021
Persistent link: https://www.econbiz.de/10012795110
Saved in:
6
Bank
liquidity
and the cost of debt
Miller, Sam
;
Sowerbutts, Rhiannon
-
2018
Persistent link: https://www.econbiz.de/10011913806
Saved in:
7
Liquidity
resilience in the UK gilt futures market : evidence from the order book
Fullwood, Jonathan
;
Massacci, Daniele
-
2018
Persistent link: https://www.econbiz.de/10011919811
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8
Defusing leverage :
liquidity
management and labor contracts
Acabbi, Edoardo
;
Alati, Andrea
-
2023
Persistent link: https://www.econbiz.de/10014478671
Saved in:
9
The impact of
liquidity
regulation on banks
Banerjee, Ryan
;
Mio, Hitoshi
-
2015
Persistent link: https://www.econbiz.de/10011327138
Saved in:
10
Centralized trading, transparency and interest rate swap market
liquidity
: evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
-
2016
Persistent link: https://www.econbiz.de/10011443334
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