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OTC market frictions in stress...
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Financial crisis
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System-wide stress simulation
Aikman, David
;
Chichkanov, Pavel
;
Douglas, Graeme
; …
-
2019
Persistent link: https://www.econbiz.de/10012202172
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2
Flash crash in an OTC market
Schroeder, Florian
;
Allan, Matthew
;
Lepone, Andrew
; …
-
2018
Persistent link: https://www.econbiz.de/10013164201
Saved in:
3
Flash crash in an OTC market : trading behaviour of agents in times of market stress
Schroeder, Florian
;
Lepone, Andrew
;
Leung, Henry
; …
- In:
The European journal of finance
26
(
2020
)
15
,
pp. 1569-1589
Persistent link: https://www.econbiz.de/10012314637
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