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Liquidity provision and cross arbitrage in continuous double-auction prediction markets

Antweiler, Werner - In: The journal of prediction markets 7 (2013) 3, pp. 61-86

Persistent link: https://www.econbiz.de/10010342032

The impact of Predictable Trades on IVOL, Liquidity Risk, and Liquidity Commonality

Kedar-Levy, Haim; Kim, Seok Joong; Yoo, Sean Sehyun - 2021

volatility, liquidity risk and liquidity commonality. The measures indicate whether each of our nine investor types persistently … volatility. Liquidity risk is driven by the positive-feedback trades of foreigners and local institutions. Local individuals …’ contrarian trades Granger-cause liquidity commonality. We conclude that persistent trading strategies are important demand …

Persistent link: https://www.econbiz.de/10013215440

Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity

Sun, Edward W.; Kruse, Timm; Chen, Yi-Ting - In: Decision making and risk/return optimization in …, (pp. 315-347). 2019

Persistent link: https://www.econbiz.de/10012134866

Liquidity and realized covariance forecasting : a hybrid method with model uncertainty

Qiao, Gaoxiu; Cao, Yangli; Ma, Feng; Li, Weiping - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 437-463

Persistent link: https://www.econbiz.de/10014226295

Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets

Cartea, Álvaro; Drissi, Fayçal; Monga, Marcello - In: Applied mathematical finance 30 (2023) 2, pp. 69-93

Persistent link: https://www.econbiz.de/10014443350

The EAGLE : a model for policy analysis of macroeconomic interdependence in the euro area

Gomes, Sandra; Jacquinot, Pascal; Pisani, Massimiliano - In: Economic modelling 29 (2012) 5, pp. 1686-1714

Persistent link: https://www.econbiz.de/10009667126

Euro Area-Wide and country modelling at the start EMU

Henry, Jérôme - In: Implikationen der Währungsunion für …, (pp. 23-51). 2001

Persistent link: https://www.econbiz.de/10001607073

Euro area-wide and country modelling at the start of EMU

Henry, Jérôme - In: Economic & financial modelling : a journal of the … 6 (1999) 3, pp. 103-148

Persistent link: https://www.econbiz.de/10001446852

Model uncertainty in macroeconomics : on the implications of financial frictions

Lieberknecht, Philipp; Binder, Michael; Quintana, Jorge; … - In: Essays on macroeconomic policies and financial frictions, (pp. 7-71). 2019

Persistent link: https://www.econbiz.de/10013190541

State-dependent effects of monetary policy : the central bank information channel

Hubert, Paul - 2019

Persistent link: https://www.econbiz.de/10012052170

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