-the-counter markets for liquidity in Germany: the interbank market for credit and for derivatives. We use end-of-quarter data from the …

This paper presents a theoretical and empirical analysis of liquidity in the German intraday market for electricity …. Two models that aim at explaining intraday liquidity are developed. The first model considers the fundamental merit …-order and intraday adjustment needs as the drivers of liquidity in a perfectly competitive market. The second model relaxes the …

a measure of liquidity based on the standard deviation of yields of those bonds that are used to compute the average …

This paper presents the most extensive analysis of liquidity in the German equity market so far. We examine the … evolution of liquidity over time, the determinants of liquidity, and commonality across liquidity measures and countries. We … make use of a new publicly available dataset, the Market Microstructure Database Xetra (MMDB-Xetra). We find that liquidity …

well as a liquidity measure. Based on the unique data set, we document that spreads of Länder yields to the Bund are driven …