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What factors shape the liquidity levels of euro area sovereign bonds?
Jurksas, Linas - In: Open economics 1 (2018) 1, pp. 154-166
The purpose of this paper is to determine the factors that shape the liquidity levels of euro area sovereign bonds. The … values of liquidity measure and explanatory variables were calculated from the limitorder book dataset for almost five …-sectional regression model. The results revealed that characteristics of sovereign bonds are indeed highly linked with bond liquidity …
Persistent link: https://www.econbiz.de/10011989217
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Development of soft commodity derivative market in function of the risk management in CEE
Kovacevic, Vlado; Subic, Jonel; Janković, Irena - In: Agrarian economy and rural development : realities and …, (pp. 189-195). 2020
liquidity. Joint commodity market between different commodity exchanges in the CEE could lead to increase of necessary liquidity …
Persistent link: https://www.econbiz.de/10012518261
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A model for central bank digital currencies : implications for bank funding and monetary policy
Groß, Jonas; Schiller, Jonathan - 2021
Central bankers express concerns that central bank digital currencies (CBDCs) might disintermediate commercial banks and facilitate bank runs. We analyze these concerns in a DSGE framework and provide a rationale for the disintermediation of the banking sector. Our focus is on the central bank's...
Persistent link: https://www.econbiz.de/10013329655
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Reporting delays and the information content of off-market trades
Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
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How does the change in investor sentiment over time affect stock returns?
Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158
Persistent link: https://www.econbiz.de/10010402965
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In short supply : short-sellers and stock returns
Beneish, M. D.; Lee, C. M. C.; Nichols, D. C. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 33-57
Persistent link: https://www.econbiz.de/10011438622
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Connecting supply, short-sellers and stock returns : research challenges
Reed, Adam V. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 97-103
Persistent link: https://www.econbiz.de/10011438628
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Internationalization of Russian firms as institutional arbitrage : the case of Finland
Golikova, Viktorija V.; Karhunen, Päivi; Kosonen, Riitta - 2013
empirically elaborate the concept of institutional arbitrage (Gaur and Lu, 2007; Boisot and Meyer, 2008), which refers to the … arbitrage. In our case this is demonstrated by possibilities to establish in Finland businesses, which are targeted to Russian …
Persistent link: https://www.econbiz.de/10011517135
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Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto; Sosa, Andrés - In: Trends in mathematical economics : dialogues between …, (pp. 331-346). 2016
Persistent link: https://www.econbiz.de/10011800861
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Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr; Shpyrko, Viktor; Chernyak, Oleksandr - In: Business Development and Economic Governance in …, (pp. 167-182). 2022
Persistent link: https://www.econbiz.de/10013413520