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Judgement day : algorithmic trading around the Swiss franc cap removal

Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - 2018

A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that this type of trading contributed to the deterioration of...

Persistent link: https://www.econbiz.de/10011906367

Financial innovation: what have we learnt?

Jenkinson, Nigel; Penalver, Adrian; Vause, Nicholas - In: Lessons from the financial turmoil of 2007 and 2008 : …, (pp. 31-54). 2008

Persistent link: https://www.econbiz.de/10003839231

Collateral requirements for mandatory central clearing of over-the-counter derivatives

Heller, Daniel; Vause, Nicholas - 2012

Persistent link: https://www.econbiz.de/10009535778

Euro area sovereign crisis drives global financial markets

Vause, Nicholas; Von Peter, Goetz - In: BIS quarterly review : international banking and … (2011), pp. 1-14

Persistent link: https://www.econbiz.de/10009419361

Highlights of the BIS international statistics

Avdjiev, Stefan; Upper, Christian; Vause, Nicholas - In: BIS quarterly review : international banking and … (2011), pp. 11-24

Persistent link: https://www.econbiz.de/10008935306

Expansion of central clearing

Heller, Daniel; Vause, Nicholas - In: BIS quarterly review : international banking and … (2011), pp. 67-81

Persistent link: https://www.econbiz.de/10009158114

Highlights of the BIS international statistics

Avdjiev, Stefan; Schrimpf, Andreas; Vause, Nicholas - In: BIS quarterly review : international banking and … (2011), pp. 15-32

Persistent link: https://www.econbiz.de/10009348328

Global growth and sovereign debt concerns drive markets

Vause, Nicholas; Von Peter, Goetz - In: BIS quarterly review : international banking and … (2011), pp. 1-13

Persistent link: https://www.econbiz.de/10009348332

Highlights of the BIS international statistics

Rixtel, Adrian A. R. J. M. van; Vause, Nicholas; Upper, … - In: BIS quarterly review : international banking and … (2013), pp. 13-23

Persistent link: https://www.econbiz.de/10009753835

Highlights of international banking and financial market activity

Avdjiev, Stefan; Upper, Christian; Vause, Nicholas - In: BIS quarterly review : international banking and … (2010), pp. 13-25

Persistent link: https://www.econbiz.de/10008772164