Narrow search
Showing 11 - 20 of 378,033
Cover Image
Essays on empirical market microstructure and high frequency data
Bellia, Mario - 2018
Persistent link: https://www.econbiz.de/10011875872
Cover Image
Seasonal liquidity effects and their determinants on the covered bond market
Weigerding, Michael - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 288-303
Persistent link: https://www.econbiz.de/10012431295
Cover Image
Long-term liquidity effects of large-scale asset purchase programs : evidence from the euro covered bond market
Weigerding, Michael - In: International review of economics & finance : IREF 87 (2023), pp. 244-264
Persistent link: https://www.econbiz.de/10014472234
Cover Image
New insights into liquidity resiliency
O'Sullivan, Conall; Papavassiliou, Vassilios G.; … - In: Journal of international financial markets, … 90 (2024), pp. 1-33
Persistent link: https://www.econbiz.de/10014494689
Cover Image
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael; Schuster, Philipp - In: Journal of financial economics 146 (2022) 2, pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Cover Image
Official sector lending strategies during the euro area crisis
Corsetti, Giancarlo; Erce, Aitor; Uy, Timothy - 2017
Persistent link: https://www.econbiz.de/10011731351
Cover Image
The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - In: Journal of international money and finance 38 (2013), pp. 95-119
Persistent link: https://www.econbiz.de/10010236190
Cover Image
The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - 2012
Persistent link: https://www.econbiz.de/10009782938
Cover Image
The Market Microstructure Approach to Foreign Exchange : Looking Back and Looking Forward
King, Michael R. - 2013
Research on foreign exchange market microstructure stresses the importance of order flow, heterogeneity among agents, and private information as crucial determinants of short-run exchange rate dynamics. Microstructure researchers have produced empirically-driven models that fit the data...
Persistent link: https://www.econbiz.de/10013081603
Cover Image
The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - 2013
Persistent link: https://www.econbiz.de/10009741230