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Central bank intervention with limited arbitrage

Neely, Christopher J. (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003740042

The adaptive markets hypothesis : evidence from the foreign exchange market

Neely, Christopher J. (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003740122

Jumps, cojumps and macro announcements

Lahaye, Jérôme (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003740681

The microstructure of the US treasury market

Mizrach, Bruce Marshall (contributor); … - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003741013

The dynamic interaction of order flows and the CAD/USD exchange rate

Gradojevic, Nikola (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741400

Real interest rate persistence : evidence and implications

Neely, Christopher J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741438

Is inflation an international phenomenon?

Neely, Christopher J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741458

Year-end seasonality in one-month LIBOR derivatives

Neely, Christopher J.; Winters, Drew B. - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 47-65

Persistent link: https://www.econbiz.de/10003321083

The transition to electronic trading in the secondary treasury market

Mizrach, Bruce Marshall (contributor); … - 2006

This article reviews the history of the recent shift to electronic trading in equity, foreign ex- change and fixed-income markets. We analyze a new data set: the eSpeed (Cantor Fitzgerald) electronic Treasury network. We contrast the market microstructure of eSpeed with the tradi- tional voice...

Persistent link: https://www.econbiz.de/10003286588

The microstructure of treasury market tatonnement

Mizrach, Bruce Marshall (contributor); … - 2005 - rev.

Persistent link: https://www.econbiz.de/10003344895

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