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How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence

In: Market functioning and central bank policy

  • Christian Upper

    (Deutsche Bundesbank)

  • Thomas Werner

    (Deutsche Bundesbank)

No abstract is available for this item.

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This chapter was published in:
  • Bank for International Settlements, 2002. "Market functioning and central bank policy," BIS Papers, Bank for International Settlements, number 12, April.
  • This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 12-06.
    Handle: RePEc:bis:bisbpc:12-06
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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

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    1. Upper, Christian, 2000. "How safe was the "safe haven"? Financial market liquidity during the 1998 turbulences," Discussion Paper Series 1: Economic Studies 2000,01, Deutsche Bundesbank, Research Centre.
    2. Wolfgang Schulte & Roberto Violi, 2001. "Interactions between cash and derivatives bond markets: some evidence for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), The changing shape of fixed income markets: a collection of studies by central bank economists, volume 5, pages 67-112 Bank for International Settlements.
    3. repec:ner:tilbur:urn:nbn:nl:ui:12-74206 is not listed on IDEAS
    4. Nijman, T.E. & de Jong, F.C.J.M., 1997. "High frequency analysis of lead-lag relationships between financial markets," Other publications TiSEM f4f406a0-771a-4af2-9364-6, Tilburg University, School of Economics and Management.
    5. Christian Upper, 2001. "Measuring liquidity under stress," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 159-161 Bank for International Settlements.
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