Order Dynamics in the Italian Treasury Security Wholesale Secondary Market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012.
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- Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series 3281, CESifo Group Munich.
More about this item
Keywordslimit order; market order; order flow; liquidity; Government bonds;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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