Price and liquidity discovery in European sovereign bonds and futures
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Cited by:
- Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
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More about this item
Keywords
Fixed Income; Limits to Arbitrage; Market Liquidity;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2022-06-20 (European Economics)
- NEP-FMK-2022-06-20 (Financial Markets)
- NEP-MST-2022-06-20 (Market Microstructure)
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