Auflistung nach Schlagwort "mts bond market"

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    • How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis 

      Schneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana (2016-09-28)
      Amid increasing regulation, structural changes of the market and Quantitative Easing as well as extremely low yields, concerns about the market liquidity of the Eurozone sovereign debt markets have been raised. We aim to ...

    • MTS 

      Unbekannter Autor
      MTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion.

    • Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? 

      Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun (2016-11-18)
      We examine the dynamic relation between credit risk and liquidity in the Italian sovereign bond market during the Euro-zone crisis and the subsequent European Central Bank (ECB) interventions. Credit risk drives the liquidity ...