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MTS

dc.date.accessioned2021-09-24T11:54:09Z
dc.date.available2021-09-24T11:54:09Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1464
dc.description.abstractMTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectSystemic Risk Lab
dc.subjectFinancial Markets
dc.subjectData Center
dc.titleMTS
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2196?Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2252?How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2433?OTC Discount
dc.source.filenameMTS.csv
dc.subject.keywordsliquidity
dc.subject.keywordscredit risk
dc.subject.keywordseuro-zone government bonds
dc.subject.keywordsfinancial crisis
dc.subject.keywordsmts bond market
dc.subject.keywordsjump detection
dc.subject.keywordshawkes processes
dc.subject.keywordsgovernment bonds
dc.subject.keywordsquantitative easing
dc.subject.keywordsmarket microstructure
dc.subject.keywordshybrid markets
dc.subject.keywordsvenue choice
dc.subject.keywordsinterdealer brokerage
dc.subject.keywordsfixed-income
dc.subject.keywordsotc markets
dc.subject.keywordssearch frictions
dc.subject.keywordsinformation frictions
dc.subject.jelG01
dc.subject.jelG12
dc.subject.jelG14
dc.subject.jelD4
dc.subject.jelD47
dc.subject.jelG1
dc.subject.jelG24
dc.subject.topic1electronic
dc.subject.topic1segment
dc.subject.topic1riskier
dc.subject.topic2exogenously
dc.subject.topic2volume
dc.subject.topic2austria
dc.subject.topic3timeSeries
dc.subject.topic3buoni
dc.subject.topic3bond
dc.subject.topic1nameTrading and Pricing
dc.subject.topic2nameFiscal Stability
dc.subject.topic3nameFinancial Markets
dc.identifier.urlhttp://www.mtsmarkets.com/


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