Price discovery in the Italian sovereign bonds market: the role of order flow
Year of publication: |
2013-04
|
---|---|
Authors: | Girardi, Alessandro ; Impenna, Claudio |
Institutions: | Banca d'Italia |
Subject: | bonds markets | price discovery | order flow | market microstructure | financial crisis |
-
PRICE DISCOVERY IN THE ITALIAN SOVEREIGN BONDS MARKET: THE ROLE OF ORDER FLOW
Girardi, Alessandro, (2013)
-
A Case Study of Illegal Insider Trading — The Scandal of Vultures' Insider Trading
Huang, Yu Chuan, (2011)
-
Corporate Debt Structure and Economic Recoveries
Grjebine, Thomas, (2014)
- More ...
-
Barucci, Emilio, (2003)
-
Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG
Arciero, Luca, (2008)
-
PRICE DISCOVERY IN THE ITALIAN SOVEREIGN BONDS MARKET: THE ROLE OF ORDER FLOW
Girardi, Alessandro, (2013)
- More ...