MTS
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Zusammenfassung
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.
Forschungsbereich
Systemic Risk Lab
Financial Markets
Data Center
Financial Markets
Data Center
Schlagworte
liquidity, credit risk, euro-zone government bonds, financial crisis, mts bond market, jump detection, hawkes processes, government bonds, quantitative easing, market microstructure, hybrid markets, venue choice, interdealer brokerage, fixed-income, otc markets, search frictions, information frictions
JEL-Klassifizierung
G01, G12, G14, D4, D47, G1, G24
Working Paper Referenzen
Thema
Trading and Pricing
Fiscal Stability
Financial Markets
Fiscal Stability
Financial Markets
Publikationstyp
Research Data
Link zur Publikation
Collections
- External Research Data [777]
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