MTS

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Abstract
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.
Research Area
Systemic Risk Lab
Financial Markets
Data Center
Keywords
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 Classification
G01, G12, G14, D4, D47, G1, G24
Working Paper References
Topic
Trading and Pricing
Fiscal Stability
Financial Markets
Publication Type
Research Data
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Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International