The microstructure of European bond markets : organization, price formation, and cost of liquidity
著者
書誌事項
The microstructure of European bond markets : organization, price formation, and cost of liquidity
（DUV Wirtschaftswissenschaft, Bd. 60）（Schriftenreihe der European Business School）
Deutscher Universitäts-Verlag, 2006
1. Aufl
大学図書館所蔵 全4件
注記
Dissertation European Business School Oestrich-Winkel, 2006
内容説明・目次
内容説明
Based on unique datasets for German federal securities, EMU government bonds and Euro corporate bonds Volker Floegel analyzes the distinctive features of multiple dealer markets in general and bond markets in particular. He focuses on the organizational structure of the market for German federal securities, the interaction between the interdealer and the customer-dealer market for EMU government bonds, and the cost of liquidity for Euro corporate bonds.
目次
Organizational structure of the secondary market for federal securities
Interdealer versus customer-dealer sphere: information processing in decentralized multiple dealership markets
Institutional trading costs in European corporate bond markets
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