The microstructure of European bond markets : organization, price formation, and cost of liquidity

Author(s)

    • Flögel, Volker
    • Johanning, Lutz

Bibliographic Information

The microstructure of European bond markets : organization, price formation, and cost of liquidity

Volker Flögel ; with a foreword by Lutz Johanning

(DUV Wirtschaftswissenschaft, Bd. 60)(Schriftenreihe der European Business School)

Deutscher Universitäts-Verlag, 2006

1. Aufl

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Note

Dissertation European Business School Oestrich-Winkel, 2006

Description and Table of Contents

Description

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.

Table of Contents

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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Details

  • NCID
    BA81183261
  • ISBN
    • 3835004239
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Wiesbaden
  • Pages/Volumes
    xiv, 142 p.
  • Size
    23 cm
  • Classification
  • Parent Bibliography ID
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