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EconStor >
Deutsches Institut für Wirtschaftsforschung (DIW), Berlin >
DIW-Diskussionspapiere >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/36719
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Caporale, Guglielmo Maria | | en_US |
| dc.contributor.author | | Girardi, Alessandro | | en_US |
| dc.date.accessioned | | 2010-02-24 | | en_US |
| dc.date.accessioned | | 2010-07-22T09:28:43Z | | - |
| dc.date.available | | 2010-07-22T09:28:43Z | | - |
| dc.date.issued | | 2010 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/36719 | | - |
| dc.description.abstract | | This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace (EuroMTS). Using twenty-seven months of daily data for 107 pairs of bonds, we present unambiguous evidence that trades on EuroMTS have a sizeable informational content. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Deutsches Institut für Wirtschaftsforschung (DIW) Berlin | | en_US |
| dc.relation.ispartofseries | | Discussion papers // German Institute for Economic Research 977 | | en_US |
| dc.subject.jel | | C32 | | en_US |
| dc.subject.jel | | G10 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | MTS system | | en_US |
| dc.subject.keyword | | price discovery | | en_US |
| dc.subject.stw | | Öffentliche Anleihe | | en_US |
| dc.subject.stw | | Euromarkt | | en_US |
| dc.subject.stw | | Börsenkurs | | en_US |
| dc.subject.stw | | Effizienzmarktthese | | en_US |
| dc.subject.stw | | Informationswert | | en_US |
| dc.subject.stw | | Schätzung | | en_US |
| dc.subject.stw | | EU-Staaten | | en_US |
| dc.title | | Price formation on the EuroMTS platform | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 619505028 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Publikationen von Forscherinnen und Forschern des DIW DIW-Diskussionspapiere
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