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dc.contributor.authorCaporale, Guglielmo Mariaen_US
dc.contributor.authorGirardi, Alessandroen_US
dc.date.accessioned2010-02-24en_US
dc.date.accessioned2010-07-22T09:28:43Z-
dc.date.available2010-07-22T09:28:43Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/36719-
dc.description.abstractThis 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.isoengen_US
dc.publisherDeutsches Institut für Wirtschaftsforschung (DIW) Berlinen_US
dc.relation.ispartofseriesDiscussion papers // German Institute for Economic Research 977en_US
dc.subject.jelC32en_US
dc.subject.jelG10en_US
dc.subject.ddc330en_US
dc.subject.keywordMTS systemen_US
dc.subject.keywordprice discoveryen_US
dc.subject.stwÖffentliche Anleiheen_US
dc.subject.stwEuromarkten_US
dc.subject.stwBörsenkursen_US
dc.subject.stwEffizienzmarkttheseen_US
dc.subject.stwInformationswerten_US
dc.subject.stwSchätzungen_US
dc.subject.stwEU-Staatenen_US
dc.titlePrice formation on the EuroMTS platformen_US
dc.typeWorking Paperen_US
dc.identifier.ppn619505028en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
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DIW-Diskussionspapiere

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