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https://hdl.handle.net/10419/36719 Kompletter Metadatensatz
| DublinCore-Feld | Wert | Sprache |
|---|---|---|
| dc.contributor.author | Caporale, Guglielmo Maria | en |
| dc.contributor.author | Girardi, Alessandro | en |
| dc.date.accessioned | 2010-02-24 | - |
| dc.date.accessioned | 2010-07-22T09:28:43Z | - |
| dc.date.available | 2010-07-22T09:28:43Z | - |
| dc.date.issued | 2010 | - |
| 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 |
| dc.language.iso | eng | en |
| dc.publisher | |aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlin | en |
| dc.relation.ispartofseries | |aDIW Discussion Papers |x977 | en |
| dc.subject.jel | C32 | en |
| dc.subject.jel | G10 | en |
| dc.subject.ddc | 330 | en |
| dc.subject.keyword | MTS system | en |
| dc.subject.keyword | price discovery | en |
| dc.subject.stw | Öffentliche Anleihe | en |
| dc.subject.stw | Euromarkt | en |
| dc.subject.stw | Börsenkurs | en |
| dc.subject.stw | Effizienzmarktthese | en |
| dc.subject.stw | Informationswert | en |
| dc.subject.stw | Schätzung | en |
| dc.subject.stw | EU-Staaten | en |
| dc.title | Price formation on the EuroMTS platform | - |
| dc.type | |aWorking Paper | en |
| dc.identifier.ppn | 619505028 | en |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
| dc.identifier.repec | RePEc:diw:diwwpp:dp977 | en |
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