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Author: Mr.Peter Dattels Publisher: International Monetary Fund ISBN: 145185398X Category : Business & Economics Languages : en Pages : 90
Book Description
This paper applies the “market microstructure” literature to the specific features of government securities markets and draws implications for the strategy to develop government securities markets. It argues for an active role of the authorities in fostering the development of efficient market structures.
Author: Mr.Peter Dattels Publisher: International Monetary Fund ISBN: 145185398X Category : Business & Economics Languages : en Pages : 90
Book Description
This paper applies the “market microstructure” literature to the specific features of government securities markets and draws implications for the strategy to develop government securities markets. It argues for an active role of the authorities in fostering the development of efficient market structures.
Author: Mr.Peter Dattels Publisher: International Monetary Fund ISBN: Category : Business & Economics Languages : en Pages : 106
Book Description
This paper applies the “market microstructure” literature to the specific features of government securities markets and draws implications for the strategy to develop government securities markets. It argues for an active role of the authorities in fostering the development of efficient market structures.
Author: Frank de Jong Publisher: Cambridge University Press ISBN: 1139478443 Category : Business & Economics Languages : en Pages : 209
Book Description
The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.
Author: Bruce Mizrach Publisher: ISBN: Category : Languages : en Pages :
Book Description
"This article discusses the microstructure of the U.S. Treasury securities market. Treasury securities are nominally riskless debt instruments issued by the U.S. government. Microstructural analysis is a field of economics/finance that examines the roles played by heterogenous agents, institutional detail, and asymmetric information in the trading process. The article describes types of Treasury issues; stages of the Treasury market; the major players, including the role of the Federal Reserve Bank of New York and the interdealer brokers; the structure of both the spot and futures markets; the findings of the seasonality/announcement and order book literature; and research on price discovery. We conclude by discussing possible future avenues of research"--Federal Reserve Bank of St. Louis web site.
Author: Volker Flögel Publisher: Springer Science & Business Media ISBN: 3835092685 Category : Business & Economics Languages : en Pages : 153
Book Description
Based on unique datasets for German federal securities, EMU government bonds and Euro corporate bonds Volker Flögel 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.
Author: Joel Hasbrouck Publisher: Oxford University Press ISBN: 0198041306 Category : Business & Economics Languages : en Pages : 209
Book Description
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.
Author: Mr.Peter Dattels
Author: Mr.Peter Dattels
Author: Mr.Peter Dattels![The Microstructure of Multiple-dealer Equity and Government Securities Markets [electronic Resource] : how They Differ PDF](https://books.google.com/books/content/images/frontcover/LryFtgAACAAJ?fife=w80-h100)
Author: Toni Gravelle
Author: Toni Gravelle
Author: Frank de Jong
Author: Bruce Mizrach
Author: Volker Flögel
Author: Joel Hasbrouck
Author: George M. Bollenbacher
Author: William A. Hawk