Modeling intraday volatility of European bond markets : a data filtering application

von Zhang, Hanyu
Veröffentlicht in International review of financial analysis (2019)

Permanent trading impacts and bond yields

von Dufour, Alfonso
Veröffentlicht in The European journal of finance (2012)

Time and the price impact of a trade

von Dufour, Alfonso
Veröffentlicht 1999

Time and the price impact of a trade

von Dufour, Alfonso
Veröffentlicht in The journal of finance (2000)

Credit and liquidity components of corporate CDS spreads

von Corò, Filippo
Veröffentlicht in Journal of banking & finance (2013)

On the performance of the tick test

von Perlin, Marcelo
Veröffentlicht in The quarterly review of economics and finance (2014)

The equity-like behaviour of sovereign bonds

von Dufour, Alfonso
Veröffentlicht in Journal of international financial markets, institutions & money (2017)

Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos

von Dufour, Alfonso
Veröffentlicht in Journal of banking & finance (2019)

The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market

von Perlin, Marcelo
Veröffentlicht in Annals of finance (2014)

Complexity and the default risk of mortgage-backed securities

von Billio, Monica
Veröffentlicht in Journal of banking & finance (2023)

The differential impact of leverage on the default risk of small and large firms

von Cathcart, Lara
Veröffentlicht in The journal of corporate finance (2020)

Risk and trading on London's alternative investment market : the stock market for smaller and growing companies

von Board, John L. G.
Veröffentlicht 2015