The Impact of QE Interventions on Sovereign Bond Market Microstructure

Projekt Start:02/2016
Status:Beendet
Forscher:Zhiwu Hong, LinLin Niu, Loriana Pelizzon, Marti Subrahmanyam, Reiko Tobe, Davide Tomio, Jun Uno
Kategorie: Financial Markets, Macro Finance
Finanziert von:Volkswagen Stiftung

Zugehörige Working Papers

Nr.Forscher/innenTitelJahrProgrammbereichKeywords
226Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun UnoCentral Bank-Driven Mispricing2018 Financial Markets, Macro Finance Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage
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