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Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Massacci, Daniele ; Fullwood, Jonathan .
In: Bank of England working papers.
RePEc:boe:boeewp:0744.

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Cocites

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  2. Noise as a liquidity measure: Evidence from the JGB market. (2021). Hattori, Takahiro.
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  3. Liquidity Premium, Credit Costs, and Optimal Monetary Policy. (2020). Lee, Sukjoon.
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  4. Measuring the Perceived Liquidity of the Corporate Bond Market. (2020). Sunderam, Adi ; Chernenko, Sergey.
    In: NBER Working Papers.
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  5. Intermediation in Over-the-Counter Markets with Price Transparency. (2020). Kospentaris, Ioannis ; Gabrovski, Miroslav.
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  8. Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio.
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  9. The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa.
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  11. Liquidity and volatility in the U.S. Treasury market. (2020). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang.
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  12. Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias.
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  13. Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR.
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  14. WHAT HAPPENED TO THE WILLINGNESS OF COMPANIES TO INVEST AFTER THE FINANCIAL CRISIS? EVIDENCE FROM LATIN AMERICAN COUNTRIES. (2020). del Rocio, Maria ; Yildiz, Yilmaz ; YilmazYildiz, ; Santillansalgado, Roberto J ; Ozkan, Aydin.
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  15. Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin.
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  37. Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Massacci, Daniele ; Fullwood, Jonathan .
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