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The Microstructure of European Bond Markets: Organization, Price Formation, and Cost of Liquidity

The Microstructure of European Bond Markets: Organization, Price Formation, and Cost of Liquidity

Paperback

Series: Ebs-Forschung, Schriftenreihe Der European Business School S, Book 60

AccountingInvesting & Finance

ISBN10: 3835004239
ISBN13: 9783835004238
Publisher: Deutscher Universitatsverlag
Published: Aug 25 2006
Pages: 142
Weight: 0.54
Height: 0.37 Width: 6.00 Depth: 9.00
Language: English
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.

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