Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/5109
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dc.contributor.authorCaporale, GM-
dc.contributor.authorGirardi, A-
dc.date.accessioned2011-05-13T09:27:15Z-
dc.date.available2011-05-13T09:27:15Z-
dc.date.issued2009-
dc.identifier.citationEconomics and Finance Working Paper, Brunel University, 09-41en_US
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/5109-
dc.description.abstractThis paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace EuroMTS). Using twenty-seven months of daily data for 107 pairs of bonds, we present unambiguous evidence that trades on EuroMTS have a sizeable informational contenten_US
dc.language.isoenen_US
dc.publisherBrunel Universityen_US
dc.subjectMTS systemen_US
dc.subjectPrice discoveryen_US
dc.titlePrice formation on the EuroMTS platformen_US
dc.typeResearch Paperen_US
Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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