Futures trading activity and stock price volatility Journal of Finance (1992) Paul Boothe, Exchange rate risk and the bid-ask spread: A seven country comparison Economic Inquiry (1987) Peter Bossaerts, et al. Market microstructure effects of government intervention in the foreign exchange markets Re...
Volatility persists in the FX market. Participants are adapting to the new reality as most FX transactions are going OTC. The updated functionality of SberCIB Terminal has given banks access to FX liquidity both at Sber and across other market participants to enhance the efficiency of conversion ...
Central bank intervention and exchange rates: the case of Sweden This paper examines the effect of the Riksbank's currency market interventions on the level and volatility of the SEK/USD and SEK/DEM exchange rates betwee... AS Nydahl - 《Journal of International Financial Markets Institutions &...
“Despite a backdrop of uncertainty and volatility in global financial markets this year, investment and transaction levels by foreign investors of RMB-denominated bonds have met new records,” said Zhang Yi, President of CFETS. “This service launched by CFETS and Bloomberg today provides an elect...
A robust interbank market plays an important role in the stability of the financial system. Through the interbank market, banks which suffer liquidity shortages can borrow from banks with liquidity surpluses. Thus, the interbank market can have a stabilizing effect on the financial system by re...
and including market volatility, liquidity and credit events, (iii) the frequency and severity of insured loss events, including from natural catastrophes and including the development of loss expenses, (iv) the extent of credit defaults, (v) interest rate levels, (vi) currency exchange rates inc...
Futures trading activity and stock price volatility Journal of Finance (1992) Paul Boothe, Exchange rate risk and the bid-ask spread: A seven country comparison Economic Inquiry (1987) Peter Bossaerts, et al. Market microstructure effects of government intervention in the foreign exchange markets Re...
The interbank market allows banks with insufficient liquidity to borrow money. As a result, there is little effect of deposit volatility on the financial system. Figure 12. The banking network system evolved as a result of the deposit shock. The settings are identical to those in Figure 5. (...