Outages in Sovereign Bond Markets
Market disruptions in the euro area futures market result in reduced trading activity, liquidity shortages, and price deviations, with dealers pulling out and clients trading amongst themselves, leading to significant mispricing.
Featured in No. 53 on 12 Jun 2024 · 1 day after release · 2 citations today
- Released
- 11 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Citations (Semantic Scholar)
- 2
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- 0
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- 3
- Identifier
- SSRN 4860755
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