Filip Zikes

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

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431

SSRN CITATIONS
Rank 36,923

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Top 36,923

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (3)

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1.

Interactions Among High-Frequency Traders

Bank of England Working Paper No. 523
Number of pages: 49 Posted: 27 Feb 2015
Evangelos Benos, James Brugler, Erik Hjalmarsson and Filip Zikes
Bank of England, University of Melbourne - Department of Finance, University of Gothenburg - Centre for Finance and Bank of England
Downloads 193 (240,316)
Citation 10

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High-frequency trading, correlated trading strategies, price discovery

2.

The Structure and Dynamics of the UK Credit Default Swap Market

Bank of England Financial Stability Paper No. 25
Number of pages: 25 Posted: 05 Dec 2013
Evangelos Benos, Anne Wetherilt and Filip Zikes
Bank of England, Bank of England and Bank of England
Downloads 162 (279,647)
Citation 2

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3.

Implicit Intraday Interest Rate in the UK Unsecured Overnight Money Market

Downloads 76 (475,201)
Citation 2

Implicit Intraday Interest Rate in the UK Unsecured Overnight Money Market

Bank of England Working Paper No. 447
Number of pages: 35 Posted: 24 Mar 2012
Marius Jurgilas and Filip Zikes
Norges Bank and Bank of England
Downloads 30 (720,797)
Citation 2

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interbank money market, intraday liquidity

Implicit Intraday Interest Rate in the UK Unsecured Overnight Money Market

Norges Bank Working Paper 2013 | 09
Number of pages: 44 Posted: 26 May 2013
Marius Jurgilas and Filip Zikes
Norges Bank and Bank of England
Downloads 25 (759,413)

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interbank money market, intraday liquidity

Implicit Intraday Interest Rate in the UK: Unsecured Overnight Money Market

Norges Bank Working Paper No. 09
Number of pages: 44 Posted: 20 Mar 2013
Marius Jurgilas and Filip Zikes
Norges Bank and Bank of England
Downloads 21 (792,751)

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interbank money market, intraday liquidity