Filip Zikes

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

355

SSRN CITATIONS
Rank 39,957

SSRN RANKINGS

Top 39,957

in Total Papers Citations

8

CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

Interactions Among High-Frequency Traders

Bank of England Working Paper No. 523
Number of pages: 49 Posted: 27 Feb 2015
Bank of England, University of Melbourne - Department of Finance, University of Gothenburg - Centre for Finance and Bank of England
Downloads 164 (211,304)
Citation 8

Abstract:

Loading...

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 143 (236,616)
Citation 2

Abstract:

Loading...

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 21 (614,729)
Citation 2

Abstract:

Loading...

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 17 (644,386)

Abstract:

Loading...

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 10 (699,418)

Abstract:

Loading...

interbank money market, intraday liquidity