Filip Zikes

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

529

SSRN CITATIONS
Rank 38,964

SSRN RANKINGS

Top 38,964

in Total Papers Citations

15

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 222 (256,837)
Citation 15

Abstract:

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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 186 (301,760)
Citation 2

Abstract:

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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 43 (784,409)
Citation 2

Abstract:

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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 41 (799,578)

Abstract:

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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 37 (831,285)

Abstract:

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interbank money market, intraday liquidity