Evangelos Benos

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 33,210

SSRN RANKINGS

Top 33,210

in Total Papers Downloads

1,053

CITATIONS

1

Scholarly Papers (7)

1.

Price Discovery and the Cross-section of High-Frequency Trading

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 05 Dec 2012 Last Revised: 12 Mar 2016
Evangelos Benos and Satchit Sagade
Bank of England and Goethe University Frankfurt - Department of Finance
Downloads 397 (39,679)
Citation 1

Abstract:

High-Frequency Trading, 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 72 (205,817)

Abstract:

3.

The Role of Designated Market Makers in the New Trading Landscape

Bank of England Quarterly Bulletin 2012 Q4
Number of pages: 11 Posted: 05 Jan 2013
Evangelos Benos and Anne Wetherilt
Bank of England and Bank of England
Downloads 61 (208,589)

Abstract:

4.

Bank Behaviour and Risks in Chaps Following the Collapse of Lehman Brothers

Bank of England Working Paper No. 451
Number of pages: 36 Posted: 26 Jun 2012
Evangelos Benos, Rodney Garratt and Peter Zimmerman
Bank of England, Independent and University of Oxford - Said Business School
Downloads 40 (308,014)

Abstract:

payments, intraday liquidity, credit default swap, operational outage, insurance

5.

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 29 (239,555)

Abstract:

High-frequency trading, correlated trading strategies, price discovery

6.

Liquidity Determinants in the UK Gilt Market

Bank of England Working Paper No. 600
Number of pages: 47 Posted: 07 May 2016
Evangelos Benos and Filip Zikes
Bank of England and Board of Governors of the Federal Reserve System
Downloads 0 (425,888)

Abstract:

Gilt market, market liquidity, funding liquidity, inter-dealer trading, competition

7.

Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act

Bank of England Working Paper No. 580
Number of pages: 49 Posted: 15 Jan 2016 Last Revised: 24 Jan 2017
Evangelos Benos, Richard Payne and Michalis Vasios
Bank of England, City University London - Sir John Cass Business School and Bank of England
Downloads 0 (193,000)

Abstract:

Swap Execution Facilities, transparency, market liquidity