Discovery Projects - Grant ID: DP0984994

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0984994

Funding Status
Closed

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Funded Activity Summary

Understanding the Behaviour and Impact of Bond Markets. An improved understanding of the way in which the timing of transactions on financial markets interact enables better choices to be made in terms of designing market systems and conventions. The US Treasury market is arguably the most important market in the world, and uses an expandable limit order book. Better understanding of this market will help in choices about new system design, and in how news transmitted through this market may impact on other markets. In particular this project will consider the role of the microstructure of the US Treasury market in the 2007-2008 financial crisis.

Funded Activity Details

Start Date: 2009

End Date: 12-2011

Funding Scheme: Discovery Projects

Funding Amount: $230,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance | Financial Econometrics | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Macroeconomic issues not elsewhere classified | Technological and organisational innovation |

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