An approach to cleaning MiFID II corporate bond transaction reports
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Cited by:
- Pinter, Gabor & Siriwardane, Emil & Walker, Danny, 2024.
"Fire sales of safe assets,"
Bank of England working papers
1089, Bank of England.
- Gabor Pinter & Emil Siriwardane & Danny Walker, 2024. "Fire sales of safe assets," BIS Working Papers 1233, Bank for International Settlements.
- Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024. "Whose asset sales matter?," Bank of England working papers 1088, Bank of England.
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Keywords
Corporate bonds; data cleaning; deduplication; outlier detection.;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2024-09-16 (Macroeconomics)
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