Merci de désactiver le bloqueurs de pub pour visualiser cette vidéo.
Effect of Speed Bumps: Analysis of the Impact of the Implementation of Eurex's Passive Liquidity Protection on French Equity Options
Effect of Speed Bumps: Analysis of the Impact of the Implementation of Eurex's Passive Liquidity Protection on French Equity Options
This study analyzes the evolution of liquidity in French equity options following the implementation of a speed bump on Eurex, the German derivatives market, in June 2019. Using transaction data between January and December 2019, the AMF proposes a series of econometric analyses to account for its impact on Eurex and on Euronext.
Keywords
On the same topic
02 December 2025
EU watchdog must be given more power to supervise capital markets EU watchdog must be given more power to supervise capital markets
03 October 2025
The Banque de France, the ACPR and the AMF launch a first system-wide stress test on interconnections within the financial system The Banque de France, the ACPR and the AMF launch a first system-wide stress test on interconnections within the financial system03 July 2025
The AMF publishes its 2025 Markets and Risk Outlook The AMF publishes its 2025 Markets and Risk Outlook