Inferring trading dynamics for an OTC market: the case of the euro area overnight money market
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Bibliographic InfoArticle provided by Taylor and Francis Journals in its journal Quantitative Finance.
Volume (Year): 11 (2011)
Issue (Month): 9 (October)
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Web page: http://taylorandfrancis.metapress.com/link.asp?target=journal&id=111405
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- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org.
- Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy.
- Nuno Cassola & Alain Durré & Cornelia Holthausen, 2011. "Implementing monetary policy in the crisis times - the case of the ECB," Chapters, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
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