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 & Francis Journals in its journal Quantitative Finance.
Volume (Year): 11 (2011)
Issue (Month): 9 (October)
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Web page: http://www.tandfonline.com/RQUF20
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- Fariba Karimi & Matthias Raddant, 2013.
"Cascades in real interbank markets,"
- Raddant, Matthias, 2014.
"Structure in the Italian overnight loan market,"
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- 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.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
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