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Marcelo Perlin

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This is information that was supplied by Marcelo Perlin in registering through RePEc. If you are Marcelo Perlin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marcelo
Middle Name:
Last Name: Perlin
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RePEc Short-ID: ppe304

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Homepage: http://www.icmacentre.ac.uk/about_us/doctoral_research_staff/mr_marcelo_perlin
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Affiliation

Works

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Working papers

  1. Perlin, Marcelo & Schanz, Jochen, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.
  2. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
  3. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
  4. Perlin, M., 2007. "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper 8309, University Library of Munich, Germany.
  5. Perlin, M., 2007. "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper 8308, University Library of Munich, Germany.

Articles

  1. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014. "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 42-50.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-06-11
  2. NEP-CBA: Central Banking (1) 2011-06-11
  3. NEP-EEC: European Economics (1) 2010-06-26
  4. NEP-FMK: Financial Markets (1) 2010-06-26
  5. NEP-MST: Market Microstructure (3) 2008-04-21 2010-06-26 2010-06-26. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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