Report NEP-MST-2006-06-17This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.
The following items were announced in this report:
- Darmoul Mokhtar, 2006. "The impact of monetary policy signals on the intradaily Euro-dollar volatility," Cahiers de la Maison des Sciences Economiques, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1) bla06049, Université Panthéon-Sorbonne (Paris 1).
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers, Economics Group, Nuffield College, University of Oxford 2006-W03, Economics Group, Nuffield College, University of Oxford.
- Item repec:hal:papers:halshs-00079192_v1 is not listed on IDEAS anymore
- Elisabeth Ledrut, 2006. "A tale of the water-supplying plumber: intraday liquidity provision in payment systems," DNB Working Papers, Netherlands Central Bank, Research Department 099, Netherlands Central Bank, Research Department.
- Alessandro Beber & Michael W. Brandt, 2006. "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," NBER Working Papers 12270, National Bureau of Economic Research, Inc.