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Report NEP-MST-2007-09-09
This 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.Subscribe to this report: email or RSS Other reports in NEP-MST
The following items were anounced in this report:
M. Frömmel & A. Mende & L. Menkhoff, 2007.
"Order Flows, News, and Exchange Rate Volatility Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/474, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Nikolaus Hautsch, 2007.
"Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model SFB 649 Discussion Papers
SFB649DP2007-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Biais, Bruno & Green, Richard, 2007.
"The Microstructure of the Bond Market in the 20th Century IDEI Working Papers
482, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!] Biais, Bruno & Declerck, Fany, 2007.
"Liquidity, Competition & Price Discovery in the European Corporate Bond Market IDEI Working Papers
475, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!] Dötz, Niko, 2007.
"Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery Discussion Paper Series 2: Banking and Financial Studies
2007,08, Deutsche Bundesbank, Research Centre.
[Downloadable!] This page was last updated on 2009-12-6.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .