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Report NEP-MST-2008-05-17
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:
Laurini, Márcio P. & Furlani, Luiz G. C. & Portugual, Marcelo S., 2008.
"Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data Ibmec Working Papers
wpe_101, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!] Vuorenmaa, Tommi A., 2008.
"Decimalization, Realized Volatility, and Market Microstructure Noise MPRA Paper
8692, University Library of Munich, Germany.
[Downloadable!] Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008.
"Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market Economics & Statistics Discussion Papers
esdp08044, University of Molise, Dept. SEGeS.
[Downloadable!] Christian T. Brownlees & Giampiero Gallo, 2008.
"Comparison of Volatility Measures: a Risk Management Perspective Econometrics Working Papers Archive
wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[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 .