Report NEP-MST-2008-05-31This 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:
- Jennifer Huang & Jiang Wang, 2008. "Liquidity and Market Crashes," NBER Working Papers 14013, National Bureau of Economic Research, Inc.
- Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008. "The Risk Components of Liquidity," Discussion Papers 2008/7, Department of Business and Management Science, Norwegian School of Economics.
- Cho-Hoi Hui & Chi-Fai Lo & Tsz-Kin Chung, 2008. "Market Expectation of Appreciation of the Renminbi," Working Papers 0803, Hong Kong Monetary Authority.
- Zagaglia, Paolo, 2008. "The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight?," Research Papers in Economics, Stockholm University, Department of Economics 2008:5, Stockholm University, Department of Economics.