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Report NEP-MST-2008-11-25
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:
S. Sanfelici & M. E. Mancino, 2008.
"Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise Economics Department Working Papers
2008-ME01, Department of Economics, Parma University (Italy).
[Downloadable!] Chris D'Souza, 2008.
"The Role of Foreign Exchange Dealers in Providing Overnight Liquidity Working Papers
08-44, Bank of Canada.
[Downloadable!] Constantinides, George M. & Jackwerth, Jens Carsten & Czerwonko, Michal & Perrakis, Stylianos, 2008.
"Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence MPRA Paper
11644, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-13.
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 .