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Explaining cross-border large-value payment flows: Evidence from TARGET and EURO1 data

  • Rosati, Simonetta
  • Secola, Stefania
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-4HNS6BG-1/2/e5fcbb5a3120e70e9b62c786ca3262a1
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 30 (2006)
    Issue (Month): 6 (June)
    Pages: 1753-1782

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    Handle: RePEc:eee:jbfina:v:30:y:2006:i:6:p:1753-1782
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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    1. Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1992. "Stock Prices and Volume," Review of Financial Studies, Society for Financial Studies, vol. 5(2), pages 199-242.
    2. Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 0080, European Central Bank.
    3. Hau, Harald, 1999. "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers 2297, C.E.P.R. Discussion Papers.
    4. Mark Grinblatt, 2001. "How Distance, Language, and Culture Influence Stockholdings and Trades," Journal of Finance, American Finance Association, vol. 56(3), pages 1053-1073, 06.
    5. Flavin, Thomas J & Hurley, Margaret J & Rousseau, Fabrice, 2002. "Explaining Stock Market Correlation: A Gravity Model Approach," Manchester School, University of Manchester, vol. 70(0), pages 87-106, Supplemen.
    6. C. H. Furfine, 1999. "The price of risk at year-end: evidence from interbank lending," BIS Working Papers 76, Bank for International Settlements.
    7. Richard Portes and H�l�ne Rey., 2000. "The Determinants of Cross-Border Equity Flows: The Geography of Information," Center for International and Development Economics Research (CIDER) Working Papers C00-111, University of California at Berkeley.
    8. Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
    9. de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
    10. Furfine, Craig H., 2000. "Interbank payments and the daily federal funds rate," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 535-553, October.
    11. Hartmann, Philipp, 1999. "Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 801-824, May.
    12. Portes, Richard & Rey, Helene & Oh, Yonghyup, 2001. "Information and capital flows: The determinants of transactions in financial assets," European Economic Review, Elsevier, vol. 45(4-6), pages 783-796, May.
    13. Curzio Giannini & Carlo Monticelli, 1997. "Which TARGET for monetary policy in stage three? Issues in the shaping of the European payment system," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(4), pages 657-682, December.
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