Commonality under market stress: Evidence from an order-driven market
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- repec:ehu:cuader:15779 is not listed on IDEAS
- Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014.
"Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis,"
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- Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014. "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper 62479, University Library of Munich, Germany, revised 23 Feb 2015.
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"Intra-day seasonality in foreign exchange market transactions,"
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- Giovanni Petrella & Andrea Resti, 2016. "An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules," BAFFI CAREFIN Working Papers 1645, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- repec:eee:finsta:v:33:y:2017:i:c:p:297-310 is not listed on IDEAS
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