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Marcelo Perlin

This is information that was supplied by Marcelo Perlin in registering through RePEc. If you are Marcelo Perlin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Marcelo
Middle Name:
Last Name:Perlin
RePEc Short-ID:ppe304
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  1. Perlin, Marcelo & Schanz, Jochen, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.
  2. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
  3. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
  4. Perlin, M., 2007. "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper 8309, University Library of Munich, Germany.
  5. Perlin, M., 2007. "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper 8308, University Library of Munich, Germany.
  1. Marcelo Scherer Perlin & André Portela Santos, 2015. "The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(2), pages 162-199.
  2. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014. "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 42-50.
  3. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014. "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, vol. 10(3), pages 457-480, August.
  4. Fernanda Gomes Victor & Marcelo Scherer Perlin & Mauro Mastella, 2013. "Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(3), pages 375-398.
  5. Marcelo Perlin, 2013. "The effects of the introduction of market makers in the Brazilian equity market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(2), pages 281-304.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (3) 2008-04-21 2010-06-26 2010-06-26. Author is listed
  2. NEP-BAN: Banking (1) 2011-06-11
  3. NEP-CBA: Central Banking (1) 2011-06-11
  4. NEP-EEC: European Economics (1) 2010-06-26
  5. NEP-FMK: Financial Markets (1) 2010-06-26

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