IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

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
Suffix:
RePEc Short-ID:ppe304
Email:
Homepage:http://www.icmacentre.ac.uk/about_us/doctoral_research_staff/mr_marcelo_perlin
Postal Address:
Phone:
in new window

  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. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
  3. 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.
  4. Perlin, M., 2007. "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper 8308, University Library of Munich, Germany.
  5. Perlin, M., 2007. "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper 8309, University Library of Munich, Germany.
  1. 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.
  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.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-06-11
  2. NEP-CBA: Central Banking (1) 2011-06-11
  3. NEP-EEC: European Economics (1) 2010-06-26
  4. NEP-FMK: Financial Markets (1) 2010-06-26
  5. NEP-MST: Market Microstructure (3) 2008-04-21 2010-06-26 2010-06-26. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Marcelo Perlin should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.