Report NEP-MST-2009-08-08This 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.
The following items were announced in this report:
- Nikolaou, Kleopatra & Drehmann, Mathias, 2009. "Funding liquidity risk: definition and measurement," Working Paper Series 1024, European Central Bank.
- Csaba Balogh & Gergely Kóczán, 2009. "Secondary market trading infrastructure of government securities," MNB Occasional Papers 2009/74, Magyar Nemzeti Bank (Central Bank of Hungary).