Printed from https://ideas.repec.org/n/nep-mst/2012-03-21.html
Report NEP-MST-2012-03-21
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Item repec:hum:wpaper:sfb649dp2012-023 is not listed on IDEAS anymore
- Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012, "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1202, Jan.
- Gara Afonso & Ricardo Lagos, 2012, "An empirical study of trade dynamics in the interbank market," Staff Reports, Federal Reserve Bank of New York, number 550.
- Philip Bond & Yaron Leitner, 2012, "Market run-ups, market freezes, inventories, and leverage," Working Papers, Federal Reserve Bank of Philadelphia, number 12-8.