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Report NEP-MST-2024-12-02
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:
- Boudiaf, Ismael Alexander & Scheicher, Martin & Frieden, Immo, 2024, "The market liquidity of interest rate swaps," ESRB Working Paper Series, European Systemic Risk Board, number 147, Mar.
- Vito Alessandro Monaco & Antonio Riva & Luca Sabbioni & Lorenzo Bisi & Edoardo Vittori & Marco Pinciroli & Michele Trapletti & Marcello Restelli, 2024, "Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic," Papers, arXiv.org, number 2410.23294, Oct.