Trading strategies in the Italian interbank market
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- Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
- Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006. "Trading strategies in the Italian interbank market," Papers physics/0611023, arXiv.org.
References listed on IDEAS
- Emilio Barucci & Claudio Impenna & Roberto Reno, 2003.
"The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system,"
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475, Bank of Italy, Economic Research and International Relations Area.
- Emilio Barucci & Claudio Impenna & Roberto Reno, 2003. "The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System," CEIS Research Paper 24, Tor Vergata University, CEIS.
- Joseph R.A Ayee, 2005. "Working Paper 82 - Public Sector Management in Africa," Working Paper Series 217, African Development Bank.
- Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008.
"A network analysis of the Italian overnight money market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 259-278, January.
- Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005. "A network analysis of the Italian overnight money market," Working Papers 05/05, Department of Economics, City University London.
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More about this item
JEL classification:
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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