Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run
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- Massimiliano Marzo & Paolo Zagaglia, 2012. "Trading directions and the pricing of Euro interbank deposits in the long run," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1827-1839, December.
References listed on IDEAS
- Haitao Li & Junbo Wang & Chunchi Wu & Yan He, 2009. "Are Liquidity and Information Risks Priced in the Treasury Bond Market?," Journal of Finance, American Finance Association, vol. 64(1), pages 467-503, February.
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
More about this item
KeywordsEuro money market; order flow; interest rates;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-09 (All new papers)
- NEP-CBA-2011-04-09 (Central Banking)
- NEP-EEC-2011-04-09 (European Economics)
- NEP-MIC-2011-04-09 (Microeconomics)
- NEP-MST-2011-04-09 (Market Microstructure)
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