Probability of informed trading on the euro overnight market rate
Author
Abstract
Suggested Citation
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zagaglia, Paolo, 2008.
"Money-market segmentation in the euro area : what has changed during the turmoil?,"
Research Discussion Papers
23/2008, Bank of Finland.
- Zagaglia, Paolo, 2009. "Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?," Research Papers in Economics 2009:11, Stockholm University, Department of Economics.
- repec:zbw:bofrdp:2008_023 is not listed on IDEAS
- Avouyi-Dovi, Sanvi & Idier, Julien, 2012.
"The impact of unconventional monetary policy on the market for collateral: The case of the French bond market,"
Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
- Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
- Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012.
"Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil,"
Working Paper series
57_12, Rimini Centre for Economic Analysis.
- C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012. "Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil," Working Papers wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
- Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
- repec:dau:papers:123456789/11156 is not listed on IDEAS
- Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
- repec:dau:papers:123456789/11155 is not listed on IDEAS
- Avouyi-Dovi, S. & Idier, J., 2010. "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers 278, Banque de France.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:ijfiec:v:16:y:2011:i:2:p:131-145. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/1076-9307/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.