Report NEP-MST-2008-11-25
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.
Other reports in NEP-MST
The following items were announced in this report:
- S. Sanfelici & M. E. Mancino, 2008. "Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise," Economics Department Working Papers 2008-ME01, Department of Economics, Parma University (Italy).
- Chris D'Souza, 2008. "The Role of Foreign Exchange Dealers in Providing Overnight Liquidity," Staff Working Papers 08-44, Bank of Canada.
- Item repec:pra:mprapa:11644 is not listed on IDEAS anymore