Printed from https://ideas.repec.org/n/nep-mst/2024-03-25.html
Report NEP-MST-2024-03-25
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:
- Boudiaf, Ismael Alexander & Scheicher, Martin & Frieden, Immo, 2024. "The market liquidity of interest rate swaps," ESRB Working Paper Series 20240, European Systemic Risk Board.
- Martin Hoefer & Carmine Ventre & Lisa Wilhelmi, 2024. "Algorithms for Claims Trading," Papers 2402.13627, arXiv.org.
- Maria Ludovica Drudi & Giulio Carlo Venturi, 2023. "Assessing the liquidity premium in the Italian bond market," Questioni di Economia e Finanza (Occasional Papers) 795, Bank of Italy, Economic Research and International Relations Area.
- Yaoyue Tang & Karina Arias-Calluari & Michael S. Harr'e & Fernando Alonso-Marroquin, 2024. "Stylized Facts of High-Frequency Bitcoin Time Series," Papers 2402.11930, arXiv.org.