Probability of informed trading on the euro overnight market rate: an update
Year of publication: |
2008
|
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Authors: | Idier, Julien ; Nardelli, Stefano |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Euro | Tagesgeldmarkt | Bank | Geldpolitik | Marktmikrostruktur | EU-Staaten | Microstructure | money markets | PIN model |
Series: | ECB Working Paper ; 987 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 598033726 [GVK] hdl:10419/153421 [Handle] RePEc:ecb:ecbwps:20080987 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Probability of informed trading on the euro overnight market rate
Idier, Julien, (2011)
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Probability of informed trading on the euro overnight market rate : an update
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Probability of informed trading on the euro overnight market rate : an update
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