Probability of informed trading on the euro overnight market rate
Year of publication: |
2011
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Authors: | Idier, Julien ; Nardelli, Stefano |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 2, p. 131-145
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Subject: | Microstructure | PIN model | money markets | Geldmarkt | Money market | Marktmikrostruktur | Market microstructure | EU-Staaten | EU countries | Euro | Geldpolitik | Monetary policy | Theorie | Theory | Asymmetrische Information | Asymmetric information |
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