The Italian overnight market : microstructure effects, the martingale hypothesis and the payment system
Emilio Barucci, Claudio Impenna and Roberto RenĂ²
Year of publication: |
2004
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Authors: | Barucci, Emilio ; Impenna, Claudio ; RenĂ², Roberto |
Published in: |
Monetary integration, markets and regulations. - Amsterdam [u.a.] : Elsevier/JAI, ISBN 0-7623-1100-2. - 2004, p. 319-360
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Subject: | Geldmarkt | Money market | Marktmikrostruktur | Market microstructure | Clearing | Financial clearing | Italien | Italy |
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