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Changes in Market Functioning and Central Bank Policy: An Overview of the Issues
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References

  • 1995Market microstructure theory1,305 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2000Market microstructure: A survey1,133 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 2000Time and the Price Impact of a Trade592 cited
  • 1990Market Liquidity, Hedging, and Crashes550 cited
  • 1999The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications319 cited
  • 2001The Cost Channel of Monetary Transmission305 cited
  • 1998Does the term structure predict recessions? The international evidence264 cited
  • 2004The “price puzzle” reconsidered252 cited
  • 1990Liquidity , Trading Rules and Electronic Trading Systems .203 cited
  • 2002Events That Shook the Market190 cited
  • 2012Organisation for Economic Co-Operation and Development (OECD)161 cited
  • 1997The implementation of monetary policy in industrial countries: a survey157 cited
  • 2005The Impact of the Euro on Europe's Financial Markets

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