Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Inferring trading dynamics for an OTC market: the case of the euro area overnight money market

13 references·1 citing·41 second hop

FromToDepth

this work references cited by second hop

References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
1994Comparing Predictive Accuracy5,495 cited
1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
2000Presidential Address: Friction681 cited
2007A network analysis of the Italian overnight money market556 cited
2005Equilibrium in a Dynamic Limit Order Market439 cited
2007Empirical Market Microstructure430 cited
1969The Evaluation of Economic Forecasts268 cited
1999The Monetary Policy Strategy of the ECB227 cited
2000Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market149 cited
2005Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?51 cited
2008The Interday and Intraday Patterns of the Overnight Market: Evidence from an Electronic Platform33 cited
2007Volatility in the Euro area money market: effects from the monetary policy operational framework31 cited

Cited by

2014Cascades in Real Interbank Markets17 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work