Details about Dale W.R. Rosenthal

Access statistics for papers by Dale W.R. Rosenthal.

Last updated 2024-05-22. Update your information in the RePEc Author Service.

Short-id: pro359

Working Papers

2013

1. Funding liquidity, market liquidity and TED spread: A two-regime model
   Working Paper Research, National Bank of Belgium View citations (7)
   See also Journal Article Funding liquidity, market liquidity and TED spread: A two-regime model, Journal of Empirical Finance, Elsevier (2017) View citations (26) (2017)

2012

2. Approximating correlated defaults
   MPRA Paper, University Library of Munich, Germany
3. Performance metrics for algorithmic traders
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Transact taxes in a price maker/taker market
   MPRA Paper, University Library of Munich, Germany View citations (1)

2011

5. Market structure, counterparty risk, and systemic risk
   MPRA Paper, University Library of Munich, Germany View citations (1)

2008

6. Modeling Trade Direction
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Modeling Trade Direction, Journal of Financial Econometrics, Oxford University Press (2012) View citations (6) (2012)

Journal Articles

2017

1. Funding liquidity, market liquidity and TED spread: A two-regime model
   Journal of Empirical Finance, 2017, 43, (C), 143-158 View citations (26)
   See also Working Paper Funding liquidity, market liquidity and TED spread: A two-regime model, Working Paper Research (2013) View citations (7) (2013)

2012

2. Modeling Trade Direction
   Journal of Financial Econometrics, 2012, 10, (2), 390-415 View citations (6)
   See also Working Paper Modeling Trade Direction, MPRA Paper (2008) (2008)