Details about Dale W.R. Rosenthal
Access statistics for papers by Dale W.R. Rosenthal.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pro359
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Working Papers
2013
- 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 in Journal of Empirical Finance (2017)
2012
- Approximating correlated defaults
MPRA Paper, University Library of Munich, Germany
- Performance metrics for algorithmic traders
MPRA Paper, University Library of Munich, Germany View citations (1)
- Transact taxes in a price maker/taker market
MPRA Paper, University Library of Munich, Germany View citations (1)
2011
- Market structure, counterparty risk, and systemic risk
MPRA Paper, University Library of Munich, Germany View citations (1)
2008
- Modeling Trade Direction
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in The Journal of Financial Econometrics (2012)
Journal Articles
2017
- Funding liquidity, market liquidity and TED spread: A two-regime model
Journal of Empirical Finance, 2017, 43, (C), 143-158 View citations (17)
See also Working Paper (2013)
2012
- Modeling Trade Direction
The Journal of Financial Econometrics, 2012, 10, (2), 390-415 View citations (5)
See also Working Paper (2008)
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