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

Renaud Beaupain and Alain Durr�
Authors registered in the RePEc Author Service: Alain Durré ()

Quantitative Finance, 2011, vol. 11, issue 9, 1285-1295

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (19)

Downloads: (external link)
http://hdl.handle.net/10.1080/14697680903515706 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Inferring trading dynamics for an OTC market: The case of the euro area overnight money market (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:quantf:v:11:y:2011:i:9:p:1285-1295

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RQUF20

DOI: 10.1080/14697680903515706

Access Statistics for this article

Quantitative Finance is currently edited by Michael Dempster and Jim Gatheral

More articles in Quantitative Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().