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Displaying results 26 to 50 of 480.
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The anatomy of a call market
evidence from Germany -
Noise traders' trigger rates, FX options, and smiles
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Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
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The Euro as an international currency
explaining puzzling first evidence -
The microstructure of the euro money market
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Liquidity supply and demand in limit order markets
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Volatility of interest rates in the Euro area
evidence from high frequency data -
How do investors' expectations drive asset prices?
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Econometric analysis of financial transaction data
pitfalls and opportunities -
The Markov switching ACD model
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A global optimization heuristic for estimating agent based models
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Ökonomische Analyse des Energiehandels am Beispiel der European Energy Exchange
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Indirect estimation of the parameters of agent based models of financial markets
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Information dissemination on asset markets with endogenous and exogenous information
an experimental approach -
The microstructure of stock markets
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The use of flow analysis in foreign exchange
explanatory analysis -
The italian overnight market
microstructure effects, the Martingale hypothesis and the payment system -
A guided tour of the market microstructure approach to exchange rate determination
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Informationsbasierter Aktienhandel über IBIS
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Is foreign exchange intervention effective?
some micro-analytical evidence from the Czech Republic -
The informed and uninformed agent's price of a contingent claim
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Essays on financial market microstructure
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Effizienz und Nichtlinearität auf den Aktienmärkten
eine theoretische und empirische Synopsis der neueren Kapitalmarktforschung -
Non-monotonic hazard functions and the autoregressive conditional duration model
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Essays in market microstructure