Items where City Author is "Hatzopoulos, Vasilis"

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 4.

Article

Hatzopoulos, V., Iori, G., Mantegna, R., Micciche, S. & Tumminello, M. (2015). Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15(4), pp. 693-710. doi: 10.1080/14697688.2014.969889

Iori, G., Gabbi, G., Germano, G., Hatzopoulos, V., Kapar, B. & Politi, M. (2014). Market microstructure, banks' behaviour, and interbank spreads. Working paper,

Monograph

Hatzopoulos, V. & Iori, G. (2012). Information theoretic description of the e-Mid interbank market: implications for systemic risk (Report No. 12/04). London, UK: Department of Economics, City University London.

Gabbi, G., Germano, G., Hatzopoulos, V., Iori, G. & Politi, M. (2012). Market microstructure, bank's behaviour and interbank spreads (Report No. 12/06). London, UK: Department of Economics, City University London.

This list was generated on Tue Sep 19 06:12:13 2017 UTC.