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Items where City Author is "Hatzopoulos, Vasilis"

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Number of items: 4.

Article

Hatzopoulos, V., Iori, G., Mantegna, R., Micciche, S. and 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. and Politi, M. (2014). Market microstructure, banks' behaviour, and interbank spreads. Working paper,

Monograph

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

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