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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
Hatzopoulos, V. and Iori, G. (2012). Information theoretic description of the e-Mid interbank market: implications for systemic risk (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 (12/06). London, UK: Department of Economics, City University London.