Lucas Pedace

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

89

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

The October 2016 Sterling Flash Episode: When Liquidity Disappeared from One of the World's Most Liquid Markets

Bank of England Working Paper No. 687
Number of pages: 30 Posted: 09 Nov 2017
Bank of England, Bank of England, University of Cambridge - Faculty of Economics, University of Cambridge and Bank of England
Downloads 72 (326,876)
Citation 2

Abstract:

Loading...

Flash Crash, Foreign Exchange Market, Liquidity, Price Impact

2.

The Cross-Sectional Spillovers of Single Stock Circuit Breakers

Bank of England Working Paper No. 759
Number of pages: 35 Posted: 11 Dec 2018
University of Melbourne - Department of Finance, University of Cambridge, Bank of England and Bank of England
Downloads 17 (544,007)
Citation 3

Abstract:

Loading...

Circuit breakers, market microstructure, market quality

3.

Changes in the Returns to Education in Argentina

Journal of Applied Economics, Vol. 11, No. 2, pp. 259-279, November 2008
Posted: 21 Feb 2010
Giorgio Di Pietro and Lucas Pedace
University of Westminster and Bank of England

Abstract:

Loading...

Argentina, returns to education, sample selection, endogeneity