Vasilis Hatzopoulos

City University London - Department of Economics

Northampton Square

London, EC1V 0HB

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

175

CITATIONS

1

Scholarly Papers (2)

1.

Quantifying Preferential Trading in the e-MID Interbank Market

Number of pages: 25 Posted: 25 Oct 2013 Last Revised: 05 Nov 2013
City University London - Department of Economics, City University London - Department of Economics, University of Palermo, University of Palermo - Department of Physics and Chemistry and University of Palermo
Downloads 106 (253,231)
Citation 1

Abstract:

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Interbank markets, interbank rates, preferential links, statistically validated networks

2.

Market Microstructure, Banks' Behaviour, and Interbank Spreads

Number of pages: 35 Posted: 26 Oct 2013
SDA Bocconi, University College London, City University London - Department of Economics, City University London - Department of Economics and University of Marburg
Downloads 69 (329,946)

Abstract:

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nterbank lending, market microstructure, subprime crisis, liquidity management