| Title | Other author(s) | |
|---|---|---|
Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book ModelsNew York Fed Staff reports [View] (Paper: 590, 22.12.2012) |
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High and Low Frequency Correlations in Global Equity MarketsBank of Mexico Working Papers [View] (Paper: 2009-17, 12.04.2010) |