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The microstructure of the euro money market. (2001). Manzanares, Andres ; Manna, Michele ; Hartmann, Philipp.
In: Working Paper Series.
RePEc:ecb:ecbwps:200180.

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  41. The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy. (2007). Sol Murta, Fátima.
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  42. The Asian Financial Crisis and Investors’ Risk Aversion. (2006). .
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  43. A look at intraday frictions in the euro area overnight deposit market. (2005). Manzanares, Andres ; Brousseau, Vincent .
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  44. Molling Inter- and Intraday Payment Flows. (2005). Van Oord, Arco ; Lin, Howie.
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  45. Optimal pricing of intraday liquidity. (2004). Martin, Antoine.
    In: Journal of Monetary Economics.
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  46. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Impenna, Claudio ; Barucci, Emilio.
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  47. Volatility and liquidity in the Italian money market. (2003). Palombini, Edgardo.
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  48. On the Relationship Between the Very Short Forward and the Spot Interest Rate. (2003). Uesugi, Iichiro ; Yamashiro, Guy M..
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  49. The intraday liquidity management game. (2003). Garratt, Rodney ; Bech, Morten.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:109:y:2003:i:2:p:198-219.

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  50. Optimal pricing of intra-day liquidity. (2002). Martin, Antoine.
    In: Research Working Paper.
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