Perlin, Marcelo; Dufour, Alfonso and Brooks, Chris (2010): A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market. Unpublished.
Perlin, Marcelo; Dufour, Alfonso and Brooks, Chris (2010): The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market. Unpublished.
