Perlin, Marcelo and Dufour, Alfonso and Brooks, Chris (2010): The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market.
Perlin, Marcelo and Dufour, Alfonso and Brooks, Chris (2010): A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market.
Symeonidis, Lazaros and Prokopczuk, Marcel and Brooks, Chris and Lazar, Emese (2012): Futures basis, inventory and commodity price volatility: An empirical analysis.
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