Li, Youwei and Waterworth, James (2016): Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt.
Lin, Zhongguo and Hamill, Philip A. and Li, Youwei and Sun, Zhuowei and Waterworth, James (2019): How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? Forthcoming in:
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