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Euro money market interest rate dynamics and volatility : how they respond to recent changes in the operational framework

Jardet, Caroline; LeFol, Gaëlle - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 316-330

Persistent link: https://www.econbiz.de/10008811318

Taking into account extreme events in European option pricing

Idier, Julien; Jardet, Caroline; LeFol, Gaëlle; … - In: Financial stability review : FSR 12 (2008), pp. 39-51

Persistent link: https://www.econbiz.de/10003772089

Euro money market interest rates dynamics and volatility : how they respond to recent changes in the operational framework

Jardet, Caroline (contributor); LeFol, Gaëlle (contributor) - 2007

Persistent link: https://www.econbiz.de/10003591151

Intra-day market activity

Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - In: Journal of financial markets 2 (1999) 3, pp. 193-226

Persistent link: https://www.econbiz.de/10001426693

Intra-day market activity

Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - 1996

Persistent link: https://www.econbiz.de/10000941330

Analysis of order queues

Gouriéroux, Christian; LeFol, Gaëlle; Meyer, B. - 1996

Persistent link: https://www.econbiz.de/10000950820

Matching procedures and market characteristics

Gouriéroux, Christian; LeFol, Gaëlle - 1998

Persistent link: https://www.econbiz.de/10000986267

Intraday transaction price dynamics

Darolles, Serge; Gouriéroux, Christian; LeFol, Gaëlle - In: Annales d'économie et de statistique (2000), pp. 207-238

Persistent link: https://www.econbiz.de/10001543535

Liquidity Problems in the FX Liquid Market : Ask for the 'BIL'

Borgy, Vladimir - 2010

Even though the FX market is one of the most liquid financial market, it would be an error to consider that it is immune against any liquidity problem. This paper analyzes on a long sample (2000-2009), the all set of quotes and transactions in three main currency pairs (EURJPY, EURUSD, USDJPY)...

Persistent link: https://www.econbiz.de/10013142715

Liquidity problems in the FX liquid market : ask for the "BIL"

Borgy, Vladimir; Idier, Julien; LeFol, Gaëlle - 2010

Persistent link: https://www.econbiz.de/10009405989