1. Stressed, not frozen: The federal funds market in the financial crisis;G Afonso;Journal of Finance,2011
2. Trade size, high-frequency trading, and colocation around the world;M Aitken;European Journal of Finance,2014
3. Identification in Structural VAR Models with Different Volatility Regimes, unpublished working Paper, Universit� degli Studi di Milano;E Bacchiocchi;Journal of Financial Economics,2004