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2014
Interbank lending and distress
2013
The role of interbank relationships and liquidity needs
2011
Substitution between net and gross settlement systems - a concern for financial stability?
2010
Interbank tiering and money center banks
2005
The forecast ability of risk-neutral densities of foreign exchange
2003
The forecasting performance of German stock option densities
2002
The empirical performance of option based densities of foreign exchange
2001
Currency portfolios and currency exchange in a search economy