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The daily market for funds in Europe: what has changed with the EMU. (2003). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Perezquiros, Gabriel .
In: Working Papers.
RePEc:bde:wpaper:0313.

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  1. Theory of financial integration and achievements in the European Union. (2011). Stavarek, Daniel ; Palečková (Řepková), Iveta ; Repkova, Iveta ; Gajdosova, Katarina .
    In: MPRA Paper.
    RePEc:pra:mprapa:34393.

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  2. Monetary transmission right from the start: The (dis)connection netween the money market and the ECBs main refinancing rates. (2010). Nautz, Dieter ; Abbassi, Puriya.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:20107.

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  3. Monetary policy implementation and overnight rate persistence. (2010). Nautz, Dieter ; Scheithauer, Jan .
    In: Discussion Papers.
    RePEc:zbw:fubsbe:201026.

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  4. Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates. (2010). Nautz, Dieter ; Abbassi, Puriya.
    In: Working Papers.
    RePEc:jgu:wpaper:1012.

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  5. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1029.

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  6. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3115.

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  7. Sporadic manipulation in money markets with central bank standing facilities. (2004). Ewerhart, Christian ; Valla, Natacha ; Ejerskov, Steen ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004399.

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  8. Interest Rate Determination in the Interbank Market. (2004). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Perezquiros, Gabriel ; Gaspar, Vitor.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:603.04.

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References

References cited by this document

  1. Angeloni, I. and E. Bisagni (2002): ~Liquidity Effects in the Euro Area Mimeo, ECB and Univ. California, San Diego.
    Paper not yet in RePEc: Add citation now

  2. Bartolini, L., G. Bertola and A. Prati (2000): ~Banks Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention Journal of Banking and Finance 25 (7): 1287-13 17.

  3. Bindseil, U. (2000): `Central Bank Liquidity Management: Theory and Euro Area Practice. European Central Bank.
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  4. Bindseil, U. and F. Seitz, (2001) `The Supply and Demand for Eurosystem Deposits the First 18 Months European Central Bank Working Paper 44.

  5. Campbell, J. Y. (1987): `Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week Journal of Money, Credit, and Banking 19 (1): 56-67.

  6. Escrivá, J. L. and G. P. Fagan (1996): `Empirical Assessment of Monetary Policy Instruments and Procedures in EU Countries European Monetary Institute Staff Paper 2.

  7. European Central Bank (1998): The Single Monetary Policy in Stage Three: General Documentation on ECB Monetary Policy Instruments and Procedures, September.
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  8. Gaspar, V. G. Perez Quiros, and J. Sicilia (2001): `The ECB Monetary Policy Strategy and the Money Markets International Journal of Finance and Economics 6 (4): 325-342.

  9. Hamilton, J. D. (1996): `The Daily Market for Federal Funds Journal of Political Economy 104 (1): 26-56.

  10. Hartman, P., M. Manna and A. Manzanares (2001): `The Microstructure of the Euro Money Market Journal of International Money and Finance 20 (6): 895-948.

  11. Nelson, D. B. (1991): `Conditional Heteroskedasticity in Asset Returns: A New Approach Econometrica 59 (2): 347-370.

  12. Prati, A, L. Bartolini, L and G. Bertola (2002): `The Overnight Interbank Market: Evidence from the G-7 and the Euro Zone CEPR Discussion Paper 3090.

  13. Spindt, P. A. and J. R. Hoffmeister (1988): `The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability Journal of Financial and Quantitative Analysis 23 (4): 40 1-415.

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