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Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market.. (2000). Angelini, Paolo.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:32:y:2000:i:1:p:54-73.

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  1. The risk–return relation in the corporate loan market. (2022). Duran, Miguel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000043.

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  2. Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

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  3. Subprime borrowers, securitization and the transmission of business cycles. (2019). Grodecka-Messi, Anna ; Grodeckamessi, Anna.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:52:y:2019:i:4:p:1600-1654.

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  4. Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201932.

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  5. Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. (2019). Dufour, Alfonso ; Sangiorgi, Ivan ; Marra, Miriam .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:10.

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  6. Comparing different methods for the estimation of interbank intraday yield curves. (2018). Demertzidis, Anastasios ; Jeleskovic, Vahidin.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201839.

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  7. Classification of Lending Risks and Interpretation of Operational Efficiency in Islamic Banks Registered on the Bahrain Stock Exchange. (2018). Shaalan, Tharwah.
    In: International Journal of Economics and Financial Issues.
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  8. (Real-)Time Is Money. (2018). Pfister, Christian.
    In: Working papers.
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  9. Variations in Market Liquidity and the Intraday Interest Rate. (2017). Tischer, Johannes ; Fecht, Falko ; Abbassi, Puriya.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:4:p:733-765.

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  10. Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena .
    In: Journal of Financial Stability.
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  11. Subprime Borrowers, Securitization and the Transmission of Business Cycles. (2016). Grodecka, Anna.
    In: Working Paper Series.
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  12. Excess liquidity and the money market in the euro area. (2016). Durré, Alain ; Beaupain, Renaud ; Durre, Alain.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:47:y:2016:i:pa:p:33-44.

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  13. Payment prioritisation and liquidity risk in collateralised interbank payment systems. (2016). de Caux, Robert ; McGroarty, Frank ; Brede, Markus.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:41:y:2016:i:c:p:139-150.

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  14. The intraday interest rate: Whats that?. (2015). Fecht, Falko ; Abbassi, Puriya ; Tischer, Johannes.
    In: Discussion Papers.
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  15. How do banks respond to increased funding uncertainty?. (2015). Walther, Ansgar ; Ritz, Robert.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:3:p:386-410.

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  16. Liquidity risk and policy options. (2015). Maddaloni, Giuseppe .
    In: Journal of Banking & Finance.
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  17. Banks’ pooling of corporate debt: An application of the restated diversification theorem. (2015). Lundtofte, Frederik.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:249-263.

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  18. The role of bank relationships in the interbank market. (2015). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:59:y:2015:i:c:p:118-141.

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  19. Bank characteristics and the interbank money market: a distributional approach. (2015). Olmo, Jose ; Iori, Giulia ; Jose, Olmo ; Burcu, Kapar ; Giulia, Iori .
    In: Studies in Nonlinear Dynamics & Econometrics.
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  20. Implicit intraday interest rate in the UK unsecured overnight money market. (2014). Jurgilas, Marius ; Ike, Filip.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:23:y:2014:i:2:p:232-254.

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  21. Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:304-315.

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  22. Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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  23. Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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  24. How do banks respond to increased funding uncertainty?. (2014). Walther, Ansgar ; Ritz, Robert.
    In: Cambridge Working Papers in Economics.
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  25. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis. (2013). Monticini, Andrea ; Baglioni, Angelo.
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  26. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2013). Martin, Antoine ; Jurgilas, Marius.
    In: Annals of Finance.
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  27. Central bank reserves and interbank market liquidity in the euro area. (2013). Durré, Alain ; Beaupain, Renaud ; Durre, Alain.
    In: Journal of Financial Intermediation.
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  28. Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud.
    In: Working Paper Series.
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  29. How do banks respond to increased funding uncertainty?. (2012). Ritz, Robert.
    In: Cambridge Working Papers in Economics.
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  30. Implicit intraday interest rate in the UK unsecured overnight money market. (2012). Jurgilas, Marius ; Zikes, Filip.
    In: Bank of England working papers.
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  31. The term structure of CD rates and monetary policy transmission. (2011). Nishiyama, Yasuo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:82-94.

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  32. Forecasting the intraday market price of money. (2011). Ravazzolo, Francesco ; Monticini, Andrea.
    In: Working Paper.
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  33. Daytime Is Money. (2010). Nellen, Thomas ; Kraenzlin, Sebastien.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:8:p:1689-1702.

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  34. How do banks respond to increased funding uncertainty?. (2010). Ritz, Robert.
    In: Economics Series Working Papers.
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  35. A study of competing designs for a liquidity-saving mechanism. (2010). McAndrews, James ; Martin, Antoine.
    In: Journal of Banking & Finance.
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  36. The intraday interest rate under a liquidity crisis: The case of August 2007. (2010). Monticini, Andrea ; Baglioni, Angelo.
    In: Economics Letters.
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  37. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2010). Martin, Antoine ; Jurgilas, Marius.
    In: Bank of England working papers.
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  38. SHOULD THERE BE INTRADAY MONEY MARKETS?. (2010). McAndrews, James ; Martin, Antoine.
    In: Contemporary Economic Policy.
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  39. Why pay? An introduction to payments economics. (2009). Roberds, William ; Kahn, Charles.
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  40. The Intraday Price of Money: Evidence from the e‐MID Interbank Market. (2008). Monticini, Andrea ; Baglioni, Angelo.
    In: Journal of Money, Credit and Banking.
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  41. Volatility in the Euro area money market: effects from the monetary policy operational framework. (2008). Durré, Alain ; Durre, Alain ; Nardelli, Stefano.
    In: International Journal of Finance & Economics.
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  42. Should there be intraday money markets?. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
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  43. A study of competing designs for a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine.
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  44. The welfare effects of a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine ; Atalay, Enghin.
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  45. Changes in the timing distribution of Fedwire funds transfers. (2008). McAndrews, James ; Arnold, Jeffrey ; Armantier, Olivier .
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  46. An economic analysis of liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
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  47. Liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Journal of Monetary Economics.
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  48. The interday and intraday patterns of the overnight market: evidence from an electronic platform. (2008). Durré, Alain ; Beaupain, Renaud ; Durre, Alain.
    In: Working Paper Series.
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  49. Liquidity saving mechanisms. (2007). McAndrews, James ; Martin, Antoine.
    In: 2007 Meeting Papers.
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  50. Liquidity-saving mechanisms. (2007). McAndrews, James ; Martin, Antoine.
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  51. Are Banks Risk-Averse?. (2007). Nishiyama, Yasuo .
    In: Eastern Economic Journal.
    RePEc:eej:eeconj:v:33:y:2007:i:4:p:471-490.

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  52. The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy. (2007). Sol Murta, Fátima.
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  53. The Asian Financial Crisis and Investors’ Risk Aversion. (2006). .
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  54. A look at intraday frictions in the euro area overnight deposit market. (2005). Manzanares, Andres ; Brousseau, Vincent .
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  55. Molling Inter- and Intraday Payment Flows. (2005). Van Oord, Arco ; Lin, Howie.
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  56. Optimal pricing of intraday liquidity. (2004). Martin, Antoine.
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  57. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Impenna, Claudio ; Barucci, Emilio.
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  58. Volatility and liquidity in the Italian money market. (2003). Palombini, Edgardo.
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  59. On the Relationship Between the Very Short Forward and the Spot Interest Rate. (2003). Uesugi, Iichiro ; Yamashiro, Guy M..
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  60. The intraday liquidity management game. (2003). Garratt, Rodney ; Bech, Morten.
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  61. Optimal pricing of intra-day liquidity. (2002). Martin, Antoine.
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  62. Liquidity and Announcement Effects in the Euro Area. (2002). Angelini, Paolo.
    In: Temi di discussione (Economic working papers).
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  63. The microstructure of the euro money market. (2001). Manna, Michele ; Hartmann, Philipp ; Manzanares, Andres.
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  64. The microstructure of the euro money market. (2001). Manzanares, Andres ; Manna, Michele ; Hartmann, Philipp.
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