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Olivier Vergote

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This is information that was supplied by Olivier Vergote in registering through RePEc. If you are Olivier Vergote , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Olivier
Middle Name:
Last Name: Vergote
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RePEc Short-ID: pve200

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Affiliation

European Central Bank
Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)

Works

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Working papers

  1. Ghysels, Eric & Idier, Julien & Manganelli, Simone & Vergote, Olivier, 2014. "A high frequency assessment of the ECB securities markets programme," Working Paper Series, European Central Bank 1642, European Central Bank.
  2. Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2011. "Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor," Working Paper Series, European Central Bank 1391, European Central Bank.
  3. Vergote, Olivier & Studener, Werner & Efthymiadis, Ioannis & Merriman, Niall, 2010. "Main drivers of the ECB financial accounts and ECB financial strength over the first 11 years," Occasional Paper Series 111, European Central Bank.
  4. Olivier Vergote, 2005. "How to Match Trades and Quotes for Nyse Stocks?," Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën ces0510, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  5. Geert Dhaene & Olivier Vergote, 2003. "Asymptotic Results for GMM Estimators of Stochastic Volatility Models," Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën ces0306, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.

Articles

  1. Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2012. "Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(10), pages 2804-2823.
  2. Luc Aucremanne & Jef Boeckx & Olivier Vergote, 2007. "Interest rate policy or monetary base policy : implications for a central bank’s balance sheet," Economic Review, National Bank of Belgium, National Bank of Belgium, issue III, pages 17-26, December.
  3. Luc Aucremanne & Jef Boeckx & Olivier Vergote, 2007. "The liquidity management of the Eurosystem during the period of financial turmoil," Economic Review, National Bank of Belgium, National Bank of Belgium, issue III, pages 27-41, December.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2010-05-22
  2. NEP-CBA: Central Banking (3) 2010-05-22 2011-11-14 2014-04-05. Author is listed
  3. NEP-EEC: European Economics (3) 2010-05-22 2014-04-05 2014-06-02. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2008-04-12
  5. NEP-FMK: Financial Markets (1) 2008-04-12
  6. NEP-MAC: Macroeconomics (1) 2014-04-05
  7. NEP-MON: Monetary Economics (3) 2010-05-22 2011-11-14 2014-04-05. Author is listed
  8. NEP-MST: Market Microstructure (3) 2008-04-12 2014-04-05 2014-06-02. Author is listed

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