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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

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Olivier Vergote & Josep Maria Puigvert Gutiérrez, 2011. "Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor," Working Paper Series 1391, European Central Bank.
  2. Olivier Vergote & Werner Studener & Ioannis Efthymiadis & Niall Merriman, 2010. "Main drivers of the ECB financial accounts and ECB financial strength over the first 11 years," Occasional Paper Series 111, European Central Bank.
  3. Vergote, Olivier, 2008. "Financial transaction data and volatility.," Open Access publications from Katholieke Universiteit Leuven urn:hdl:1979/2067, Katholieke Universiteit Leuven.
  4. Olivier Vergote, 2005. "How to Match Trades and Quotes for Nyse Stocks?," Center for Economic Studies - Discussion papers ces0510, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  5. Dhaene, Geert & Vergote, Olivier, 2003. "Asymptotic properties of GMM estimators of stochastic volatility," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/121559, Katholieke Universiteit Leuven.
  6. Geert Dhaene & Olivier Vergote, 2003. "Asymptotic Results for GMM Estimators of Stochastic Volatility Models," Center for Economic Studies - Discussion papers ces0306, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.

Articles

  1. 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, issue III, pages 27-41, December.
  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, issue III, pages 17-26, December.

NEP Fields

4 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 Author is listed
  2. NEP-CBA: Central Banking (2) 2010-05-22 2011-11-14 Author is listed
  3. NEP-EEC: European Economics (1) 2010-05-22 Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2008-04-12 Author is listed
  5. NEP-FMK: Financial Markets (1) 2008-04-12 Author is listed
  6. NEP-MON: Monetary Economics (2) 2010-05-22 2011-11-14 Author is listed
  7. NEP-MST: Market Microstructure (1) 2008-04-12 Author is listed

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Corrections

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