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Citations for "The Daily Market for Funds in Europe: What has Changed with the EMU?"

by Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal

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  1. John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2013. "Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," Manchester School, University of Manchester, vol. 81(6), pages 925-940, December.
  2. Alfred V. Guender & Oyvinn Rimer, 2007. "The Implementation of Monetary Policy in New Zealand: What Factors Affect the 90-Day Bank Bill Rate?," Working Papers in Economics 07/05, University of Canterbury, Department of Economics and Finance.
  3. Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
  4. Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing rates," Discussion Papers 2010/7, Free University Berlin, School of Business & Economics.
  5. Moschitz, Julius, 2004. "The determinants of the overnight interest rate in the euro area," Working Paper Series, European Central Bank 0393, European Central Bank.
  6. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2007. "Manipulation in Money Markets," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 113-148, March.
  7. Linzert, Tobias & Schmidt, Sandra, 2008. "What explains the spread between the euro overnight rate and the ECB's policy rate?," Working Paper Series, European Central Bank 0983, European Central Bank.
  8. Mahmood, Asif, 2014. "Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan," MPRA Paper 54256, University Library of Munich, Germany.
  9. Kempa , Michal, 2006. "Money market volatility, A simulation study," Research Discussion Papers 13/2006, Bank of Finland.
  10. Nautz, Dieter & Scheithauer, Jan, 2011. "Monetary policy implementation and overnight rate persistence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(7), pages 1375-1386.
  11. Adam Ashcraft & James McAndrews & David Skeie, 2009. "Precautionary reserves and the interbank market," Staff Reports 370, Federal Reserve Bank of New York.
  12. Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2008. "Liquidity management and overnight rate calendar effects: Evidence from German banks," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 7-21, March.
  13. Stavarek, Daniel & Repkova, Iveta & Gajdosova, Katarina, 2011. "Theory of financial integration and achievements in the European Union," MPRA Paper 34393, University Library of Munich, Germany.
  14. Marius Jurgilas, 2006. "Interbank Markets under Currency Boards," Working papers, University of Connecticut, Department of Economics 2006-19, University of Connecticut, Department of Economics.
  15. Beirne, John, 2012. "The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(3), pages 534-551.
  16. Nathan Porter & TengTeng Xu, 2013. "Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," Working Papers 13-20, Bank of Canada.
  17. Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7789, C.E.P.R. Discussion Papers.
  18. Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 710, Bank of Italy, Economic Research and International Relations Area.
  19. Kempa, Michal, 2007. "What determines commercial banks’ demand for reserves in the interbank market," Research Discussion Papers 30/2007, Bank of Finland.
  20. Colarossi, Silvio & Zaghini, Andrea, 2007. "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series 2007/16, Center for Financial Studies (CFS).
  21. Ewerhart, Christian & Cassola, Nuno & Ejerskov, Steen & Valla, Natacha, 2004. "Sporadic manipulation in money markets with central bank standing facilities," Working Paper Series, European Central Bank 0399, European Central Bank.
  22. Beaupain, Renaud & Durré, Alain, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series, European Central Bank 1500, European Central Bank.
  23. Ronald Heijmans & Lola Hern�ndez & Richard Heuver, 2013. "Determinants of the rate of the Dutch unsecured overnight money market," DNB Working Papers, Netherlands Central Bank, Research Department 374, Netherlands Central Bank, Research Department.