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The determinants of the overnight interest rate in the euro area

Citations

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Cited by:

  1. Camilo González & Luisa Silva & Carmiña Vargas & Andrés M. Velasco, 2014. "Uncertainty in the Money Supply Mechanism and Interbank Markets in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 36-49, July.
  2. Egorov, Alexey & Kovalenko, Olga, 2013. "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers 23/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
  3. International Monetary Fund, 2012. "Republic of Poland: Selected Issues," IMF Staff Country Reports 2012/163, International Monetary Fund.
  4. Christophe Blot, 2005. "Sensibilité du taux de change aux chocs monétaires et budgétaires," SciencePo Working papers Main hal-03606241, HAL.
  5. Christophe Blot, 2005. "Sensibilité du taux de change aux chocs monétaires et budgétaires. Une analyse en termes de VAR des fluctuations euro/dollar," Revue de l'OFCE, Presses de Sciences-Po, vol. 93(2), pages 287-315.
  6. Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission," International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
  7. Egorov, Alexey & Kovalenko, Olga, 2013. "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers 23/2013, Bank of Finland, Institute for Economies in Transition.
  8. repec:zbw:bofitp:2013_023 is not listed on IDEAS
  9. Marius Jurgilas, 2005. "Interbank market under the currency board: Case of Lithuania," Computing in Economics and Finance 2005 448, Society for Computational Economics.
  10. Välimäki, Tuomas, 2006. "Why the marginal MRO rate exceeds the ECB policy rate?," Bank of Finland Research Discussion Papers 20/2006, Bank of Finland.
  11. Kempa, Michal, 2007. "What determines commercial banks' demand for reserves in the interbank market?," Bank of Finland Research Discussion Papers 30/2007, Bank of Finland.
  12. repec:zbw:bofrdp:2006_013 is not listed on IDEAS
  13. Julius Moschitz, 2009. "Monetary policy implementation and the Euro area money market," Applied Financial Economics, Taylor & Francis Journals, vol. 19(1), pages 39-57.
  14. Camilo González & Luisa F. Silva & Carmiña O. Vargas & Andrés M. Velasco, 2013. "An exploration on interbank markets and the operational framework of monetary policy in Colombia," Borradores de Economia 10982, Banco de la Republica.
  15. Benito, Francis & Leon, Angel & Nave, Juan, 2007. "Modeling the Euro overnight rate," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 756-782, December.
  16. Carla Soares & Paulo M. M. Rodrigues, 2013. "Determinants of the EONIA Spread and the Financial Crisis," Manchester School, University of Manchester, vol. 81, pages 82-110, October.
  17. Miss Yinqiu Lu, 2012. "What Drives the POLONIA Spread in Poland?," IMF Working Papers 2012/215, International Monetary Fund.
  18. Mr. Nathan Porter & Ms. TengTeng Xu, 2009. "What Drives China’s Interbank Market?," IMF Working Papers 2009/189, International Monetary Fund.
  19. Nadja Kamhi, 2006. "LVTS, the Overnight Market, and Monetary Policy," Staff Working Papers 06-15, Bank of Canada.
  20. Mr. Jerome Vandenbussche & Mr. Stanley B Watt & Szabolcs Blazsek, 2009. "The Liquidity and Liquidity Distribution Effects in Emerging Markets: The Case of Jordan," IMF Working Papers 2009/228, International Monetary Fund.
  21. Kempa, Michal, 2007. "What determines commercial banks' demand for reserves in the interbank market?," Research Discussion Papers 30/2007, Bank of Finland.
  22. J�rôme Vandenbussche & Szabolcs Blazsek & Stanley Watt, 2012. "The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(3), pages 231-242, February.
  23. Ángel León & Francis Benito & Juan Nave, 2006. "Modeling The Euro Overnight Rate," Working Papers. Serie AD 2006-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  24. Suman Neupane, 2011. "Examining Volatility of Interbank Rate in Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 23(1), pages 37-53, April.
  25. repec:hal:spmain:info:hdl:2441/2368 is not listed on IDEAS
  26. Kempa, Michal, 2006. "Money market volatility : a simulation study," Research Discussion Papers 13/2006, Bank of Finland.
  27. Link, Thomas & Neyer, Ulrike, 2016. "Transaction Cost Heterogeneity in the Interbank Market and Monetary Policy Implementation under alternative Interest Corridor Systems," VfS Annual Conference 2016 (Augsburg): Demographic Change 145853, Verein für Socialpolitik / German Economic Association.
  28. 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, vol. 31(3), pages 534-551.
  29. Mr. Romain M Veyrune & Guido della Valle & Shaoyu Guo, 2018. "Relationship Between Short-Term Interest Rates and Excess Reserves: A Logistic Approach," IMF Working Papers 2018/080, International Monetary Fund.
  30. Linzert, Tobias & Schmidt, Sandra, 2007. "What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?," ZEW Discussion Papers 07-076, ZEW - Leibniz Centre for European Economic Research.
  31. Kempa, Michal, 2006. "Money market volatility: a simulation study," Bank of Finland Research Discussion Papers 13/2006, Bank of Finland.
  32. Välimäki, Tuomas, 2006. "Why the marginal MRO rate exceeds the ECB policy rate?," Research Discussion Papers 20/2006, Bank of Finland.
  33. Suman Neupane, 2011. "Examining Volatility of Interbank Rate in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 23(1), pages 37-53, April.
  34. Pamela A. Cardozo Ortiz & Carlos A. Huertas Campos & Julián A. Parra Polanía & Lina V. Patiño Echeverri, 2016. "The Interbank Market in Colombia and the Supply of Liquidity by the Banco de la República," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 153-193, july-dece.
  35. Jiang, Chun & Jian, Na & Liu, Tie-Ying & Su, Chi-Wei, 2016. "Purchasing power parity and real exchange rate in Central Eastern European countries," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 349-358.
  36. Christophe Blot, 2005. "Sensibilité du taux de change aux chocs monétaires et budgétaires," Post-Print hal-03606241, HAL.
  37. Sunil Kumar & Anand Prakash & Krishna M. Kushawaha, 2017. "What Explains Call Money Rate Spread in India?," Working Papers id:11975, eSocialSciences.
  38. Nathan Porter & TengTeng Xu, 2016. "Money-Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 143-198, March.
  39. repec:zbw:bofrdp:2006_020 is not listed on IDEAS
  40. repec:zbw:bofrdp:2007_030 is not listed on IDEAS
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