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Olivier Vergote

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
RePEc Short-ID:pve200
Frankfurt am Main, Germany

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)
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  1. Beyer, Andreas & Nicoletti, Giulio & Papadopoulou, Niki & Papsdorf, Patrick & Rünstler, Gerhard & Schwarz, Claudia & Sousa, João & Vergote, Olivier, 2017. "The transmission channels of monetary, macro- and microprudential policies and their interrelations," Occasional Paper Series 191, European Central Bank.
  2. Vergote, Olivier, 2016. "Credit risk spillover between financials and sovereigns in the euro area during 2007-2015," Working Paper Series 1898, European Central Bank.
  3. Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric, 2014. "A high frequency assessment of the ECB securities markets programme," Working Paper Series 1642, European Central Bank.
  4. 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 1391, European Central Bank.
  5. 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.
  6. Olivier Vergote, 2005. "How to Match Trades and Quotes for Nyse Stocks?," Working Papers Department of Economics ces0510, KU Leuven, Faculty of Economics and Business, Department of Economics.
  7. Geert Dhaene & Olivier Vergote, 2003. "Asymptotic Results for GMM Estimators of Stochastic Volatility Models," Working Papers Department of Economics ces0306, KU Leuven, Faculty of Economics and Business, Department of Economics.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (4) 2010-05-22 2011-11-14 2014-04-05 2017-05-21
  2. NEP-EEC: European Economics (4) 2010-05-22 2014-04-05 2014-06-02 2016-07-02
  3. NEP-MON: Monetary Economics (4) 2010-05-22 2011-11-14 2014-04-05 2017-05-21
  4. NEP-MST: Market Microstructure (3) 2008-04-12 2014-04-05 2014-06-02
  5. NEP-MAC: Macroeconomics (2) 2014-04-05 2017-05-21
  6. NEP-ACC: Accounting & Auditing (1) 2010-05-22
  7. NEP-ETS: Econometric Time Series (1) 2008-04-12
  8. NEP-FMK: Financial Markets (1) 2008-04-12
  9. NEP-RMG: Risk Management (1) 2016-07-02

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