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Carlos Garcia-de-Andoain

Citations

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Working papers

  1. Garcia-de-Andoain, Carlos & Kremer, Manfred, 2018. "Beyond spreads: measuring sovereign market stress in the euro area," Working Paper Series 2185, European Central Bank.

    Cited by:

    1. Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
    2. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, vol. 65(C).
    3. Maria Dimitriadou, 2026. "Measuring macroeconomic uncertainty in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    4. Longaric, Pablo Anaya & Cera, Katharina & Georgiadis, Georgios & Kaufmann, Christoph, 2025. "Investment funds and euro disaster risk," Working Paper Series 3029, European Central Bank.
    5. Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022. "Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    6. Drenkovska, Marija & Lenarčič, Črt, 2025. "Financial markets stress indicator for Slovenia (FIMSIS)," MPRA Paper 125551, University Library of Munich, Germany.
    7. Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
    8. Garcia-de-Andoain, Carlos & Kremer, Manfred, 2018. "Beyond spreads: measuring sovereign market stress in the euro area," Working Paper Series 2185, European Central Bank.
    9. David Cronin & Peter Dunne, 2019. "Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 54(4), pages 250-258, July.
    10. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "The Credit Composition of Global Liquidity," MAGKS Papers on Economics 202115, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    11. Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
    12. Bastías, Jaime & Ruiz, José L., 2025. "COVID-19 pension raids and sovereign risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
    13. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    14. Piergiorgio Alessandri & Leonardo Del Vecchio & Arianna Miglietta, 2019. "Financial Conditions and 'Growth at Risk' in Italy," Temi di discussione (Economic working papers) 1242, Bank of Italy, Economic Research and International Relations Area.
    15. Cafiso, Gianluca & Missale, Alessandro & Rivolta, Giulia, 2025. "The credit channel of the sovereign spread: A Bayesian SVAR analysis," Economic Modelling, Elsevier, vol. 144(C).
    16. Fabio C. Bagliano & Claudio Morana, 2024. "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Working Papers 546, University of Milano-Bicocca, Department of Economics.
    17. Costola, Michele & Iacopini, Matteo, 2023. "Measuring sovereign bond fragmentation in the Eurozone," Finance Research Letters, Elsevier, vol. 51(C).
    18. Cristina Manteu & Sara Serra, 2017. "Impact of uncertainty measures on the Portuguese economy," Working Papers w201709, Banco de Portugal, Economics and Research Department.
    19. Del Vecchio, Leonardo & Giglio, Carla & Shaw, Frances & Spanò, Guido & Cappelletti, Giuseppe, 2022. "A sensitivities based CoVaR approach to assets commonality and its application to SSM banks," Working Paper Series 2725, European Central Bank.
    20. Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "Uncertainty and the Pandemic Shocks," Working Papers in Public Economics 202, Department of Economics and Law, Sapienza University of Rome.
    21. Cronin, David & Dunne, Peter & McQuinn, Kieran, 2019. "Have Irish sovereign bonds decoupled from the euro area periphery, and why?," Papers WP625, Economic and Social Research Institute (ESRI).
    22. Frangiamore, Francesco & Saadaoui, Jamel, 2026. "Geopolitical risk and sovereign stress in the Euro Area," MPRA Paper 127823, University Library of Munich, Germany.
    23. Christopher Johns & Aaron Mehrotra & Fabrizio Zampolli, 2026. "Public debt and monetary policy transmission: evidence from advanced and emerging Europe," BIS Working Papers 1365, Bank for International Settlements.
    24. Adam Kucera & Milan Szabo, 2019. "Estimating the neutral Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank, Research and Statistics Department.
    25. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
    26. Bales, Stephan, 2022. "Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis," International Review of Financial Analysis, Elsevier, vol. 83(C).
    27. Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.
    28. Skouralis, Alexandros, 2021. "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series 129, European Systemic Risk Board.
    29. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    30. Varga, Katalin & Szendrei, Tibor, 2025. "Non-stationary financial risk factors and macroeconomic vulnerability for the UK," International Review of Financial Analysis, Elsevier, vol. 97(C).
    31. Bales, Stephan, 2022. "Policy uncertainty and the sovereign-bank nexus: A time-frequency analysis using wavelet transformation," Finance Research Letters, Elsevier, vol. 44(C).
    32. Jiang, Yong & Klein, Tony & Ren, Yi-Shuai & Dai, Jia-Hang, 2025. "Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone," International Review of Financial Analysis, Elsevier, vol. 103(C).
    33. Comunale, Mariarosaria & Mongelli, Francesco Paolo, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Working Paper Series 2591, European Central Bank.
    34. Gkillas, Konstantinos & Konstantatos, Christoforos & Floros, Christos & Tsagkanos, Athanasios, 2021. "Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis," International Review of Financial Analysis, Elsevier, vol. 74(C).
    35. Joerg Schmidt, 2019. "Risk, Asset Pricing and Monetary Policy Transmission in Europe: Evidence from a Threshold-VAR approach," MAGKS Papers on Economics 201928, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    36. Frangiamore, Francesco & Saadaoui, Jamel, 2026. "Local and anglosphere-based geopolitical risk and sovereign stress in the Euro Area," Finance Research Letters, Elsevier, vol. 101(C).
    37. Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2023. "What is mine is yours: Sovereign risk transmission during the European debt crisis," Journal of Financial Stability, Elsevier, vol. 65(C).
    38. Konstantinos Gkillas & Paraskevi Katsiampa & Dimitrios I. Vortelinos & Mark E. Wohar, 2023. "Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4037-4054, October.
    39. Gkillas, Konstantinos & Tsagkanos, Athanasios & Svingou, Argyro & Siriopoulos, Costas, 2020. "Uncertainty in Euro area and the bond spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    40. Vojtěch Siuda & Milan Szabo, 2021. "Measuring Sovereign Credit Risk of the EU countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 169-192.
    41. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does it Matter where you Search? Twitter versus Traditional News Media," Discussion Paper Series 2021_04, Department of Economics, University of Macedonia, revised Feb 2021.
    42. Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.
    43. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.

  2. Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.

    Cited by:

    1. Edoardo Rainone, 2025. "Reservation Rates in Interbank Money Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(7), pages 1931-1971, October.
    2. Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022. "Unsecured and Secured Funding," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
    3. Anuar Bechara & Alejandro Bernales & Carlos Cañón & Nicolás Garrido, 2026. "Aggregate Risk and Lending Decisions in the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 58(1), pages 293-319, February.
    4. Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
    5. Gomez-Gonzalez, Patricia & Rees, Daniel M., 2018. "Same Spain, less pain?," European Economic Review, Elsevier, vol. 110(C), pages 78-107.
    6. Stefan Behrendt, 2017. "Unconventional Monetary Policy Effects on Bank Lending in the Euro Area," Jena Economics Research Papers 2017-002, Friedrich-Schiller-University Jena.
    7. Paulick, Jan & Berndsen, Ron & Diehl, Martin & Heijmans, Ronald, 2021. "No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2," Other publications TiSEM 57477131-2199-46bf-a2f1-5, Tilburg University, School of Economics and Management.
    8. Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    9. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," CEPR Discussion Papers 10901, Centre for Economic Policy Research.
    10. Alexander Müller & Jan Paulick, 2026. "“The Devil is in the Details, but so is Salvation”– Different Approaches in Money Market Measurement," Journal of Financial Services Research, Springer;Western Finance Association, vol. 69(3), pages 285-317, June.
    11. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    12. Gries, Thomas & Mitschke, Alexandra, 2019. "Systemic instability of the interbank credit market: A contribution to a resilient financial system," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203582, Verein für Socialpolitik / German Economic Association.
    13. Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2024. "A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis," Journal of Financial Stability, Elsevier, vol. 75(C).
    14. Hanwool Jang & Yena Song & Sungbin Sohn & Kwangwon Ahn, 2018. "Real Estate Soars and Financial Crises: Recent Stories," Sustainability, MDPI, vol. 10(12), pages 1-12, December.
    15. Puriya Abbassi & Falk Bräuning & Falko Fecht & José-Luis Peydró, 2017. "International financial integration, crises, and monetary policy: evidence from the euro area interbank crises," Working Papers 17-6, Federal Reserve Bank of Boston.
    16. Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Working Papers hal-04141650, HAL.
    17. Jon H. Findreng, 2021. "Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway," Working Paper 2021/2, Norges Bank.
    18. Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers RPA 18-3, Federal Reserve Bank of Boston.
    19. Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
    20. Eisenschmidt, Jens & Kedan, Danielle & Schmitz, Martin & Adalid, Ramón & Papsdorf, Patrick, 2017. "The Eurosystem’s asset purchase programme and TARGET balances," Occasional Paper Series 196, European Central Bank.
    21. Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone, 2014. "Fragmentation in the Euro overnight unsecured money market," Economics Letters, Elsevier, vol. 125(2), pages 298-302.
    22. Müller, Alexander & Paulick, Jan, 2020. ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers 66/2020, Deutsche Bundesbank.
    23. Horst Maximilian & Neyer Ulrike, 2019. "The Impact of Quantitative Easing on Bank Loan Supply and Monetary Policy Implementation in the Euro Area," Review of Economics, De Gruyter, vol. 70(3), pages 229-265, December.
    24. Horst, Maximilian & Neyer, Ulrike, 2019. "The impact of quantitative easing on bank loan supply and monetary policy implementation in the euro area," DICE Discussion Papers 325, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    25. Monika Bucher & Achim Hauck & Ulrike Neyer, 2020. "Interbank market friction-induced holdings of precautionary liquidity: implications for bank loan supply and monetary policy implementation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(1), pages 165-222, July.

  3. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," CEPR Discussion Papers 10901, Centre for Economic Policy Research.

    Cited by:

    1. Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
    2. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers 253, Princeton University, Department of Economics, Center for Economic Policy Studies..
    3. Edoardo Rainone, 2025. "Reservation Rates in Interbank Money Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(7), pages 1931-1971, October.
    4. Masayuki Okada, 2026. "Decomposing Loan Rate Dispersion in the Interbank Market," IMES Discussion Paper Series 26-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
    5. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
    6. Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
    7. Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
    8. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020. "Risk endogeneity at the lender/investor-of-last-resort," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 283-297.
    9. Koetter, Michael & Nguyen, Huyen, 2023. "European banking in transformational times: Regulation, crises, and challenges," IWH Studies 7/2023, Halle Institute for Economic Research (IWH).
    10. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    11. Anne-Marie Rieu-Foucault, 2018. "Les interventions de crise de la FED et de la BCE diffèrent-elles ?," EconomiX Working Papers 2018-31, University of Paris Nanterre, EconomiX.
    12. Heider, Florian & Saidi, Farzad & Schepens, Glenn, 2018. "Life below zero: bank lending under negative policy rates," Working Paper Series 2173, European Central Bank.
    13. Yang Xu, 2019. "Intervention on default contagion under partial information in a financial network," PLOS ONE, Public Library of Science, vol. 14(1), pages 1-60, January.
    14. Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020. "Do conventional monetary policy instruments matter in unconventional times?," Journal of Banking & Finance, Elsevier, vol. 118(C).
    15. Littke, Helge & Ossandon Busch, Matias, 2021. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Discussion Papers 16/2021, Deutsche Bundesbank.
    16. Alves, Nuno & Bonfim, Diana & Soares, Carla, 2021. "Surviving the perfect storm: The role of the lender of last resort☆," Journal of Financial Intermediation, Elsevier, vol. 47(C).
    17. Hattori, Takahiro, 2019. "Do liquidity enhancement auctions improve the market liquidity in the JGB market?," Economics Letters, Elsevier, vol. 183(C), pages 1-1.
    18. Matteo Crosignani, 2017. "Why Are Banks Not Recapitalized During Crises?," Finance and Economics Discussion Series 2017-084, Board of Governors of the Federal Reserve System (U.S.).
    19. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
    20. Viral Acharya & Diane Pierret & Sascha Steffen, 2021. "Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 30(4), pages 87-112, November.
    21. Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
    22. Miklos Vari, 2020. "Monetary Policy Transmission with Interbank Market Fragmentation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 409-440, March.
    23. Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
    24. Radeef Chundakkadan & Subash Sasidharan, 2021. "Central bank's money market operations and daily stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 136-152, January.
    25. Carola Müller & Matias Ossandon Busch & Miguel Sarmiento & Freddy Pinzon-Puerto, 2025. "Fragile wholesale deposits, liquidity risk, and banks' maturity transformation," BIS Working Papers 1263, Bank for International Settlements.
    26. Carla Soares & Diana Bonfim & Nuno Alves, 2016. "Surviving the perfect storm: the role of the lender of last resort," Working Papers w201617, Banco de Portugal, Economics and Research Department.
    27. Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," CESifo Working Paper Series 7400, CESifo.
    28. Alexander Müller & Jan Paulick, 2026. "“The Devil is in the Details, but so is Salvation”– Different Approaches in Money Market Measurement," Journal of Financial Services Research, Springer;Western Finance Association, vol. 69(3), pages 285-317, June.
    29. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    30. Heider, Florian & Leonello, Agnese, 2021. "Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking," Working Paper Series 2593, European Central Bank.
    31. Dwyer, Gerald P. & Gilevska, Biljana & Nieto, Maria J. & Samartín, Margarita, 2023. "The effects of the ECB’s unconventional monetary policies from 2011 to 2018 on banking assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
    32. Calomiris, Charles W. & Flandreau, Marc & Laeven, Luc, 2016. "Political foundations of the lender of last resort: A global historical narrative," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 48-65.
    33. Laeven, Luc & Maddaloni, Angela & Mendicino, Caterina, 2022. "Monetary policy, macroprudential policy and financial stability," Working Paper Series 2647, European Central Bank.
    34. Bindseil, Ulrich & Corsi, Marco & Sahel, Benjamin & Visser, Ad, 2017. "The Eurosystem collateral framework explained," Occasional Paper Series 189, European Central Bank.
    35. Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F., 2021. "Unconventional monetary policy, funding expectations, and firm decisions," Working Paper Series 2598, European Central Bank.
    36. Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
    37. Antonis Kotidis & Dimitris Malliaropulos & Elias Papaioannou, 2022. "Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks," Working Papers 304, Bank of Greece.
    38. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, Centre for Economic Policy Research.
    39. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    40. Jager, Maximilian & Siemsen, Thomas & Vilsmeier, Johannes, 2020. "Interbank risk assessment: A simulation approach," Discussion Papers 23/2020, Deutsche Bundesbank.
    41. Andreas Beyer & Benoît Coeuré & Caterina Mendicino, 2017. "Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 45-64.
    42. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2021. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 489-506.
    43. Crosignani, Matteo, 2021. "Bank capital, government bond holdings, and sovereign debt capacity," Journal of Financial Economics, Elsevier, vol. 141(2), pages 693-704.
    44. Corradin, Stefano & Hoerova, Marie & Schepens, Glenn, 2021. "Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy," Research Bulletin, European Central Bank, vol. 82.
    45. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    46. Kok, Seng Kiong & Akwei, Cynthia & Giorgioni, Gianluigi & Farquhar, Stuart, 2022. "On the regulation of the intersection between religion and the provision of financial services: Conversations with market actors within the global Islamic financial services sector," Research in International Business and Finance, Elsevier, vol. 59(C).
    47. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 32-47.
    48. Breckenfelder, Johannes & Hoerova, Marie, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," Working Paper Series 2805, European Central Bank.
    49. António Afonso, & Jorge Silva, 2017. "Effects of euro area monetary policy on institutional sectors: the case of Portugal," Working Papers Department of Economics 2017/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    50. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," CFS Working Paper Series 620, Center for Financial Studies (CFS).
    51. Pérignon, Christophe & Thesmar, David & Vuillemey, Guillaume, 2017. "Wholesale funding dry-ups," ESRB Working Paper Series 49, European Systemic Risk Board.
    52. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
    53. Edoardo Rainone, 2021. "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers) 1319, Bank of Italy, Economic Research and International Relations Area.
    54. Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020. "Eurozone prices: a tale of convergence and divergence," Working Papers 2010, Banco de España.
    55. Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
    56. Alyssa G. Anderson & John Kandrac, 2016. "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series 2016-096, Board of Governors of the Federal Reserve System (U.S.).
    57. Chundakkadan, Radeef & Sasidharan, Subash, 2019. "Liquidity pull-back and predictability of government security yield volatility," Economic Modelling, Elsevier, vol. 77(C), pages 124-132.
    58. Lartey, Theophilus & James, Gregory A. & Danso, Albert, 2021. "Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
    59. Wedow, Michael & Koetter, Michael & Podlich, Natalia, 2017. "Inside asset purchase programs: the effects of unconventional policy on banking competition," Working Paper Series 2017, European Central Bank.
    60. António Afonso & Jorge Silva, 2017. "Debt crisis and 10-year sovereign yields in Ireland and in Portugal," Working Papers Department of Economics 2017/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    61. Quint, Dominic & Tristani, Oreste, 2018. "Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 15-34.
    62. Müller, Alexander & Paulick, Jan, 2020. ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers 66/2020, Deutsche Bundesbank.
    63. Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018. "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 137-154.
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  4. Manganelli, Simone & Hoffmann, Peter & Garcia-de-Andoain, Carlos, 2014. "Fragmentation in the euro overnight unsecured money market," Working Paper Series 1755, European Central Bank.

    Cited by:

    1. Poutineau, Jean-Christophe & Vermandel, Gauthier, 2017. "Global banking and the conduct of macroprudential policy in a monetary union," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 306-331.
    2. Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    3. Philip R. Lane & Gian Maria Milesi-Ferretti, 2018. "The External Wealth of Nations Revisited: International Financial Integration in the Aftermath of the Global Financial Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(1), pages 189-222, March.
    4. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydro, Jose-Luis, 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," CEPR Discussion Papers 10479, Centre for Economic Policy Research.
    5. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    6. Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
    7. Blattner, Tobias Sebastian & Swarbrick, Jonathan M., 2018. "Monetary policy and cross-border interbank market fragmentation: lessons from the crisis," Working Paper Series 2139, European Central Bank.
    8. Chang, Kai & Chen, Rongda & Chevallier, Julien, 2018. "Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots," Energy Economics, Elsevier, vol. 75(C), pages 249-260.
    9. Badarau, Cristina & Carias, Marcos & Figuet, Jean-Marc, 2020. "Cross-border spillovers of macroprudential policy in the Euro area," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 1-13.
    10. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    11. Michael Ehrmann & Marcel Fratzscher, 2015. "Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis," Staff Working Papers 15-13, Bank of Canada.
    12. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
    13. Ana Sofia Saldanha & Carla Soares, 2015. "The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    14. Andrea Zaghini, 2017. "A tale of fragmentation: corporate funding in the euro-area bond market," Temi di discussione (Economic working papers) 1104, Bank of Italy, Economic Research and International Relations Area.
    15. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2022. "Cross-border interbank liquidity, crises, and monetary policy," Journal of International Economics, Elsevier, vol. 139(C).
    16. Jan Kakes & Jan Willem van den End, 2023. "Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?," Working Papers 778, DNB.
    17. Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers RPA 18-3, Federal Reserve Bank of Boston.
    18. Kolev, Atanas & Maurin, Laurent & Ségol, Matthieu, 2019. "What firms don't like about bank loans: New evidence from survey data," EIB Working Papers 2019/07, European Investment Bank (EIB).
    19. Alicia Aguilar, 2024. "Beyond Fragmentation: Unraveling the Drivers of Yield Divergence in the euro area," Working and Discussion Papers WP 9/2024, Research Department, National Bank of Slovakia.
    20. Guo, Wen & Liu, Xiaorui, 2022. "Market fragmentation of energy resource prices and green total factor energy efficiency in China," Resources Policy, Elsevier, vol. 76(C).
    21. Atanas Kolev & Laurent Maurin & Matthieu Segol, 2022. "What Makes Firms Dissatisfied with Their Bank Loans: New Evidence from Survey Data," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(3), pages 407-430, June.
    22. Robert L. Hetzel, 2016. "What Caused the Great Recession in the Eurozone?," Working Paper 16-10, Federal Reserve Bank of Richmond.
    23. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," Journal of Financial Stability, Elsevier, vol. 23(C), pages 51-61.
    24. A. Colangelo & D. Giannone & M. Lenza & H. Pill & L. Reichlin, 2017. "The national segmentation of euro area bank balance sheets during the financial crisis," Empirical Economics, Springer, vol. 53(1), pages 247-265, August.
    25. Alicia Aguilar, 2025. "Beyond fragmentation: unraveling the drivers of yield divergence in the euro area," Working Papers 2520, Banco de España.
    26. Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022. "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series 2732, European Central Bank.
    27. Noth, Felix & Ossandon Busch, Matias, 2021. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," Journal of Financial Stability, Elsevier, vol. 56(C).
    28. Gabrieli, Silvia & Georg, Co-Pierre, 2014. "A network view on interbank market freezes," Discussion Papers 44/2014, Deutsche Bundesbank.

Articles

  1. Garcia-de-Andoain, Carlos & Kremer, Manfred, 2017. "Beyond spreads: Measuring sovereign market stress in the euro area," Economics Letters, Elsevier, vol. 159(C), pages 153-156.
    See citations under working paper version above.
  2. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 32-47.
    See citations under working paper version above.
  3. Garcia-de-Andoain, Carlos & Hoffmann, Peter & Manganelli, Simone, 2014. "Fragmentation in the Euro overnight unsecured money market," Economics Letters, Elsevier, vol. 125(2), pages 298-302.
    See citations under working paper version above.Sorry, no citations of articles recorded.
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