Thomas Nellen

Personal Details

First Name:	Thomas
Middle Name:
Last Name:	Nellen
Suffix:
RePEc Short-ID:	pne256
	[This author has chosen not to make the email address public]
Terminal Degree:	2010 Department Volkswirtschaftlehre; Universität Bern (from RePEc Genealogy)

Affiliation

Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Biliana Alexandrova Kabadjova & Anton Badev & Saulo Benchimol Bastos & Evangelos Benos & Freddy Cepeda- Lopéz & James Chapman & Martin Diehl & Ioana Duca-Radu & Rodney Garratt & Ronald Heijmans & Anne, 2023. "Intraday liquidity around the world," BIS Working Papers 1089, Bank for International Settlements.

   Cited by:

   1. Ajit Desai & Jacob Sharples & Anneke Kosse, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
      • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
      • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.

2. Till Ebner & Thomas Nellen & Jörn Tenhofen, 2021. "The rise of digital watchers," Working Papers 2021-01, Swiss National Bank.

   Cited by:

   1. Agur, Itai & Ari, Anil & Dell’Ariccia, Giovanni, 2022. "Designing central bank digital currencies," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 62-79.
      • Mr. Itai Agur & Mr. Anil Ari & Mr. Giovanni Dell'Ariccia, 2019. "Designing Central Bank Digital Currencies," IMF Working Papers 2019/252, International Monetary Fund.
      • Dell'Ariccia, Giovanni & Agur, Itai & Ari, Anil, 2020. "Designing Central Bank Digital Currencies," CEPR Discussion Papers 15366, C.E.P.R. Discussion Papers.
   2. Jan Krzysztof Solarz & Krzysztof Waliszewski, 2022. "Pandemia COVID‑19 z perspektywy finansów – przenikanie się świata realnego i wirtualnego," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 213-234.

3. Sébastien P. Kraenzlin & Christoph Meyer & Thomas Nellen, 2020. "COVID-19 and regional shifts in Swiss retail payments," Working Papers 2020-15, Swiss National Bank.
   • Sébastien Kraenzlin & Christoph Meyer & Thomas Nellen, 2020. "COVID-19 and regional shifts in Swiss retail payments," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-20, December.

   Cited by:

   1. Agnieszka Huterska & Anna Iwona Piotrowska & Joanna Szalacha-Jarmużek, 2021. "Fear of the COVID-19 Pandemic and Social Distancing as Factors Determining the Change in Consumer Payment Behavior at Retail and Service Outlets," Energies, MDPI, vol. 14(14), pages 1-18, July.
   2. Santiago E. Alvarez & Sarah M. Lein, 2020. "Tracking inflation on a daily basis," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-13, December.
      • Alvarez, Santiago E. & Lein, Sarah M., 2020. "Tracking Inflation on a Daily Basis," Working papers 2020/16, Faculty of Business and Economics - University of Basel.
   3. Kotkowski, Radoslaw & Polasik, Michal, 2021. "COVID-19 pandemic increases the divide between cash and cashless payment users in Europe," Economics Letters, Elsevier, vol. 209(C).
      • Radoslaw Kotkowski & Michal Polasik, 2021. "COVID-19 pandemic increases the divide between cash and cashless payment users in Europe," NBP Working Papers 339, Narodowy Bank Polski.
   4. Anna Iwańczuk-Kaliska & Mirosława Kaczmarek & Grzegorz Kotliński, 2023. "Non-cash retail payments in selected banks during the COVID-19 pandemic – the case of Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 54(3), pages 309-334.
   5. Nicole Jonker & Carin van der Cruijsen & Michiel Bijlsma & Wilko Bolt, 2020. "Pandemic payment patterns," Working Papers 701, DNB.
      • Jonker, Nicole & van der Cruijsen, Carin & Bijlsma, Michiel & Bolt, Wilko, 2022. "Pandemic payment patterns," Journal of Banking & Finance, Elsevier, vol. 143(C).
   6. Daniel Goller & Stefan C. Wolter, 2021. ""Too shocked to search" The COVID-19 shutdowns' impact on the search for apprenticeships," Economics of Education Working Paper Series 0182, University of Zurich, Department of Business Administration (IBW).
      • Daniel Goller & Stefan C. Wolter, 2021. "“Too shocked to search” The COVID-19 shutdowns’ impact on the search for apprenticeships," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-15, December.
      • Daniel Goller & Stefan C. Wolter, 2021. ""Too Shocked to Search" The Covid-19 Shutdowns' Impact on the Search for Apprenticeships," CESifo Working Paper Series 9060, CESifo.
      • Goller, Daniel & Wolter, Stefan C., 2021. ""Too Shocked to Search": The COVID-19 Shutdowns' Impact on the Search for Apprenticeships," IZA Discussion Papers 14345, Institute of Labor Economics (IZA).
   7. Till Ebner & Thomas Nellen & Jörn Tenhofen, 2021. "The rise of digital watchers," Working Papers 2021-01, Swiss National Bank.
   8. Sónia Cabral & Cristina Manteu & Sara Serra & Cátia Silva, 2021. "Consumption expenditure during the COVID-19 pandemic: an analysis based on Portuguese card transaction data," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
   9. Marcus Roller, 2022. "Pre-Crisis Determinants of Tourism Resilience," Diskussionsschriften credresearchpaper39, Universitaet Bern, Departement Volkswirtschaft - CRED.
   10. Florian Eckert & Heiner Mikosch, 2022. "Firm bankruptcies and start-up activity in Switzerland during the COVID-19 crisis," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-25, December.
   11. Monika Bütler, 2022. "Economics and economists during the COVID-19 pandemic: a personal view," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-15, December.
   12. Hiroshi Fujiki, 2025. "Cashless payment methods and COVID-19: evidence from Japanese consumer panel data," The Japanese Economic Review, Springer, vol. 76(1), pages 121-162, January.
   13. Justus Meyer & Federica Teppa, 2023. "Euro area consumers' payment behaviour and banking digitalisation," Working Papers 772, DNB.
   14. Gerhard Fenz & Helmut Stix, 2021. "Monitoring the economy in real time with the weekly OeNB GDP indicator: background, experience and outlook," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20-Q1/, pages 17-40.
   15. Brown, Martin & Fengler, Matthias & Huwyler, Jonas & Koeniger, Winfried & Lalive, Rafael & Rohrkemper, Robert, 2023. "Monitoring Consumption Switzerland: Data, Background, and Use Cases," Economics Working Paper Series 2301, University of St. Gallen, School of Economics and Political Science.
       • Martin Brown & Matthias R. Fengler & Jonas Huwyler & Winfried Koeniger & Rafael Lalive & Robert Rohrkemper, 2023. "Monitoring consumption Switzerland: data, background, and use cases," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-16, December.
   16. Witold Chmielarz & Marek Zborowski & Alicja Fandrejewska & Mesut Atasever, 2021. "Poland–Turkey Comparison of Mobile Payments Quality in Pandemic Time," JRFM, MDPI, vol. 14(9), pages 1-22, September.
   17. Laura Felber & Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
   18. Lucas Marc Fuhrer & Marc-Antoine Ramelet & Jörn Tenhofen, 2020. "Firms' participation in the COVID-19 loan programme," Working Papers 2020-25, Swiss National Bank.
   19. Lucas Marc Fuhrer & Marc-Antoine Ramelet & Jörn Tenhofen, 2021. "Firms’ participation in the Swiss COVID-19 loan programme," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-22, December.

4. Basil Guggenheim & Mario Meichle & Thomas Nellen, 2018. "Confederation debt management since 1970," Working Papers 2018-07, Swiss National Bank.
   • Basil Guggenheim & Mario Meichle & Thomas Nellen, 2019. "Confederation debt management since 1970," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-23, December.

   Cited by:

   1. Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2016. "Securitisation, loan growth and bank funding: the Swiss experience since 1932," Working Papers 2016-18, Swiss National Bank.

5. Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2016. "Securitisation, loan growth and bank funding: the Swiss experience since 1932," Working Papers 2016-18, Swiss National Bank.

   Cited by:

   1. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2017. "Asset encumbrance, bank funding and fragility," ESRB Working Paper Series 52, European Systemic Risk Board.
      • Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman, 2016. "Asset Encumbrance, Bank Funding and Financial Fragility," Staff Working Papers 16-16, Bank of Canada.
      • Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset encumbrance, bank funding and financial fragility," Discussion Papers 17/2016, Deutsche Bundesbank.
      • Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2015. "Safe, or not safe? Covered bonds and Bank Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112875, Verein für Socialpolitik / German Economic Association.
      • Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman & Philip StrahanEditor, 2019. "Asset Encumbrance, Bank Funding, and Fragility," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2422-2455.
      • Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2018. "Asset encumbrance, bank funding and fragility," LSE Research Online Documents on Economics 118919, London School of Economics and Political Science, LSE Library.
   2. Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018. "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 63-87.
      • Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018. "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Staff Reports 848, Federal Reserve Bank of New York.
   3. Adriel Jost, 2017. "Is Monetary Policy Too Complex for the Public? Evidence from the UK," Working Papers 2017-15, Swiss National Bank.

6. Thomas Nellen, 2015. "Collateralised liquidity, two-part tariff and settlement coordination," Working Papers 2015-13, Swiss National Bank.

   Cited by:

   1. Basil Guggenheim & Mario Meichle & Thomas Nellen, 2019. "Confederation debt management since 1970," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-23, December.
      • Basil Guggenheim & Mario Meichle & Thomas Nellen, 2018. "Confederation debt management since 1970," Working Papers 2018-07, Swiss National Bank.
   2. Tomohiro Ota, 2016. "Sequential payments and optimal pricing in payment systems," Annals of Finance, Springer, vol. 12(3), pages 441-463, December.
   3. Nellen, Thomas, 2019. "Intraday liquidity facilities, late settlement fee and coordination," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 124-131.

7. Cyril Monnet & Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
   • Cyril Monnet & Thomas Nellen, 2021. "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 939-970, August.

   Cited by:

   1. Hiroshi FUJIKI, 2016. "Nontraditional Monetary Policy in a Model of Default Risks and Collateral in the Absence of Commitment," Working Papers e104, Tokyo Center for Economic Research.
   2. Abraham Nyebar & Adefemi A. Obalade & Paul-Francois Muzindutsi, 2024. "The Effectiveness of Credit Risk Mitigation Strategies Adopted by Ghanaian Commercial Banks in Agricultural Finance," JRFM, MDPI, vol. 17(9), pages 1-14, August.

8. Sébastien P. Kraenzlin & Thomas Nellen, 2012. "Access policy and money market segmentation," Working Papers 2012-12, Swiss National Bank.
   • Kraenzlin, Sébastien & Nellen, Thomas, 2015. "Access policy and money market segmentation," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.

   Cited by:

   1. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
   2. Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.
      • Fuhrer, Lucas Marc, 2018. "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 1-22.
   3. Basil Guggenheim & Sébastien P. Kraenzlin & Christoph Meyer, 2020. "(In)Efficiencies of current financial market infrastructures - a call for DLT?," Working Papers 2020-24, Swiss National Bank.
   4. Abbassi, Puriya & Bräuning, Falk & Schulze, Niels, 2017. "Bargaining power and outside options in the interbank lending market," Discussion Papers 31/2017, Deutsche Bundesbank.
      • Puriya Abbassi & Falk Bräuning & Niels Schulze, 2021. "Bargaining power and outside options in the interbank lending market," Financial Management, Financial Management Association International, vol. 50(2), pages 553-586, June.
      • Puriya Abbassi & Falk Bräuning & Niels Schulze, 2020. "Bargaining Power and Outside Options in the Interbank Lending Market," Working Papers 20-10, Federal Reserve Bank of Boston.
   5. Berentsen, Aleksander & Kraenzlin, Sébastien & Müller, Benjamin, 2018. "Exit strategies for monetary policy," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 20-40.
      • Aleksander Berentsen & Sébastien Kraenzlin & Benjamin Müller, 2016. "Exit strategies for monetary policy," ECON - Working Papers 241, Department of Economics - University of Zurich, revised Feb 2018.
   6. Silvio Schumacher, 2016. "Networks and lending conditions: Empirical evidence from the Swiss franc money markets," Working Papers 2016-12, Swiss National Bank.
   7. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
      • Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
   8. Lucas Marc Fuhrer & Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021. "Reserve tiering and the interbank market," Working Papers 2021-17, Swiss National Bank.
   9. Fabio Canetg & Daniel Kaufmann, 2019. "Shocking Interest Rate Floors," Diskussionsschriften dp1901, Universitaet Bern, Departement Volkswirtschaft.
      • Fabio Canetg & Daniel Kaufmann, 2019. "Shocking Interest Rate Floors," IRENE Working Papers 19-02, IRENE Institute of Economic Research.
   10. Bank for International Settlements, 2015. "Central bank operating frameworks and collateral markets," CGFS Papers, Bank for International Settlements, number 53.
   11. Raphael Auer & Sebastien Kraenzlin & David Liebeg, 2012. "How Do Austrian Banks Fund Their Swiss Franc Exposure?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 24, pages 54-61.
   12. Basil Guggenheim & Sébastien Kraenzlin & Christoph Meyer, 2022. "(In)efficiencies of current financial market infrastructures: an empirical assessment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-11, December.
   13. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
   14. Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
       • Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2016. "Re‐Use of Collateral in the Repo Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1169-1193, September.

9. Jürg Mägerle & Thomas Nellen, 2011. "Interoperability between central counterparties," Working Papers 2011-12, Swiss National Bank.
   • Jürg Mägerle & Thomas Nellen, . "Interoperability between central counterparties," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.

   Cited by:

   1. Stacey Anderson & Jean-Philippe Dion & Héctor Pérez Saiz, 2013. "To Link or Not To Link? Netting and Exposures Between Central Counterparties," Staff Working Papers 13-6, Bank of Canada.
   2. Alexander, Carol & Kaeck, Andreas & Sumawong, Anannit, 2019. "A parsimonious parametric model for generating margin requirements for futures," European Journal of Operational Research, Elsevier, vol. 273(1), pages 31-43.
   3. Cyril Monnet & Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
      • Cyril Monnet & Thomas Nellen, 2021. "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 939-970, August.
   4. Xiaobing Feng & Haibo Hu, 2016. "CCP interoperability and system stability," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 27(03), pages 1-18, March.
   5. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
      • Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
   6. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
   7. Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.
   8. Darrell Duffie & Haoxiang Zhu, 2011. "Does a Central Clearing Counterparty Reduce Counterparty Risk?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 74-95.

10. Sébastien P. Kraenzlin & Thomas Nellen, 2010. "Daytime is money," Working Papers 2010-06, Swiss National Bank.
    • S√Âbastien Kraenzlin & Thomas Nellen, 2010. "Daytime Is Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.
    • Sébastien Kraenzlin & Thomas Nellen, 2010. "Daytime Is Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.

    Cited by:

    1. Thomas Nellen, 2015. "Collateralised liquidity, two-part tariff and settlement coordination," Working Papers 2015-13, Swiss National Bank.
    2. Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.
       • Fuhrer, Lucas Marc, 2018. "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 1-22.
    3. Berentsen, Aleksander & Kraenzlin, Sébastien & Müller, Benjamin, 2018. "Exit strategies for monetary policy," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 20-40.
       • Aleksander Berentsen & Sébastien Kraenzlin & Benjamin Müller, 2016. "Exit strategies for monetary policy," ECON - Working Papers 241, Department of Economics - University of Zurich, revised Feb 2018.
    4. Robert Oleschak & Thomas Nellen, 2013. "Does SIC need a heart pacemaker?," Working Papers 2013-10, Swiss National Bank.
    5. Jurgilas, Marius & Zikes, Filip, 2012. "Implicit intraday interest rate in the UK unsecured overnight money market," Bank of England working papers 447, Bank of England.
       • Marius Jurgilas & Filip Zikes, 2013. "Implicit intraday interest rate in the UK unsecured overnight money market," Working Paper 2013/09, Norges Bank.
    6. Puriya Abbassi & Falko Fecht & Johannes Tischer, 2017. "Variations in Market Liquidity and the Intraday Interest Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 733-765, June.
    7. Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019. "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    8. Jurgilas, Marius & Žikeš, Filip, 2014. "Implicit intraday interest rate in the UK unsecured overnight money market," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 232-254.
    9. Tomohiro Ota, 2016. "Sequential payments and optimal pricing in payment systems," Annals of Finance, Springer, vol. 12(3), pages 441-463, December.
    10. Nellen, Thomas, 2019. "Intraday liquidity facilities, late settlement fee and coordination," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 124-131.
    11. Christian Pfister, 2018. "(Real-)Time Is Money," Working papers 675, Banque de France.
    12. Maddaloni, Giuseppe, 2015. "Liquidity risk and policy options," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 514-527.
    13. Biliana Alexandrova Kabadjova & Anton Badev & Saulo Benchimol Bastos & Evangelos Benos & Freddy Cepeda- Lopéz & James Chapman & Martin Diehl & Ioana Duca-Radu & Rodney Garratt & Ronald Heijmans & Anne, 2023. "Intraday liquidity around the world," BIS Working Papers 1089, Bank for International Settlements.
    14. Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.

Articles

1. Cyril Monnet & Thomas Nellen, 2021. "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 939-970, August.
   • Cyril Monnet & Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
   See citations under working paper version above.
2. Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2021. "Covered bonds, loan growth and bank funding: The Swiss experience since 1932," International Finance, Wiley Blackwell, vol. 24(1), pages 77-94, April.

   Cited by:

   1. Andreas Fuster & David O. Lucca & James Vickery, 2025. "Mortgage-Backed Securities," Working Papers 25-10, Federal Reserve Bank of Philadelphia.
      • Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
      • Andreas Fuster & David Lucca & James Vickery, 2023. "Mortgage-backed securities," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 15, pages 331-357, Edward Elgar Publishing.
      • Fuster, Andreas & Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
      • Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.

3. Sébastien Kraenzlin & Christoph Meyer & Thomas Nellen, 2020. "COVID-19 and regional shifts in Swiss retail payments," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-20, December.
   • Sébastien P. Kraenzlin & Christoph Meyer & Thomas Nellen, 2020. "COVID-19 and regional shifts in Swiss retail payments," Working Papers 2020-15, Swiss National Bank.
   See citations under working paper version above.
4. Basil Guggenheim & Mario Meichle & Thomas Nellen, 2019. "Confederation debt management since 1970," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-23, December.
   • Basil Guggenheim & Mario Meichle & Thomas Nellen, 2018. "Confederation debt management since 1970," Working Papers 2018-07, Swiss National Bank.
   See citations under working paper version above.
5. Nellen, Thomas, 2019. "Intraday liquidity facilities, late settlement fee and coordination," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 124-131.

   Cited by:

   1. Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022. "How Abundant Are Reserves? Evidence from the Wholesale Payment System," Staff Reports 1040, Federal Reserve Bank of New York.
      • Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022. "How abundant are reserves? Evidence from the wholesale payment system," BIS Working Papers 1053, Bank for International Settlements.
      • Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022. "How Abundant Are Reserves? Evidence from the Wholesale Payment System," NBER Working Papers 30736, National Bureau of Economic Research, Inc.
      • Afonso, Gara & Duffie, Darrell & Rigon, Lorenzo & Shin, Hyun Song, 2022. "How Abundant Are Reserves? Evidence from the Wholesale Payment System," Research Papers 4062, Stanford University, Graduate School of Business.
   2. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
   3. Son, Bumho & Jang, Huisu, 2023. "Economics of blockchain-based securities settlement," Research in International Business and Finance, Elsevier, vol. 64(C).
   4. Biliana Alexandrova Kabadjova & Anton Badev & Saulo Benchimol Bastos & Evangelos Benos & Freddy Cepeda- Lopéz & James Chapman & Martin Diehl & Ioana Duca-Radu & Rodney Garratt & Ronald Heijmans & Anne, 2023. "Intraday liquidity around the world," BIS Working Papers 1089, Bank for International Settlements.

6. Kraenzlin, Sébastien & Nellen, Thomas, 2015. "Access policy and money market segmentation," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.
   • Sébastien P. Kraenzlin & Thomas Nellen, 2012. "Access policy and money market segmentation," Working Papers 2012-12, Swiss National Bank.
   See citations under working paper version above.
7. S√Âbastien Kraenzlin & Thomas Nellen, 2010. "Daytime Is Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.
   • Sébastien Kraenzlin & Thomas Nellen, 2010. "Daytime Is Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.
   • Sébastien P. Kraenzlin & Thomas Nellen, 2010. "Daytime is money," Working Papers 2010-06, Swiss National Bank.
   See citations under working paper version above.
8. Jürg Mägerle & Thomas Nellen, . "Interoperability between central counterparties," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
   • Jürg Mägerle & Thomas Nellen, 2011. "Interoperability between central counterparties," Working Papers 2011-12, Swiss National Bank.
   See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 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-MAC: Macroeconomics (9) 2010-07-17 2011-04-09 2011-11-21 2012-11-03 2015-12-28 2017-01-01 2018-06-11 2020-09-14 2021-01-18. Author is listed
2. NEP-PAY: Payment Systems and Financial Technology (4) 2020-09-14 2021-01-18 2023-05-01 2024-03-18
3. NEP-BAN: Banking (2) 2020-09-14 2023-05-01
4. NEP-CBA: Central Banking (2) 2011-04-09 2012-11-03
5. NEP-HIS: Business, Economic and Financial History (2) 2017-01-01 2018-06-11
6. NEP-MON: Monetary Economics (2) 2011-04-09 2023-05-01
7. NEP-ACC: Accounting and Auditing (1) 2017-01-01
8. NEP-CMP: Computational Economics (1) 2013-11-16
9. NEP-CTA: Contract Theory and Applications (1) 2014-11-22
10. NEP-DCM: Discrete Choice Models (1) 2024-03-18
11. NEP-EEC: European Economics (1) 2012-11-03
12. NEP-ICT: Information and Communication Technologies (1) 2021-01-18
13. NEP-ORE: Operations Research (1) 2021-01-18
14. NEP-URE: Urban and Real Estate Economics (1) 2020-09-14

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