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The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area
16 references·0 citing·44 second hop
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited
  • 1996The Daily Market for Federal Funds426 cited
  • 1995The macroeconomic implications of capital adequacy requirements for banks319 cited
  • 1992Recursive Estimation in Cointegrated VAR-Models267 cited
  • 2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited
  • 2002A computational model of banks’ optimal reserve management policy78 cited
  • 2000Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate71 cited
  • 2001Banks’ reserve management, transaction costs, and the timing of Federal Reserve intervention71 cited
  • 1998Interbank Payments and the Daily Federal Funds Rate62 cited
  • 2003A Model of the open Market Operations of the European Central Bank61 cited
  • 2003The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*42 cited
  • 2003Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations35 cited
  • 2001Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank

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28 cited
  • 2002Fixed Rate Tenders and the Overnight Money Market Equilibrium25 cited
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