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Why the Marginal MRO Rate Exceeds the ECB Policy Rate?
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An Evaluation of Growth Cycles Using Wavelet Analysis (2007)How Hard is the Euro Area Cor…Labour taxation and shock propagation in a New Keynesian model with search frictions (2006)Labour taxation and shock pro…Contagion and interdependence: Measuring CEE banking sector co-movements (2006)Contagion and interdependence…Announcement Effects on Exchange Rate Movements: Continuity as a Selection Criterion among the REE (2006)Announcement Effects on Excha…The Determinants of the Overnight Interest Rate in the Euro Area (2004)The Determinants of the Overn…How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence (2004)How Does the ECB Allot Liquid…Banks' Participation in the Eurosystem Auctions and Money Market Integration (2003)Banks' Participation in the E…A Model of the open Market Operations of the European Central Bank (2003)A Model of the open Market Op…The Daily Market for Federal Funds (1996)The Daily Market for Federal …ARCH modeling in finance (1992)The identification of monetary policy disturbances explaining the liquidity puzzle (1995)Monetary Theory and Policy (1999)What Drives China's Interbank Market? 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References

  • 1996The Daily Market for Federal Funds426 cited
  • 2007The cyclical behaviour of European bank capital buffers382 cited
  • 2008Why Do Bank Runs Look Like Panic? A New Explanation67 cited
  • 2003A Model of the open Market Operations of the European Central Bank61 cited
  • 2006Contagion and interdependence: Measuring CEE banking sector co-movements56 cited
  • 2004The Determinants of the Overnight Interest Rate in the Euro Area53 cited
  • 2009The effect of a transaction tax on exchange rate volatility45 cited
  • 2007Policy words and policy deeds: the ECB and the euro42 cited
  • 2003Banks' Participation in the Eurosystem Auctions and Money Market Integration32 cited
  • 2006Announcement Effects on Exchange Rate Movements: Continuity as a Selection Criterion among the REE31 cited
  • 2007Money market volatility – A simulation study26 cited
  • 2007How Hard is the Euro Area Core? An Evaluation of Growth Cycles Using Wavelet Analysis25 cited
  • 2004How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence22 cited
  • 2007Labour Taxation and Shock Propagation in a New Keynesian Model with Search Frictions18 cited
  • 2007Open Market Operations: Beyond the New Consensus

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18 cited
  • 2006Labour taxation and shock propagation in a New Keynesian model with search frictions16 cited
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