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How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence
5 references·0 citing·22 second hop
How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence (2004)How Does the ECB Allot Liquidity in its W…The Microstructure of the Euro Money Market (2003)The Microstructure of the Eur…A Model of the open Market Operations of the European Central Bank (2003)A Model of the open Market Op…Identifying the Liquidity Effect at the Daily Frequency (2001)Identifying the Liquidity Eff…Expectations, Open Market Operations, and Changes in the Federal Funds Rate (2001)Expectations, Open Market Ope…The Daily Market for Federal Funds (1996)The Daily Market for Federal …The federal funds rate and the channels of monetary transmission (1989)The Role of Monetary Policy (1995)Interest and Prices (2004)The Determinants of the Overnight Interest Rate in the Euro Area (2004)The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency (2006)Monetary policy: Why money matters (and interest rates don’t) (2014)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)The Response of Term Rates to Fed Announcements (2004)The making of US monetary policy: Central bank transparency and the neoliberal dilemma (2007)A Black Swan in the Money Market (2008)Inflation and Reputation (1985)Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)ASSET AUCTIONS, INFORMATION, AND LIQUIDITY (2010)Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (2010)The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk (2011)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)Lending relationships in the interbank market (2008)Liquidity in Asset Markets With Search Frictions (2009)Multiple Unit Auctions and Short Squeezes (2003)Developing Statistical Indicators of the Integration of the Euro Area Banking System (2004)Trading European Sovereign Bonds: The Microstructure of the Mts Trading Platforms (2005)
this work references cited by second hop

References

  • 1996The Daily Market for Federal Funds426 cited
  • 2001Expectations, Open Market Operations, and Changes in the Federal Funds Rate102 cited
  • 2001Identifying the Liquidity Effect at the Daily Frequency62 cited
  • 2003The Microstructure of the Euro Money Market62 cited
  • 2003A Model of the open Market Operations of the European Central Bank61 cited

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