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A Comprehensive Model on the Euro Overnight Rate · Study

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PreprintA Comprehensive Model on the Euro Overnight Rate

Flemming Reinhardt Würtz2003

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Preprintgreen2003

A Comprehensive Model on the Euro Overnight Rate

Flemming Reinhardt Würtz

61 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Banking stability, regulation, efficiency European Monetary and Fiscal Policies

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2020Does the lack of financial stability impair the transmission of monetary policy?2011The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk 2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 2006The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread 2004The Determinants of the Overnight Interest Rate in the Euro Area 2012The Use of the Eurosystem's Monetary Policy Instruments and Operational Framework since 2009 2008On the persistence of the Eonia spread 2010Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations61

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.376231

openalex_workW1526749189

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