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A Comprehensive Model on the Euro Overnight Rate
0 references·16 citing·49 second hopsampled
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  • 2020Does the lack of financial stability impair the transmission of monetary policy?86 cited
  • 2011The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk59 cited
  • 2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach57 cited
  • 2006The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread55 cited
  • 2004The Determinants of the Overnight Interest Rate in the Euro Area53 cited
  • 2012The Use of the Eurosystem's Monetary Policy Instruments and Operational Framework since 200952 cited
  • 2008On the persistence of the Eonia spread51 cited
  • 2010Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework37 cited
  • 2007Volatility transmission in the European money market36 cited
  • 2010Implementation of Monetary Policy32 cited
  • 2007Interest rate dispersion and volatility in the market for daily funds32 cited
  • 2016Purchasing power parity and real exchange rate in Central Eastern European countries22 cited
  • 2005Over- and Underbidding in Central Bank Open Market Operations Conducted as Fixed Rate Tender19 cited
  • 2013

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Determinants of the EONIA Spread and the Financial Crisis
18 cited
  • 2008Optimal allotment policy in central bank open market operations118 cited
  • 2010Monetary policy implementation and overnight rate persistence18 cited