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Excess liquidity and the money market in the euro area
16 references·0 citing·51 second hopsampled
Excess liquidity and the money market in the euro area (2015)Excess liquidity and the money market in …Liquidity hoarding and interbank market rates: The role of counterparty risk (2015)Liquidity hoarding and interb…The ECB’s Experience of Monetary Policy in a Financially Fragmented Euro Area (2014)The ECB’s Experience of Monet…Quantifying preferential trading in the e-MID interbank market (2014)Quantifying preferential trad…The Interplay of Economic Reforms and Monetary Policy: The Case of the Eurozone* (2012)The Interplay of Economic Ref…Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis (2012)Precautionary Hoarding of Liq…The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk (2011)The EONIA spread before and d…Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis (2011)Stressed, Not Frozen: The Fed…Precautionary Reserves and the Interbank Market (2011)Precautionary Reserves and th…Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework (2010)Euro Money Market Interest Ra…Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Liquidity Hoarding and Interb…The Interday and Intraday Patterns of the Overnight Market: Evidence from an Electronic Platform (2008)The Interday and Intraday Pat…Volatility transmission in the European money market (2007)Volatility transmission in th…Volatility in the Euro area money market: effects from the monetary policy operational framework (2007)Volatility in the Euro area m…The Efficient Market Hypothesis and Identification in Structural VARs (2004)The Efficient Market Hypothes…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Are Banks Risk Averse? 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What About You?” (2014)Strengthening the European Commission's budgetary and economic surveillance capacity since Greece and the euro area crisis: a study of five Directorates-General (2015)Multivariate Stochastic Variance Models (1994)The Daily Market for Federal Funds (1996)The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate (2008)A SINGLE COMPOSITE FINANCIAL STRESS INDICATOR AND ITS REAL IMPACT IN THE EURO AREA (2013)Central bank collateral frameworks (2016)The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs (2019)Preference shocks, liquidity, and central bank policy (1987)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Collective Risk Management in a Flight to Quality Episode (2007)Delayed Expected Loss Recognition and the Risk Profile of Banks (2015)Economic policy uncertainty and bank liquidity hoarding (2020)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Determinants of corporate borrowing (1977)Illiquidity and All Its Friends (2011)Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel (2016)Evaluating the information in the federal reserve stress tests (2016)Measuring Liquidity Mismatch in the Banking Sector (2017)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis471 cited
  • 2012Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis354 cited
  • 2009Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk261 cited
  • 2015Liquidity hoarding and interbank market rates: The role of counterparty risk236 cited
  • 2011Precautionary Reserves and the Interbank Market193 cited
  • 2000Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market149 cited
  • 2012The Interplay of Economic Reforms and Monetary Policy: The Case of the Eurozone*101 cited
  • 2014Quantifying preferential trading in the e-MID interbank market71 cited
  • 2011The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk59 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
  • 2008The Interday and Intraday Patterns of the Overnight Market: Evidence from an Electronic Platform33 cited
  • 2007Volatility in the Euro area money market: effects from the monetary policy operational framework

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31 cited
  • 2014The ECB’s Experience of Monetary Policy in a Financially Fragmented Euro Area25 cited
  • 2004The Efficient Market Hypothesis and Identification in Structural VARs12 cited
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