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Over- and Underbidding in Central Bank Open Market Operations Conducted as Fixed Rate Tender
10 references·2 citing·39 second hop
Over- and Underbidding in Central Bank Open Market Operations Conducted as Fixed Rate Tender (2005)Over- and Underbidding in Central Bank Op…Monetary Policy Implementation (2004)Monetary Policy ImplementationThe Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle* (2003)The Repo Auctions of the Euro…A Model of the open Market Operations of the European Central Bank (2003)A Model of the open Market Op…A Comprehensive Model on the Euro Overnight Rate (2003)A Comprehensive Model on the …Fixed Rate Tenders and the Overnight Money Market Equilibrium (2002)Fixed Rate Tenders and the Ov…Day-to-Day Monetary Policy and the Volatility of the Federal Funds Rate (2002)Day-to-Day Monetary Policy an…Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank (2001)Why did the banks overbid? An…The ECB monetary policy strategy and the money market (2001)The ECB monetary policy strat…European Central Bank operations: experimental investigation of the fixed rate tender (2001)European Central Bank operati…The Daily Market for Funds in Europe: Has Something Changed with the Emu? (2000)The Daily Market for Funds in…Monetary Policy and Bank Liquidity Creation: Does Bank Size Matter? (2021)Monetary Policy and Bank Liqu…Open Market Operations and Financial Markets (2007)Open Market Operations and Fi…How Auctions Reveal Information: A Case Study on German REPO Rates (1997)Banks’ demand for reserves when future monetary policy is uncertain (1998)The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data (2001)The Microstructure of the Euro Money Market (2001)Banks' Participation in the Eurosystem Auctions and Money Market Integration (2003)The Handbook of Experimental Economics (1995)Law and Finance (1996)Legal Determinants of External Finance (1997)The microstructure of the euro money market (2001)Monetary Policy Announcements and Money Markets: A Transatlantic Perspective (2003)Forecasting Government Bond Yields with Neural Networks Considering Cointegration (2015)The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability (1988)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Daily Market for Federal Funds (1996)Money market operations and short-term interest rate volatility in the United Kingdom (2003)Interest rates and the conduct of monetary policy (1991)Estimating continuous-time stochastic volatility models of the short-term interest rate (1997)The overnight interbank market: Evidence from the G-7 and the Euro zone (2003)The Response of Term Rates to Fed Announcements (2004)Liquidity regulation and the implementation of monetary policy (2017)Inflation and Reputation (1985)Auctions of Divisible Goods: On the Rationale for the Treasury Experiment (1993)ASSET AUCTIONS, INFORMATION, AND LIQUIDITY (2010)Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week (1986)Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model (2007)Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool (2012)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Econometric Analysis of Cross Section and Panel Data (2001)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)The interrelationship between bank capital and liquidity creation: A non-linear perspective from the Asia-Pacific region (2023)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)Does the lack of financial stability impair the transmission of monetary policy? (2020)Multiple equilibrium overnight rates in a dynamic interbank market game (2005)Cross-Country Differences in Monetary Policy Execution and Money Market Rates' Volatility (2006)Volatility of interest rates in the euro area: Evidence from high frequency data (2006)Repo Auctions and the Market for Liquidity (2009)Bagehot for beginners: the making of lender‐of‐last‐resort operations in the mid‐nineteenth century1 (2011)How central bankers learned to love financialization: The Fed, the Bank, and the enlisting of unfettered markets in the conduct of monetary policy (2019)
this work references cited by second hop

References

  • 2004Monetary Policy Implementation136 cited
  • 2002Day-to-Day Monetary Policy and the Volatility of the Federal Funds Rate95 cited
  • 2001The ECB monetary policy strategy and the money market84 cited
  • 2003A Model of the open Market Operations of the European Central Bank61 cited
  • 2003A Comprehensive Model on the Euro Overnight Rate61 cited
  • 2003The Repo Auctions of the European Central Bank and the Vanishing Quota Puzzle*42 cited
  • 2001Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank28 cited
  • 2000The Daily Market for Funds in Europe: Has Something Changed with the Emu?28 cited
  • 2002Fixed Rate Tenders and the Overnight Money Market Equilibrium25 cited
  • 2001European Central Bank operations: experimental investigation of the fixed rate tender24 cited

Cited by

  • 2021Monetary Policy and Bank Liquidity Creation: Does Bank Size Matter?31 cited
  • 2007Open Market Operations and Financial Markets17 cited

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