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On the persistence of the Eonia spread

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References

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2006The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread55 cited

Cited by

2011The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk59 cited
2009Detecting changes from short to long memory35 cited
2009Declining valuations and equilibrium bidding in central bank refinancing operations28 cited
2008What Explains the Spread between the Euro Overnight Rate and the ECB's Policy Rate?25 cited
2011Monetary policy implementation and overnight rate persistence21 cited
2013Determinants of the EONIA Spread and the Financial Crisis18 cited

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2010Monetary policy implementation and overnight rate persistence18 cited

2011An Assessment of Monetary Policy Effectiveness in POLONIA Rate Stabilization During Financial Crisis15 cited

2009Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area10 cited

2015POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland9 cited