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Volatility transmission in the European money market
12 references·7 citing·41 second hop
Volatility transmission in the European money market (2007)Volatility transmission in the European m…Monetary Policy Implementation (2008)Monetary Policy ImplementationWhen Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us (2006)When Did the FOMC Begin Targe…The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread (2006)The dynamic relationship betw…The Daily Market for Funds in Europe: What Has Changed with the EMU? (2006)The Daily Market for Funds in…Interest rate corridors and reserves (2006)Interest rate corridors and r…When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us (2004)When Did the FOMC Begin Targe…Monetary Policy Implementation (2004)Monetary Policy ImplementationStanding Facilities and Interbank Borrowing: Evidence from the Federal Reserve's New Discount Window (2003)Standing Facilities and Inter…A Comprehensive Model on the Euro Overnight Rate (2003)A Comprehensive Model on the …The ECB monetary policy strategy and the money market (2001)The ECB monetary policy strat…How Auctions Reveal Information: A Case Study on German REPO Rates (1997)How Auctions Reveal Informati…The Daily Market for Federal Funds (1996)The Daily Market for Federal …The kidnapping of Europe: High-order moments' transmission between developed and emerging markets (2017)The kidnapping of Europe: Hig…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…Monetary policy implementation and overnight rate persistence (2011)Monetary policy implementatio…Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates (2010)Monetary transmission right f…Monetary policy implementation and overnight rate persistence (2010)Monetary policy implementatio…Gradualism, Transparency and the Improved Operational Framework: A Look at the Overnight Volatility Transmission (2009)Gradualism, Transparency and …What Explains the Spread between the Euro Overnight Rate and the ECB's Policy Rate? 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this work references cited by second hop

References

  • 1996The Daily Market for Federal Funds426 cited
  • 2006Interest rate corridors and reserves157 cited
  • 2004Monetary Policy Implementation136 cited
  • 2006The Daily Market for Funds in Europe: What Has Changed with the EMU?107 cited
  • 2003Standing Facilities and Interbank Borrowing: Evidence from the Federal Reserve's New Discount Window96 cited
  • 2001The ECB monetary policy strategy and the money market84 cited
  • 2006When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us77 cited
  • 2003A Comprehensive Model on the Euro Overnight Rate61 cited
  • 2006The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread55 cited
  • 2004When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us45 cited
  • 2008Monetary Policy Implementation41 cited
  • 1997How Auctions Reveal Information: A Case Study on German REPO Rates37 cited

Cited by

  • 2011The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk59 cited
  • 2017The kidnapping of Europe: High-order moments' transmission between developed and emerging markets42 cited
  • 2010

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Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates
36 cited
  • 2009Gradualism, Transparency and the Improved Operational Framework: A Look at the Overnight Volatility Transmission31 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
  • 2010Monetary policy implementation and overnight rate persistence18 cited