Nuno Cassola - Central Bank Research Hub

Papers by year: All | 2016 | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2004 | 2003

Title Other author(s)

The Collateral Channel of Open Market Operations

Bank of France Working Papers [View] (Paper: 593, 23.05.2016)

JEL: E52, E58, F36, G01

The collateral channel of open market operations

European Central Bank Working papers [View] (Paper: 1906, 17.05.2016)

JEL: E52, E58, F36, G01

Euro money market spreads during the 2007-? financial crisis

European Central Bank Working papers [View] (Paper: 1437, 25.05.2012)

JEL: C32, E43, E58, G15

The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds,

European Central Bank Working papers [View] (Paper: 1374, 25.08.2011)

The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times,

European Central Bank Working papers [View] (Paper: 1247, 01.10.2010)

JEL: E44, E52, G21

Modelling short-term interest rate spreads in the euro money market

European Central Bank Working papers [View] (Paper: 0982, 23.12.2008)

JEL: C32, E43, E50, E58, G15

Modeling Short-Term Interest Rate Spreads in the Euro Money Market

IJCB International Journal of Central Banking [View] (Paper: 08q4a1, 17.12.2008)

JEL: C32, E43, E50, E58, G15

The reserve fulfilment path of euro area commercial banks: empirical testing using panel data

European Central Bank Working papers [View] (Paper: 0869, 25.02.2008)

JEL: C23, E4, E5, G2

Structural econometric approach to bidding in the main refinancing operations of the Eurosystem

European Central Bank Working papers [View] (Paper: 0793, 17.08.2007)

Manipulation in Money Markets

IJCB International Journal of Central Banking [View] (Paper: 07q1a4, 01.03.2007)

JEL: D84, E52

Comovements in volatility in the euro money market (forthcoming)

European Central Bank Working papers [View] (Paper: 0703, 23.12.2006)

Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations

Bank of France Working Papers [View] (Paper: Nr 151, 24.08.2006)

JEL: D44, E52

Sporadic manipulation in money markets with central bank standing facilities

European Central Bank Working papers [View] (Paper: 0399, 02.11.2004)

JEL: D84, E52

Liquidity, information, and the overnight rate

European Central Bank Working papers [View] (Paper: 0378, 28.07.2004)

JEL: E52, G14, G21

Optimal allotment policy in the Eurosystem's main refinancing operations

European Central Bank Working papers [View] (Paper: 0295, 13.04.2004)

JEL: E43, E52

Volatility of interest rates in the euro area: evidence from high frequency data

European Central Bank Working papers [View] (Paper: 0235, 23.06.2003)

Monetary policy and the stock market in the euro area

European Central Bank Working papers [View] (Paper: 0119, 02.04.2003)

Papers by year: All | 2016 | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2004 | 2003