Kleopatra Nikolaou - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2010 | 2009 | 2006

Title Other author(s)

Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-064, 04.07.2016)

JEL: E58, G12, G24

Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-112, 13.04.2015)

JEL: E58, G12, G21

Funding liquidity risk: definition and measurement

Bank for International Settlements Working papers [View] (Paper: 316, 12.07.2010)

JEL: E58, G21

The forecasting power of internal yield curve linkages

European Central Bank Working papers [View] (Paper: 1044, 28.04.2009)

JEL: F31

Funding liquidity risk: definition and measurement

European Central Bank Working papers [View] (Paper: 1024, 06.03.2009)

JEL: E58, G21

Liquidity (risk) concepts: definitions and interactions

European Central Bank Working papers [View] (Paper: 1008, 19.02.2009)

JEL: G10, G20

The behaviour of the real exchange rate: evidence from regression quantiles

European Central Bank Working papers [View] (Paper: 0667, 18.08.2006)

JEL: F31

Papers by year: All | 2016 | 2015 | 2010 | 2009 | 2006