Alain Durré
(Alain Durre)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016.
"Bank interest rate setting in the euro area during the Great Recession,"
Working Paper Series
1965, European Central Bank.
Cited by:
- Francesco Paolo Mongelli & Gonzalo Camba-Mendez, 2018. "The Financial Crisis and Policy Responses in Europe (2007–2018)," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(4), pages 531-558, December.
- Helen Louri & Petros M. Migiakis, 2019. "Bank lending margins in the euro area: Funding conditions, fragmentation and ECB's policies," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 482-505, October.
- Camba-Méndez, Gonzalo & Mongelli, Francesco Paolo, 2021.
"Risk aversion and bank loan pricing,"
Working Paper Series
2514, European Central Bank.
- Camba-Mendez, Gonzalo & Mongelli, Francesco Paolo, 2021. "Risk aversion and bank loan pricing," Economics Letters, Elsevier, vol. 200(C).
- Bredl Sebastian, 2022.
"The Role of Non-performing Loans for Bank Lending Rates,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(2), pages 223-276, April.
- Bredl, Sebastian, 2018. "The role of non-performing loans for bank lending rates," Discussion Papers 52/2018, Deutsche Bundesbank.
- Renaud Beaupain & Alain Durré, 2016.
"Excess liquidity and the money market in the euro area,"
Post-Print
hal-01562984, HAL.
- Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
Cited by:
- Lucas Marc Fuhrer, 2017.
"Liquidity in the Repo Market,"
Working Papers
2017-06, Swiss National Bank.
- Fuhrer, Lucas Marc, 2018. "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 1-22.
- Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
- Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2023.
"Unconventional monetary policies and credit co-movement in the Eurozone,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Yacoub Sleibi & Fabrizio Casalin & Giorgio Fazio, 2023. "Unconventional monetary policies and credit co-movement in the Eurozone," Post-Print hal-04272224, HAL.
- Mr. Bernard J Laurens & Mr. Kelly Eckhold & Mr. Darryl King & Mr. Nils O Maehle & Abdul Naseer & Alain Durré, 2015.
"The Journey to Inflation Targeting: Easier Said than Done The Case for Transitional Arrangements along the Road,"
IMF Working Papers
2015/136, International Monetary Fund.
Cited by:
- Kady Keita & Camelia Turcu, 2019. "How to limit fiscal procyclicality: the role of exchange rate regimes, fiscal rules and institutions," Working Papers 2019.01, International Network for Economic Research - INFER.
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Faisal Rachman, 2016. "Is Inflation Target Announced by Bank Indonesia the Most Accurate Inflation Forecast?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 62, pages 98-120, August.
- Cabral,Rene & Carneiro,Francisco Galrao & Mollick,Andre Varella, 2016.
"Inflation targeting and exchange rate volatility in emerging markets,"
Policy Research Working Paper Series
7712, The World Bank.
- René Cabral & Francisco G. Carneiro & André Varella Mollick, 2020. "Inflation targeting and exchange rate volatility in emerging markets," Empirical Economics, Springer, vol. 58(2), pages 605-626, February.
- Pami Dua, 2023.
"Monetary Policy Framework in India,"
Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 39-72,
Springer.
- Pami Dua, 0. "Monetary policy framework in India," Indian Economic Review, Springer, vol. 0, pages 1-38.
- Pami Dua, 2020. "Monetary policy framework in India," Indian Economic Review, Springer, vol. 55(1), pages 117-154, June.
- Mr. Romain M Veyrune & Shaoyu Guo, 2019. "Autonomous Factor Forecast Quality: The Case of the Eurosystem," IMF Working Papers 2019/296, International Monetary Fund.
- International Monetary Fund, 2016. "Asean-5 Cluster Report: Evolution of Monetary Policy Frameworks," IMF Staff Country Reports 2016/176, International Monetary Fund.
- Mariam El Hamiani Khatat, 2016. "Monetary Policy in the Presence of Islamic Banking," IMF Working Papers 2016/072, International Monetary Fund.
- Zhandos Ybrayev, 2017. "The Prospect Of Inflation Targeting In Kazakhstan," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 5(1), pages 33-48.
- Mr. Nils O Maehle, 2020. "Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks," IMF Working Papers 2020/026, International Monetary Fund.
- Helena Glebocki Keefe & Hedieh Shadmani, 2020. "Examining the asymmetric monetary policy response to foreign exchange market conditions in emerging and developing economies," International Economics and Economic Policy, Springer, vol. 17(2), pages 503-530, May.
- V. Brousseau & Alexandre Chailloux & Alain Durré, 2013.
"Fixing the Fixings: What Road to a More Representative Money Market Benchmark?,"
IMF Working Papers
2013/131, International Monetary Fund.
Cited by:
- Mr. Divya Kirti, 2017.
"What Are Reference Rates For?,"
IMF Working Papers
2017/013, International Monetary Fund.
- Kirti, Divya, 2022. "What are reference rates for?," Journal of Banking & Finance, Elsevier, vol. 144(C).
- Mielus Piotr, 2019. "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(1), pages 51-73, March.
- Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
- Rodríguez-López, Araceli & Fernández-Abascal, Hermenegildo & Maté-García, Jorge-Julio & Rodríguez-Fernández, José-Miguel & Rojo-García, José-Luis & Sanz-Gómez, José-Antonio, 2021. "Evaluating Euribor Manipulation: Effects on Mortgage Borrowers," Finance Research Letters, Elsevier, vol. 40(C).
- Heung Soon Jung & Dong Jin Lee & Tae Hyo Gwon & Se Jin Yun, 2015. "Reference Rates and Monetary Policy Effectiveness in Korea," Working Papers 2015-27, Economic Research Institute, Bank of Korea.
- Piotr Mielus, 2016. "Dylematy reformy indeksów rynku finansowego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 91-114.
- Mielus Piotr & Mironczuk Tomasz & Zamojska Anna, 2016. "Basis Risk and Net Interest Income of Banks," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 40-59, December.
- Mr. Divya Kirti, 2017.
"What Are Reference Rates For?,"
IMF Working Papers
2017/013, International Monetary Fund.
- DREZE, Jacques & DURRE, Alain, 2013.
"Fiscal integration and growth stimulation in Europe,"
LIDAM Discussion Papers CORE
2013013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jacques Drèze & Alain Durré & Jacques Drèze & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Recherches économiques de Louvain, De Boeck Université, vol. 80(2), pages 5-45.
- Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.
Cited by:
- Jorg Bibow, 2013.
"Lost at Sea: The Euro Needs a Euro Treasury,"
Economics Working Paper Archive
wp_780, Levy Economics Institute.
- Jörg Bibow, 2013. "Lost at Sea:The Euro Needs a Euro Treasury," FMG Special Papers sp227, Financial Markets Group.
- Jörg Bibow, 2013. "Lost at Sea: The Euro Needs a Euro Treasury," IMK Studies 35-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Brousseau, Vincent & Durré, Alain, 2013.
"Interest rate volatility: a consol rate-based measure,"
Working Paper Series
1505, European Central Bank.
Cited by:
- Emel Siklar & Ilyas Siklar, 2021. "Time Series Dynamics of Short Term Interest Rates in Turkey," Business and Economic Research, Macrothink Institute, vol. 11(1), pages 92-108, March.
- R. Beaupain & A. Durre, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Post-Print
hal-00840147, HAL.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Dionne, Georges & Maalaoui Chun, Olfa, 2013.
"Default and liquidity regimes in the bond market during the 2002-2012 period,"
Working Papers
13-4, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche 1322, CIRPEE.
- Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
- Cimini, Riccardo, 2015. "Eurozone network “Connectedness” after fiscal year 2008," Finance Research Letters, Elsevier, vol. 14(C), pages 160-166.
- Georges Dionne & Olfa Maalaoui Chun, 2013. "Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(4), pages 1160-1195, November.
- Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
- Ana Lamo, 2013. "Firms’ adjustment during times of crisis," Research Bulletin, European Central Bank, vol. 18, pages 9-11.
- Lucas Marc Fuhrer, 2017.
"Liquidity in the Repo Market,"
Working Papers
2017-06, Swiss National Bank.
- Fuhrer, Lucas Marc, 2018. "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, vol. 84(C), pages 1-22.
- Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.
- Mark Gertler & Peter Karadi, 2013. "Macroeconomic effects of large-scale asset purchase programs," Research Bulletin, European Central Bank, vol. 18, pages 12-15.
- Matteo Ciccarelli & Angela Maddaloni, 2013. "Heterogeneous transmission mechanism and the credit channel in the euro area," Research Bulletin, European Central Bank, vol. 18, pages 2-8.
- Heryán, Tomáš & Tzeremes, Panayiotis G., 2017. "The bank lending channel of monetary policy in EU countries during the global financial crisis," Economic Modelling, Elsevier, vol. 67(C), pages 10-22.
- Alexander Lubis & Constantinos Alexiou & Joseph G. Nellis, 2019. "Gauging the Impact of Payment System Innovations on Financial Intermediation: Novel Empirical Evidence from Indonesia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(3), pages 290-338, December.
- Tomáš Heryán & Panayiotis G. Tzeremes & Roman Matousek, 2016. "European lending channel: differences in transmission mechanisms due to the global financial crisis," Working Papers 0027, Silesian University, School of Business Administration.
- Puriya Abbassi & Falko Fecht & Johannes Tischer, 2017. "Variations in Market Liquidity and the Intraday Interest Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 733-765, June.
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Drudi, Francesco & Durré, Alain & Mongelli, Francesco Paolo, 2012.
"The interplay of economic reforms and monetary policy: the case of the euro area,"
Working Paper Series
1467, European Central Bank.
- A. Durre & F. Drudi & F.P. Mongelli, 2012. "The interplay of economic reforms and monetary policy: the case of the euro area," Post-Print hal-00787189, HAL.
Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Luque, Jaime, 2022. "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Pier Domenico Tortola, 2020. "The Politicization of the European Central Bank: What Is It, and How to Study It?," Journal of Common Market Studies, Wiley Blackwell, vol. 58(3), pages 501-513, May.
- Ansgar Belke & Jens Klose, 2017.
"Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries,"
Journal of Common Market Studies, Wiley Blackwell, vol. 55(6), pages 1221-1238, November.
- Belke, Ansgar & Klose, Jens, 2016. "Equilibrium real interest rates and secular stagnation: An empirical analysis for euro area member countries," Ruhr Economic Papers 621, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Jens Klose, 2017. "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries," ROME Working Papers 201712, ROME Network.
- Jacques Drèze & Alain Durré & Jacques Drèze & Jean-François Carpantier, 2014.
"Fiscal Integration and Growth Stimulation in Europe,"
Recherches économiques de Louvain, De Boeck Université, vol. 80(2), pages 5-45.
- Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.
- DREZE, Jacques & DURRE, Alain, 2013. "Fiscal integration and growth stimulation in Europe," LIDAM Discussion Papers CORE 2013013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hip lit Torr, 2019.
"The Response of European Energy Prices to ECB Monetary Policy,"
International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 1-9.
- Torró, Hipòlit, 2018. "The Response of European Energy Prices to ECB Monetary Policy," ETA: Economic Theory and Applications 269537, Fondazione Eni Enrico Mattei (FEEM).
- Hipòlit Torró, 2018. "The Response of European Energy Prices to ECB Monetary Policy," Working Papers 2018.09, Fondazione Eni Enrico Mattei.
- Dorrucci, Ettore & Mongelli, Francesco Paolo & Ioannou, Demosthenes & Terzi, Alessio, 2015. "The four unions "PIE" on the Monetary Union "CHERRY": a new index of European Institutional Integration," Occasional Paper Series 160, European Central Bank.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2022.
"The spectre of financial dominance in the eurozone,"
wp.comunite
00156, Department of Communication, University of Teramo.
- BENIGNO, Pierpaolo & CANOFARI, Paola & DI BARTOLOMEO, Giovanni & MESSORI, Marcello, 2023. "The spectre of financial dominance in the eurozone," Working Papers 2023005, University of Antwerp, Faculty of Business and Economics.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2024. "The Spectre of Financial Dominance in the Eurozone," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(1), pages 59-80, March.
- Sebastian Blesse & Pierre C Boyer & Friedrich Heinemann & Eckhard Janeba & Anasuya Raj, 2019.
"European Monetary Union reform preferences of French and German parliamentarians,"
European Union Politics, , vol. 20(3), pages 406-424, September.
- Blesse, Sebastian & Boyer, Pierre C. & Heinemann, Friedrich & Janeba, Eckhard & Raj, Anasuya, 2019. "European Monetary Union reform preferences of French and German parliamentarians," ZEW Discussion Papers 17-059, ZEW - Leibniz Centre for European Economic Research, revised 2019.
- Daniela Gabor & Cornel Ban, 2016. "Banking on Bonds: The New Links Between States and Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 54(3), pages 617-635, May.
- Cour-Thimann, Philippine & Winkler, Bernhard, 2013.
"The ECB's non-standard monetary policy measures: the role of institutional factors and financial structure,"
Working Paper Series
1528, European Central Bank.
- Philippine Cour-Thimann & Bernhard Winkler, 2012. "The ECB’s non-standard monetary policy measures: the role of institutional factors and financial structure," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 765-803, WINTER.
- Burietz, Aurore & Picault, Matthieu, 2023.
"To lend or not to lend? The ECB as the ‘intermediary of last resort’,"
Economic Modelling, Elsevier, vol. 122(C).
- Aurore Burietz & Matthieu Picault, 2023. "To lend or not to lend? The ECB as the ‘intermediary of last resort’," Post-Print hal-04130899, HAL.
- Bastanzad , Hossein, 2014. "A New Policy Environment to Achieve Monetary Goals," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(4), pages 73-108, July.
- Marek Louzek, 2023. "Is the Eurozone an Optimum Currency Area?," International Journal of Economic Sciences, European Research Center, vol. 12(2), pages 63-82, November.
- Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5316-5328.
- Alain Durré, 2013. "Politique économique mixte et chocs asymétriques : le cas de la zone euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 67-82.
- Alemany, Aida & Ballester, Laura & González-Urteaga, Ana, 2015. "Volatility spillovers in the European bank CDS market," Finance Research Letters, Elsevier, vol. 13(C), pages 137-147.
- Sum Katarzyna, 2015. "Basic Indicators of Systemic Risk in the EU Banking Sector. Implications for Banking Regulation," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 47(1), pages 36-55, September.
- Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
- Heinemann, Friedrich, 2021.
"The political economy of euro area sovereign debt restructuring,"
ZEW Discussion Papers
21-004, ZEW - Leibniz Centre for European Economic Research.
- Friedrich Heinemann, 2021. "The political economy of euro area sovereign debt restructuring," Constitutional Political Economy, Springer, vol. 32(4), pages 502-522, December.
- Luigi Bonatti & Andrea Fracasso, 2013. "The German Model and the European Crisis," Journal of Common Market Studies, Wiley Blackwell, vol. 51(6), pages 1023-1039, November.
- Tomáš Heryán & Iveta Palečková & Nemanja Radić, 2015. "Comparison of monetary policy effects on lending channel in EMU and non-EMU countries: Evidence from period 1999-2012," Working Papers 0003, Silesian University, School of Business Administration.
- A. Durre & H. Pill, 2012.
"Central bank balance sheets as policy tools,"
Post-Print
hal-00787196, HAL.
- A Durré & H Pill, 2012. "Central Bank balance sheets as policy tools," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 193-213, Bank for International Settlements.
Cited by:
- Drudi, Francesco & Durré, Alain & Mongelli, Francesco Paolo, 2012.
"The interplay of economic reforms and monetary policy: the case of the euro area,"
Working Paper Series
1467, European Central Bank.
- A. Durre & F. Drudi & F.P. Mongelli, 2012. "The interplay of economic reforms and monetary policy: the case of the euro area," Post-Print hal-00787189, HAL.
- Miles, David & Schanz, Jochen, 2015.
"The relevance or otherwise of the central bank’s balance sheet,"
Discussion Papers
41, Monetary Policy Committee Unit, Bank of England.
- David K. Miles & Jochen Schanz, 2014. "The Relevance or Otherwise of the Central Bank's Balance Sheet," CESifo Working Paper Series 4615, CESifo.
- David Miles & Jochen Schanz, 2013. "The Relevance or Otherwise of the Central Bank's Balance Sheet," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 103-116, National Bureau of Economic Research, Inc.
- Miles, David & Schanz, Jochen, 2014. "The Relevance or Otherwise of the Central Bank's Balance Sheet," CEPR Discussion Papers 9812, C.E.P.R. Discussion Papers.
- Reichlin, Lucrezia & Pill, Huw & Giannone, Domenico & Lenza, Michele, 2012.
"The ECB and the Interbank Market,"
CEPR Discussion Papers
8844, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Working Papers ECARES ECARES 2012-005, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Huw Pill & Lucrezia Reichlin, 2012. "The ECB and the Interbank Market," Economic Journal, Royal Economic Society, vol. 122(564), pages 467-486, November.
- Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
- Andrew Filardo & James Yetman, 2012. "The expansion of central bank balance sheets in emerging Asia: what are the risks?," BIS Quarterly Review, Bank for International Settlements, June.
- Severin Bernhard & Till Ebner, 2016.
"Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices,"
Working Papers
2016-09, Swiss National Bank.
- Bernhard, Severin & Ebner, Till, 2017. "Cross-border spillover effects of unconventional monetary policies on Swiss asset prices," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 109-127.
- Mr. Bernard J Laurens & Mr. Kelly Eckhold & Mr. Darryl King & Mr. Nils O Maehle & Abdul Naseer & Alain Durré, 2015. "The Journey to Inflation Targeting: Easier Said than Done The Case for Transitional Arrangements along the Road," IMF Working Papers 2015/136, International Monetary Fund.
- Alain Durré, 2013. "Politique économique mixte et chocs asymétriques : le cas de la zone euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 67-82.
- Miles, David & Schanz, Jochen, 2014. "Should central banks provide reserves via repos or outright bond purchases?," CEPR Discussion Papers 10229, C.E.P.R. Discussion Papers.
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
Cited by:
- Finger, Karl & Fricke, Daniel & Lux, Thomas, 2012.
"Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes,"
Kiel Working Papers
1782, Kiel Institute for the World Economy (IfW Kiel).
- Karl Finger & Daniel Fricke & Thomas Lux, 2013. "Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes," Computational Management Science, Springer, vol. 10(2), pages 187-211, June.
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Dionne, Georges & Maalaoui Chun, Olfa, 2013.
"Default and liquidity regimes in the bond market during the 2002-2012 period,"
Working Papers
13-4, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche 1322, CIRPEE.
- Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
- Cimini, Riccardo, 2015. "Eurozone network “Connectedness” after fiscal year 2008," Finance Research Letters, Elsevier, vol. 14(C), pages 160-166.
- Daniel Fricke & Thomas Lux, 2015.
"On the distribution of links in the interbank network: evidence from the e-MID overnight money market,"
Empirical Economics, Springer, vol. 49(4), pages 1463-1495, December.
- Fricke, Daniel & Lux, Thomas, 2013. "On the distribution of links in the interbank network: Evidence from the e-mid overnight money market," Kiel Working Papers 1819, Kiel Institute for the World Economy (IfW Kiel).
- Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
- Ana Lamo, 2013. "Firms’ adjustment during times of crisis," Research Bulletin, European Central Bank, vol. 18, pages 9-11.
- Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015. "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 15-E-2, Bank of Japan.
- Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).
- Mark Gertler & Peter Karadi, 2013. "Macroeconomic effects of large-scale asset purchase programs," Research Bulletin, European Central Bank, vol. 18, pages 12-15.
- Matteo Ciccarelli & Angela Maddaloni, 2013. "Heterogeneous transmission mechanism and the credit channel in the euro area," Research Bulletin, European Central Bank, vol. 18, pages 2-8.
- Heryán, Tomáš & Tzeremes, Panayiotis G., 2017. "The bank lending channel of monetary policy in EU countries during the global financial crisis," Economic Modelling, Elsevier, vol. 67(C), pages 10-22.
- Fricke, Daniel & Finger, Karl & Lux, Thomas, 2013. "On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks," Kiel Working Papers 1830, Kiel Institute for the World Economy (IfW Kiel).
- Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
- R. Beaupain & A. Durre, 2011.
"Inferring trading dynamics for an OTC market: The case of the euro area overnight money market,"
Post-Print
hal-00675976, HAL.
- Renaud Beaupain & Alain Durr�, 2011. "Inferring trading dynamics for an OTC market: the case of the euro area overnight money market," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.
Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Saroyan, Susanna, 2024. "Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Fariba Karimi & Matthias Raddant, 2013.
"Cascades in real interbank markets,"
Papers
1310.1634, arXiv.org, revised Dec 2014.
- Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
- Karimi, Fariba & Raddant, Matthias, 2013. "Cascades in real interbank markets," Kiel Working Papers 1872, Kiel Institute for the World Economy (IfW Kiel).
- Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
- R. Beaupain & A. Durre, 2008.
"The interday and intraday patterns of the overnight market: Evidence from an electronic platform,"
Post-Print
hal-00393019, HAL.
- R. Baupain & A. Durre, 2007. "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print hal-00300195, HAL.
- R. Beaupain & A. Durre, 2009. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Post-Print hal-00393027, HAL.
- Durré, Alain & Beaupain, Renaud, 2008. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Working Paper Series 988, European Central Bank.
- Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Raddant, Matthias, 2012.
"Structure in the Italian overnight loan market,"
Kiel Working Papers
1772, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2014. "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
- Lutz Honvehlmann, 2024. "Reciprocity in Interbank Markets," Papers 2412.10329, arXiv.org.
- Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).
- Zappa, Paola & Vu, Duy Q., 2021. "Markets as networks evolving step by step: Relational Event Models for the interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Ricciardi, Gianmarco & Montagna, Guido & Caldarelli, Guido & Cimini, Giulio, 2023. "Dimensional reduction of solvency contagion dynamics on financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
- Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
- R. Beaupain & A. Durre, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Post-Print
hal-00840147, HAL.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- A. Durre & N. Cassola & C. Holthausen, 2011.
"Implementing monetary policy in crisis times: the case of the ECB,"
Post-Print
hal-00833254, HAL.
Cited by:
- Francesco Paolo Mongelli & Gonzalo Camba-Mendez, 2018. "The Financial Crisis and Policy Responses in Europe (2007–2018)," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(4), pages 531-558, December.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- A Durré & H Pill, 2012.
"Central Bank balance sheets as policy tools,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 193-213,
Bank for International Settlements.
- A. Durre & H. Pill, 2012. "Central bank balance sheets as policy tools," Post-Print hal-00787196, HAL.
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Alain Durré, 2013. "Politique économique mixte et chocs asymétriques : le cas de la zone euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 67-82.
- R. Beaupain & A. Durre, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Post-Print
hal-00840147, HAL.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Slawomir I. Bukowski & Joanna E. Bukowska, 2017. "Financial and fiscal crises, prices and EUR/USD rate of exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 10(3), pages 73-79, September.
- Alain Durré & Mr. Bernard J Laurens & Alexandre Chailloux, 2009.
"Requirements for Using Interest Rates As An Operating Target for Monetary Policy: The Case of Tunisia,"
IMF Working Papers
2009/149, International Monetary Fund.
Cited by:
- Imen Mohamed Sghaier & Zouheir Abida, 2013. "Monetary Policy Rules for a Developing Countries: Evidence from Tunisia," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(1), pages 035-046, June.
- Dahem, Ahlem & Siala Guermazi, Fatma, 2016. "Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis," MPRA Paper 74179, University Library of Munich, Germany.
- Guizani, Brahim, 2015. "Effectiveness of Monetary Policy In Economies in Democratic Transition: Evidence from Tunisia," MPRA Paper 63205, University Library of Munich, Germany.
- Imen Mohamed Sghaier, 2012. "Taylor Rule and Monetary Policy in Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 143-166, December.
- Garcia-Kilroy, Catiana & Silva, Anderson Caputo, 2011. "Reforming government debt markets in MENA," Policy Research Working Paper Series 5611, The World Bank.
- Ahlem Dahem1 & Fatma Siala Guermazi, 2016. "Exchange Rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with a Disaggregated VAR Analysis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 50-63.
- Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009.
"Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing,"
Working Papers
2009-ECO-10, IESEG School of Management.
Cited by:
- Karolina Puławska, 2022. "Effects of the bank levy introduction on the interbank market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 844-864, January.
- Duffie, Darrell & Dworczak, Piotr, 2018.
"Robust Benchmark Design,"
Research Papers
3175, Stanford University, Graduate School of Business.
- Darrell Duffie & Piotr Dworczak, 2014. "Robust Benchmark Design," NBER Working Papers 20540, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Dworczak, Piotr, 2021. "Robust benchmark design," Journal of Financial Economics, Elsevier, vol. 142(2), pages 775-802.
- Dániel Béres, 2019. "Integrity of Financial Benchmarks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(1), pages 33-59.
- David Hou & David R. Skeie, 2014.
"LIBOR: origins, economics, crisis, scandal, and reform,"
Staff Reports
667, Federal Reserve Bank of New York.
- David Hou Author-Name: David Skeie, 2013. "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- V. Brousseau & Alexandre Chailloux & Alain Durré, 2013. "Fixing the Fixings: What Road to a More Representative Money Market Benchmark?," IMF Working Papers 2013/131, International Monetary Fund.
- Rodríguez-López, Araceli & Fernández-Abascal, Hermenegildo & Maté-García, Jorge-Julio & Rodríguez-Fernández, José-Miguel & Rojo-García, José-Luis & Sanz-Gómez, José-Antonio, 2021. "Evaluating Euribor Manipulation: Effects on Mortgage Borrowers," Finance Research Letters, Elsevier, vol. 40(C).
- Piotr Mielus, 2016. "Dylematy reformy indeksów rynku finansowego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 91-114.
- BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2009.
"Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext,"
LIDAM Reprints CORE
2132, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Beltran, Helena & Durré, Alain & Giot, Pierre, 2009. "Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext," Global Finance Journal, Elsevier, vol. 20(1), pages 80-97.
- A. Durre & H. Beltran & P. Giot, 2009. "Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext," Post-Print hal-00787205, HAL.
Cited by:
- Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
- Durré, Alain & Beaupain, Renaud, 2008.
"The interday and intraday patterns of the overnight market: evidence from an electronic platform,"
Working Paper Series
988, European Central Bank.
- R. Baupain & A. Durre, 2007. "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print hal-00300195, HAL.
- R. Beaupain & A. Durre, 2009. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Post-Print hal-00393027, HAL.
- R. Beaupain & A. Durre, 2008. "The interday and intraday patterns of the overnight market: Evidence from an electronic platform," Post-Print hal-00393019, HAL.
Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011.
"The Interbank Market after August 2007: What Has Changed, and Why?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.
- Renaud Beaupain & Alain Durr�, 2011.
"Inferring trading dynamics for an OTC market: the case of the euro area overnight money market,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.
- R. Beaupain & A. Durre, 2011. "Inferring trading dynamics for an OTC market: The case of the euro area overnight money market," Post-Print hal-00675976, HAL.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Giulia Iori & Mauro Politi & Guido Germano & Giampaolo Gabbi, 2015.
"Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market,"
Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 179-202, December.
- Iori, Giulia & Politi, Mauro & Germano, Guido & Gabbi, Giampaolo, 2015. "Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market," LSE Research Online Documents on Economics 67565, London School of Economics and Political Science, LSE Library.
- Raddant, Matthias, 2012.
"Structure in the Italian overnight loan market,"
Kiel Working Papers
1772, Kiel Institute for the World Economy (IfW Kiel).
- Raddant, Matthias, 2014. "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 197-213.
- Silvia Gabrieli, 2010. "The functioning of the European interbank market during the 2007-08 financial crisis," CEIS Research Paper 158, Tor Vergata University, CEIS, revised 28 May 2010.
- Jurgilas, Marius & Zikes, Filip, 2012.
"Implicit intraday interest rate in the UK unsecured overnight money market,"
Bank of England working papers
447, Bank of England.
- Marius Jurgilas & Filip Zikes, 2013. "Implicit intraday interest rate in the UK unsecured overnight money market," Working Paper 2013/09, Norges Bank.
- Jurgilas, Marius & Žikeš, Filip, 2014. "Implicit intraday interest rate in the UK unsecured overnight money market," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 232-254.
- Kapar, Burcu & Iori, Giulia & Gabbi, Giampaolo & Germano, Guido, 2020.
"Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis,"
LSE Research Online Documents on Economics
100467, London School of Economics and Political Science, LSE Library.
- Burcu Kapar & Giulia Iori & Giampaolo Gabbi & Guido Germano, 2020. "Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 283-331, January.
- Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018.
"Extracting the multi-timescale activity patterns of online financial markets,"
Discussion Papers
1809, Graduate School of Economics, Kobe University.
- Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Papers 1802.07405, arXiv.org, revised Apr 2018.
- Zagaglia, Paolo, 2010.
"Informed trading in the Euro money market for term lending,"
MPRA Paper
20415, University Library of Munich, Germany.
- Paolo Zagaglia, 2010. "Informed Trading in the Euro Money Market for Term Lending," Working Paper series 02_10, Rimini Centre for Economic Analysis.
- Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
- R. Beaupain & A. Durre, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Post-Print
hal-00840147, HAL.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012. "Market microstructure, bank's behaviour and interbank spreads," Working Papers 12/06, Department of Economics, City University London.
- Brandi, Giuseppe & Di Clemente, Riccardo & Cimini, Giulio, 2018.
"Epidemics of liquidity shortages in interbank markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 255-267.
- Giuseppe Brandi & Riccardo Di Clemente & Giulio Cimini, 2016. "Epidemics of Liquidity Shortages in Interbank Markets," Papers 1610.03259, arXiv.org, revised May 2018.
- Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
- Sadamori Kojaku & Giulio Cimini & Guido Caldarelli & Naoki Masuda, 2018. "Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis," Papers 1802.05139, arXiv.org.
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- A. Durre & S. Nardelli, 2007.
"Volatility in the euro area money market: effects from the monetary policy operational framework,"
Post-Print
hal-00355025, HAL.
- Alain Durré & Stefano Nardelli, 2008. "Volatility in the Euro area money market: effects from the monetary policy operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 307-322.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00260875, HAL.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00271716, HAL.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00260865, HAL.
- A. Durre & Stefano Nardelliz, 2007. "Volatility in the euro area money market : effects from the monetary policy operational framework," Post-Print hal-00297423, HAL.
Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Caroline Jardet & Gaelle Le Fol, 2010.
"Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
- Caroline Jardet & Gaëlle Le Fol, 2009. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," Post-Print hal-02877978, HAL.
- Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
- Silvio Colarossi & Andrea Zaghini, 2009.
"Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission,"
International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
- Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers) 710, Bank of Italy, Economic Research and International Relations Area.
- Colarossi, Silvio & Zaghini, Andrea, 2007. "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series 2007/16, Center for Financial Studies (CFS).
- Drudi, Francesco & Durré, Alain & Mongelli, Francesco Paolo, 2012.
"The interplay of economic reforms and monetary policy: the case of the euro area,"
Working Paper Series
1467, European Central Bank.
- A. Durre & F. Drudi & F.P. Mongelli, 2012. "The interplay of economic reforms and monetary policy: the case of the euro area," Post-Print hal-00787189, HAL.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Massimiliano Marzo & Paolo Zagaglia, 2011.
"Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run,"
Working Paper series
20_11, Rimini Centre for Economic Analysis.
- Massimiliano Marzo & Paolo Zagaglia, 2012. "Trading directions and the pricing of Euro interbank deposits in the long run," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1827-1839, December.
- Andrea Monticini & Francesco Ravazzolo, 2014.
"Forecasting the intraday market price of money,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
- Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
- Asif Mahmood, 2016.
"Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan,"
Working Papers
id:8359, eSocialSciences.
- Asif Mahmood, 2015. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," SBP Working Paper Series 71, State Bank of Pakistan, Research Department.
- Asif Mahmood, 2016. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 12, pages 1-18.
- Paolo Zagaglia, 2010. "Did the turmoil affect money-market segmentation in the Euro area?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1783-1788.
- Zagaglia, Paolo, 2010.
"Informed trading in the Euro money market for term lending,"
MPRA Paper
20415, University Library of Munich, Germany.
- Paolo Zagaglia, 2010. "Informed Trading in the Euro Money Market for Term Lending," Working Paper series 02_10, Rimini Centre for Economic Analysis.
- Zagaglia, Paolo, 2008. "Money-market segmentation in the euro area: what has changed during the turmoil?," Bank of Finland Research Discussion Papers 23/2008, Bank of Finland.
- Brousseau, Vincent & Durré, Alain, 2013. "Interest rate volatility: a consol rate-based measure," Working Paper Series 1505, European Central Bank.
- Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5316-5328.
- Alain Durré, 2013. "Politique économique mixte et chocs asymétriques : le cas de la zone euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 67-82.
- R. Beaupain & A. Durre, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Post-Print
hal-00840147, HAL.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
- Nautz, Dieter & Offermanns, Christian J., 2008. "Volatility transmission in the European money market," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 23-39, March.
- Xu Gong & Boqiang Lin, 2022. "Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 610-640, January.
- A. Durre, 2007.
"Complexity and challenges of modelling the central bank operational policies,"
Post-Print
hal-00260851, HAL.
Cited by:
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- R. Beaupain & A. Durre, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Post-Print
hal-00840147, HAL.
- Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Durré, Alain & Beaupain, Renaud, 2012.
"Nonlinear liquidity adjustments in the euro area overnight money market,"
Working Paper Series
1500, European Central Bank.
- A. Durre, 2006.
"The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area,"
Post-Print
hal-00171141, HAL.
- Alain Durré, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 7(2), pages 163-187, May.
- Durré Alain, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," German Economic Review, De Gruyter, vol. 7(2), pages 163-187, May.
Cited by:
- Abbassi, Puriya & Nautz, Dieter, 2012.
"Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations,"
The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 54-69.
- Abbassi, Puriya & Nautz, Dieter, 2011. "Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations," Discussion Paper Series 1: Economic Studies 2011,24, Deutsche Bundesbank.
- Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
- Dette, Holger & Weißbach, Rafael, 2006. "A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling," Technical Reports 2006,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Ayşen ARAÇ, 2015. "Nonlinear Dynamics in Term Structure of Interest Rates: Evidence from the Euro Area," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(26).
- Alain Durré & Pierre Giot, 2005.
"An international analysis of earnings, stock prices and bond yields,"
Working Paper Research
73, National Bank of Belgium.
- Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
- Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
- A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
- A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
- DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
- GIOT, Pierre & PETITJEAN, Mikael, 2005. "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009.
"Explaining the US bond yield conundrum,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
- Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany.
- Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
- Ekrem Meric & Melik Kamisli & Fatih Temizel, 2017. "Interactions among Stock Price and Financial Ratios: The Case of Turkish Banking Sector," Applied Economics and Finance, Redfame publishing, vol. 4(6), pages 107-115, November.
- Pierre Giot & Mikael Petitjean, 2009.
"Short-term market timing using the bond-equity yield ratio,"
The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 365-384.
- GIOT, Pierre & PETITJEAN, Mikael, 2006. "Short-term market timing using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GIOT, Pierre & PETITJEAN, Mikael, 2009. "Short-term market timing using the bond-equity yield ratio," LIDAM Reprints CORE 2224, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Clostermann, Jörg & Seitz, Franz, 2005. "Are bond markets really overpriced: The case of the US," Arbeitsberichte – Working Papers 11, Technische Hochschule Ingolstadt (THI).
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011.
"Fractional Integration and Cointegration in US Financial Time Series Data,"
Discussion Papers of DIW Berlin
1116, DIW Berlin, German Institute for Economic Research.
- Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
- Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
- Shakizada Niyazbekova & Igor Grekov & Tatiana Blokhina, 2016. "The Influence Of Macroeconomic Factors To The Dynamics Of Stock Exchange In The Republic Of Kazakhstan," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1263-1273.
- Jokivuolle, Esa & Keppo, Jussi, 2014. "Bankers' compensation: Sprint swimming in short bonus pools?," Bank of Finland Research Discussion Papers 2/2014, Bank of Finland.
- GIOT, Pierre & PETITJEAN, Mikael, 2007.
"The information content of the Bond-Equity Yield Ratio: Better than a random walk?,"
LIDAM Reprints CORE
1982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Giot, Pierre & Petitjean, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
- GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," LIDAM Discussion Papers CORE 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Migiakis, Petros M. & Bekiris, Fivos V., 2009. "Regime switches between dividend and bond yields," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 198-204, September.
- Joseph Friedman & Yochanan Shachmurove, 2005. "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive 05-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Samuel Aubert & Pierre Giot, 2007. "An international test of the Fed model," Journal of Asset Management, Palgrave Macmillan, vol. 8(2), pages 86-100, July.
- Michael Bowe, 2007. "Discussion of An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 642-649, April.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Helena Beltran & Alain Durré & Pierre Giot, 2004.
"How does liquidity react to stress periods in a limit order market?,"
Working Paper Research
49, National Bank of Belgium.
Cited by:
- Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009.
"Commonalities in the order book,"
CFR Working Papers
09-05, University of Cologne, Centre for Financial Research (CFR).
- Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
- BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," LIDAM Discussion Papers CORE 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
- BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009. "Commonalities in the order book," LIDAM Reprints CORE 2195, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Philipp Weber & Bernd Rosenow, 2006. "Large stock price changes: volume or liquidity?," Quantitative Finance, Taylor & Francis Journals, vol. 6(1), pages 7-14.
- Ben Omrane, Walid & Tao, Yusi & Welch, Robert, 2017. "Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis," Research in International Business and Finance, Elsevier, vol. 42(C), pages 9-30.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009.
"Commonalities in the order book,"
CFR Working Papers
09-05, University of Cologne, Centre for Financial Research (CFR).
- Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004.
"Volatility regimes and the provisions of liquidity in order book markets,"
Discussion Papers (ECON - Département des Sciences Economiques)
2005015, Université catholique de Louvain, Département des Sciences Economiques.
- A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268757, HAL.
- A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260906, HAL.
- A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260870, HAL.
- BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005. "Volatility regimes and the provision of liquidity in order book markets," LIDAM Discussion Papers CORE 2005012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268760, HAL.
Cited by:
- Großmaß Lidan, 2014. "Liquidity and the Value at Risk," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(5), pages 572-602, October.
- Söderberg, Jonas, 2008. "Liquidity on the Scandinavian Order-driven Stock Exchanges," CAFO Working Papers 2009:11, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
- GIOT, Pierre & GRAMMIG, Joachim, 2006.
"How large is liquidity risk in an automated auction market?,"
LIDAM Reprints CORE
1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
- Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
- GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003.
"Stock Market Valuation In The United States,"
Finance
0312011, University Library of Munich, Germany.
- Patrick Bisciari & Alain Durré & Alain Nyssens, 2003. "Stock market valuation in the United States," Working Paper Document 41, National Bank of Belgium.
Cited by:
- A. Bruggeman & M. Hradisky & V. Périlleux, 2005. "Share prices, house prices and monetary policy," Economic Review, National Bank of Belgium, issue iii, pages 65-78, September.
- P. Bisciari & A. Durre, 2005.
"La bulle "internet", un remake de la bulle de 1929 ?,"
Post-Print
hal-00284708, HAL.
- Patrick Bisciari & Alain Durré, 2005. "La bulle « Internet », un remake de la bulle de 1929 ?," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 157-169.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- BELTRAN, Helena & DURRE, Alain, 2003.
"The determinants of consumer confidence: the case of United States and Belgium,"
LIDAM Discussion Papers CORE
2003053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
- Petar Soric & Mateo Zokalj & Marija Logarusic, 2020. "Economic determinants of Croatian consumer confidence: real estate prices vs. macroeconomy," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 18(2B), pages 240-257.
- Panagiotis Konstantinou & Athanasios Tagkalakis, 2010.
"Boosting confidence: is there a role for fiscal policy?,"
Working Papers
113, Bank of Greece.
- Konstantinou, Panagiotis & Tagkalakis, Athanasios, 2011. "Boosting confidence: Is there a role for fiscal policy?," Economic Modelling, Elsevier, vol. 28(4), pages 1629-1641, July.
- Panagiotis Konstantinou & Athanasios Tagkalakis, 2011. "Boosting Confidence: Is there a Role for Fiscal Policy?," Discussion Paper Series 2011_03, Department of Economics, University of Macedonia, revised Mar 2011.
- Dudek, Sławomir, 2008. "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper 19818, University Library of Munich, Germany.
- Mali Chivakul & Bernhard Kassner, 2019.
"Can Consumption Growth in China Keep Up as Investment Slows?,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(3), pages 381-412, September.
- Chivakul, Mali & Kassner, Bernhard, 2019. "Can Consumption Growth in China Keep Up as Investment Slows?," Munich Reprints in Economics 78225, University of Munich, Department of Economics.
- Mali Chivakul & Bernhard Kassner, 2018. "Can Consumption Growth in China Keep Up As Investment Slows?," GRU Working Paper Series GRU_2018_026, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Oscar Claveria & Ivana Lolic & Enric Monte & Petar Soric, 2020.
"Economic determinants of employment sentiment: A socio-demographic analysis for the euro area,"
IREA Working Papers
202001, University of Barcelona, Research Institute of Applied Economics, revised Jan 2020.
- Oscar Claveria & Ivana Lolic & Enric Monte & Salvador Torra & Petar Soric, 2020. "“Economic determinants of employment sentiment: A socio-demographic analysis for the euro area”," AQR Working Papers 2012001, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2020.
- Tufan Ekici, 2016. "Subjective Financial Distress in the Formation of Consumer Confidence: Evidence from Novel Household Data," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 30(2), pages 11-36.
- Md. Kabir Ahmed Chowdhury & G.M. Abul Kalam Azad, 2010. "Consumer Confidence in Financial Markets," Working Papers id:3265, eSocialSciences.
- Durré, Alain & Evjen, Snorre & Pilegaard, Rasmus, 2003.
"Estimating risk premia in money market rates,"
Working Paper Series
221, European Central Bank.
Cited by:
- Sónia Costa & Ana Beatriz Galvão, 2007. "The Forward Premium of Euro Interest Rates," Working Papers w200702, Banco de Portugal, Economics and Research Department.
- Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 131-141.
- A. Durre, 2006.
"The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area,"
Post-Print
hal-00171141, HAL.
- Alain Durré, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 7(2), pages 163-187, May.
- Durré Alain, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," German Economic Review, De Gruyter, vol. 7(2), pages 163-187, May.
- Pérez Quirós, Gabriel & Sicilia, Jorge, 2002.
"Is the European Central Bank (and the United States Federal Reserve) predictable?,"
Working Paper Series
192, European Central Bank.
- Gabriel Pérez Quirós & Jorge Sicilia, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Papers 0229, Banco de España.
- Renne Jean-Paul, 2017.
"A model of the euro-area yield curve with discrete policy rates,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 99-116, February.
- Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
- Joyce, Michael A. S. & Relleen, Jonathan & Sorensen, Steffen, 2008.
"Measuring monetary policy expectations from financial market instruments,"
Working Paper Series
978, European Central Bank.
- Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen, 2008. "Measuring monetary policy expectations from financial market instruments," Bank of England working papers 356, Bank of England.
- Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Staff Working Papers 04-23, Bank of Canada.
- Viktors Ajevskis & Kristine Vitola, 2006. "A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market," Working Papers 2006/01, Latvijas Banka.
- Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
- Grahame Johnson, 2003. "Measuring Interest Rate Expectations in Canada," Staff Working Papers 03-26, Bank of Canada.
- Sónia Costa & Ana Beatriz Galvão, 2006. "The Forward Premium of Euro Interest Rates," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Eric DOR & Alain DURRE, 2002.
"Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2002028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Éric Dor & Alain Durré, 2002. "Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble," Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 221-237.
Cited by:
- Grégory Levieuge, 2018.
"La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?,"
Post-Print
hal-03530128, HAL.
- Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 63-104.
- Patrick Artus, 2003. "Pourquoi la politique monétaire ne réagit-elle pas aux prix d’actifs ?," Économie et Prévision, Programme National Persée, vol. 158(2), pages 61-71.
- Jacques H. DREZE & Alain DURRE & Henri R. SNEESSENS, 2000.
"Investment Stimulation, with Some Reference to Housing,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2000013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- DREZE, Jacques H. & DURRE, Alain & SNEESSENS, Henri R., 2000. "Investment stimulation, with some reference to housing," LIDAM Reprints CORE 1483, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
- Jacques Drèze, 2001.
"On the Macroeconomics of Uncertainty and Incomplete Markets,"
International Economic Association Series, in: Jacques Drèze (ed.), Advances in Macroeconomic Theory, chapter 3, pages 30-55,
Palgrave Macmillan.
- Jacques H.DREZE, 2001. "On the Macroeconomics of Uncertainty and Incomplete Markets," Discussion Papers (REL - Recherches Economiques de Louvain) 2001011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- DRÈZE, Jacques H., 2001. "On the macroeconomics of uncertainty and incomplete markets," LIDAM Reprints CORE 1510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DREZE, Jacques, 1999. "On the macroeconomics of uncertainty and incomplete markets," LIDAM Discussion Papers CORE 1999064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Articles
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
See citations under working paper version above.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Alain Durré & Angela Maddaloni & Francesco Paolo Mongelli, 2014.
"The ECB’s Experience of Monetary Policy in a Financially Fragmented Euro Area,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 396-423, September.
Cited by:
- Arghyrou, Michael G & Gadea, Mar a Dolores, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
E2019/6, Cardiff University, Cardiff Business School, Economics Section.
- Michael G. Arghyrou & Maria Dolores Gadea, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series 7532, CESifo.
- Hobelsberger, Karin & Kok, Christoffer & Mongelli, Francesco Paolo, 2022. "A tale of three crises: synergies between ECB tasks," Occasional Paper Series 305, European Central Bank.
- Emilia Gyoerk, 2017. "Economic Costs and Benefits of EMU Membership from the Perspective of a Non-member," Open Economies Review, Springer, vol. 28(5), pages 893-921, November.
- Christophe Blot & Fabien Labondance, 2021.
"Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound,"
Working Papers
2021-03, CRESE.
- Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," SciencePo Working papers Main hal-04221606, HAL.
- Christophe Blot & Fabien Labondance, 2021. "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers hal-04221606, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"The role of ECB monetary policy and financial stress on Eurozone sovereign yields,"
Post-Print
hal-02160378, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Empirical Economics, Springer, vol. 59(3), pages 1189-1211, September.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-03403623, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
- Avalos, Fernando & Mamatzakis, Emmanuel, 2023. "Is bank resilience affected by unconventional monetary policy in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Andrea Zaghini, 2017.
"The CSPP at work: yield heterogeneity and the portfolio rebalancing channel,"
Temi di discussione (Economic working papers)
1157, Bank of Italy, Economic Research and International Relations Area.
- Zaghini, Andrea, 2019. "The CSPP at work - yield heterogeneity and the portfolio rebalancing channel," Working Paper Series 2264, European Central Bank.
- Zaghini, Andrea, 2019. "The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
- Christophe Blot & Jérôme Creel & Xavier Ragot, 2019.
"The Euro at 20: a critical assessment,"
SciencePo Working papers Main
hal-03403622, HAL.
- Christophe Blot & Jérôme Creel & Xavier Ragot, 2019. "The Euro at 20: a critical assessment," Working Papers hal-03403622, HAL.
- Fornari, Fabio & Zaghini, Andrea, 2021.
"It's not time to make a change: Sovereign fragility and the corporate credit risk,"
CFS Working Paper Series
652, Center for Financial Studies (CFS).
- Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: Sovereign fragility and the corporate credit risk," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series 2740, European Central Bank.
- Orlowski, Lucjan T., 2016. "Co-movements of non-Euro EU currencies with the Euro," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 376-383.
- van Riet, Ad, 2017.
"The ECB's fight against low inflation : On the effects of ultra-low interest rates,"
Other publications TiSEM
ec7f8a3b-a32e-42e4-8d01-7, Tilburg University, School of Economics and Management.
- Ad Van Riet, 2017. "The ECB’s Fight against Low Inflation: On the Effects of Ultra-Low Interest Rates," IJFS, MDPI, vol. 5(2), pages 1-27, April.
- Grandi, Pietro, 2019. "Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area," European Economic Review, Elsevier, vol. 119(C), pages 251-273.
- Pietro Grandi, 2018. "Sovereign risk and cross-country heterogeneity in the transmission of monetary policy to bank lending in the euro area," Working Papers hal-01878602, HAL.
- Mr. Romain M Veyrune & Guido della Valle & Shaoyu Guo, 2018. "Relationship Between Short-Term Interest Rates and Excess Reserves: A Logistic Approach," IMF Working Papers 2018/080, International Monetary Fund.
- G. Arghyrou, Michael & Gadea, Maria-Dolores & Kontonikas, Alexandros, 2024. "Private bank deposits and macro/fiscal risk in the euro-area," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Ad Van Riet, 2017. "A New Era For Monetary Policy: Challenges For The European Central Bank," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 57-86, March.
- Arghyrou, Michael G & Gadea, Mar a Dolores, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
E2019/6, Cardiff University, Cardiff Business School, Economics Section.
- Jacques Drèze & Alain Durré & Jacques Drèze & Jean-François Carpantier, 2014.
"Fiscal Integration and Growth Stimulation in Europe,"
Recherches économiques de Louvain, De Boeck Université, vol. 80(2), pages 5-45.
See citations under working paper version above.
- Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.
- DREZE, Jacques & DURRE, Alain, 2013. "Fiscal integration and growth stimulation in Europe," LIDAM Discussion Papers CORE 2013013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Alain Durré & Philippe Ledent, 2014.
"Escaping the macroeconomic trilemma: the Belgian two-tier foreign exchange system under Bretton Woods,"
European Review of Economic History, European Historical Economics Society, vol. 18(1), pages 39-56.
Cited by:
- Baffigi, Alberto & Bontempi, Maria Elena & Felice, Emanuele & Golinelli, Roberto, 2015. "The changing relationship between inflation and the economic cycle in Italy: 1861–2012," Explorations in Economic History, Elsevier, vol. 56(C), pages 53-70.
- Beaupain, Renaud & Durré, Alain, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
See citations under working paper version above.
- R. Beaupain & A. Durre, 2013. "Central bank reserves and interbank market liquidity in the euro area," Post-Print hal-00840147, HAL.
- Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
- Francesco Drudi & Alain Durré & Francesco Paolo Mongelli, 2012.
"The Interplay of Economic Reforms and Monetary Policy: The Case of the Eurozone,"
Journal of Common Market Studies, Wiley Blackwell, vol. 50(6), pages 881-898, November.
Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Luque, Jaime, 2022. "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Pier Domenico Tortola, 2020. "The Politicization of the European Central Bank: What Is It, and How to Study It?," Journal of Common Market Studies, Wiley Blackwell, vol. 58(3), pages 501-513, May.
- Ansgar Belke & Jens Klose, 2017.
"Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries,"
Journal of Common Market Studies, Wiley Blackwell, vol. 55(6), pages 1221-1238, November.
- Belke, Ansgar & Klose, Jens, 2016. "Equilibrium real interest rates and secular stagnation: An empirical analysis for euro area member countries," Ruhr Economic Papers 621, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Jens Klose, 2017. "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries," ROME Working Papers 201712, ROME Network.
- Hip lit Torr, 2019.
"The Response of European Energy Prices to ECB Monetary Policy,"
International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 1-9.
- Torró, Hipòlit, 2018. "The Response of European Energy Prices to ECB Monetary Policy," ETA: Economic Theory and Applications 269537, Fondazione Eni Enrico Mattei (FEEM).
- Hipòlit Torró, 2018. "The Response of European Energy Prices to ECB Monetary Policy," Working Papers 2018.09, Fondazione Eni Enrico Mattei.
- Dorrucci, Ettore & Mongelli, Francesco Paolo & Ioannou, Demosthenes & Terzi, Alessio, 2015. "The four unions "PIE" on the Monetary Union "CHERRY": a new index of European Institutional Integration," Occasional Paper Series 160, European Central Bank.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2022.
"The spectre of financial dominance in the eurozone,"
wp.comunite
00156, Department of Communication, University of Teramo.
- BENIGNO, Pierpaolo & CANOFARI, Paola & DI BARTOLOMEO, Giovanni & MESSORI, Marcello, 2023. "The spectre of financial dominance in the eurozone," Working Papers 2023005, University of Antwerp, Faculty of Business and Economics.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2024. "The Spectre of Financial Dominance in the Eurozone," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(1), pages 59-80, March.
- Sebastian Blesse & Pierre C Boyer & Friedrich Heinemann & Eckhard Janeba & Anasuya Raj, 2019.
"European Monetary Union reform preferences of French and German parliamentarians,"
European Union Politics, , vol. 20(3), pages 406-424, September.
- Blesse, Sebastian & Boyer, Pierre C. & Heinemann, Friedrich & Janeba, Eckhard & Raj, Anasuya, 2019. "European Monetary Union reform preferences of French and German parliamentarians," ZEW Discussion Papers 17-059, ZEW - Leibniz Centre for European Economic Research, revised 2019.
- Daniela Gabor & Cornel Ban, 2016. "Banking on Bonds: The New Links Between States and Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 54(3), pages 617-635, May.
- Maddalena Galardo & Cinzia Guerrieri, 2017. "The effects of central bank’s verbal guidance: evidence from the ECB," Temi di discussione (Economic working papers) 1129, Bank of Italy, Economic Research and International Relations Area.
- Burietz, Aurore & Picault, Matthieu, 2023.
"To lend or not to lend? The ECB as the ‘intermediary of last resort’,"
Economic Modelling, Elsevier, vol. 122(C).
- Aurore Burietz & Matthieu Picault, 2023. "To lend or not to lend? The ECB as the ‘intermediary of last resort’," Post-Print hal-04130899, HAL.
- Marek Louzek, 2023. "Is the Eurozone an Optimum Currency Area?," International Journal of Economic Sciences, European Research Center, vol. 12(2), pages 63-82, November.
- Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5316-5328.
- Alain Durré, 2013. "Politique économique mixte et chocs asymétriques : le cas de la zone euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 67-82.
- Alemany, Aida & Ballester, Laura & González-Urteaga, Ana, 2015. "Volatility spillovers in the European bank CDS market," Finance Research Letters, Elsevier, vol. 13(C), pages 137-147.
- Sum Katarzyna, 2015. "Basic Indicators of Systemic Risk in the EU Banking Sector. Implications for Banking Regulation," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 47(1), pages 36-55, September.
- Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
- Heinemann, Friedrich, 2021.
"The political economy of euro area sovereign debt restructuring,"
ZEW Discussion Papers
21-004, ZEW - Leibniz Centre for European Economic Research.
- Friedrich Heinemann, 2021. "The political economy of euro area sovereign debt restructuring," Constitutional Political Economy, Springer, vol. 32(4), pages 502-522, December.
- Tomáš Heryán & Iveta Palečková & Nemanja Radić, 2015. "Comparison of monetary policy effects on lending channel in EMU and non-EMU countries: Evidence from period 1999-2012," Working Papers 0003, Silesian University, School of Business Administration.
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durr�, 2011.
"Inferring trading dynamics for an OTC market: the case of the euro area overnight money market,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.
See citations under working paper version above.
- R. Beaupain & A. Durre, 2011. "Inferring trading dynamics for an OTC market: The case of the euro area overnight money market," Post-Print hal-00675976, HAL.
- Beltran, Helena & Durré, Alain & Giot, Pierre, 2009.
"Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext,"
Global Finance Journal, Elsevier, vol. 20(1), pages 80-97.
See citations under working paper version above.
- BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2009. "Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext," LIDAM Reprints CORE 2132, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- A. Durre & H. Beltran & P. Giot, 2009. "Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext," Post-Print hal-00787205, HAL.
- Alain Durré & Stefano Nardelli, 2008.
"Volatility in the Euro area money market: effects from the monetary policy operational framework,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 307-322.
See citations under working paper version above.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00260875, HAL.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00271716, HAL.
- A. Durre & S. Nardelli, 2007. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00355025, HAL.
- A. Durre & S. Nardelli, 2006. "Volatility in the euro area money market: effects from the monetary policy operational framework," Post-Print hal-00260865, HAL.
- A. Durre & Stefano Nardelliz, 2007. "Volatility in the euro area money market : effects from the monetary policy operational framework," Post-Print hal-00297423, HAL.
- Alain Durré & Pierre Giot, 2007.
"An International Analysis of Earnings, Stock Prices and Bond Yields,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 613-641, April.
See citations under working paper version above.
- Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
- A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
- Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
- A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
- DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Durré Alain, 2006.
"The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area,"
German Economic Review, De Gruyter, vol. 7(2), pages 163-187, May.
- Alain Durré, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 7(2), pages 163-187, May.
See citations under working paper version above.- A. Durre, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," Post-Print hal-00171141, HAL.
- Éric Dor & Alain Durré, 2002.
"Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble,"
Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 221-237.
See citations under working paper version above.
- Eric DOR & Alain DURRE, 2002. "Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble," Discussion Papers (REL - Recherches Economiques de Louvain) 2002028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
Chapters
- A Durré & H Pill, 2012.
"Central Bank balance sheets as policy tools,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 193-213,
Bank for International Settlements.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- A. Durre & H. Pill, 2012. "Central bank balance sheets as policy tools," Post-Print hal-00787196, HAL.
Books
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2016.
"Developments in Macro-Finance Yield Curve Modelling,"
Cambridge Books,
Cambridge University Press, number 9781316623169, January.
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2014. "Developments in Macro-Finance Yield Curve Modelling," Cambridge Books, Cambridge University Press, number 9781107044555, January.
Cited by:
- Philip Turner, 2017. "Did Central Banks Cause The Last Financial Crisis? Will They Cause The Next?," National Institute of Economic and Social Research (NIESR) Discussion Papers 484, National Institute of Economic and Social Research.
- Zeynep Senyuz & Emre Yoldas, 2015. "Financial Stress and Equilibrium Dynamics in Money Markets," Finance and Economics Discussion Series 2015-91, Board of Governors of the Federal Reserve System (U.S.).
- Steeley, James M. & Matyushkin, Alexander, 2015. "The effects of quantitative easing on the volatility of the gilt-edged market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 113-128.
- Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas, 2016. "Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets," Finance and Economics Discussion Series 2016-084, Board of Governors of the Federal Reserve System (U.S.).