Corradin, Stefano; Eisenschmidt, Jens; Hoerova, Marie; … - 2020
functioning. We consider several metrics of activity in both secured and unsecured euro area money markets, and study interactions …-level money market data combined with supervisory data, we further document that the leverage ratio regulation impacts money … markets at quarter-ends due to "window-dressing" effects, reducing money market volumes and rates. We also consider the …