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The interday and intraday patterns of the overnight market: evidence from an electronic platform
Beaupain, Renaud; Durré, Alain - 2008
This paper examines the interday and intraday dynamics of the euro area overnight money market on the basis of an original set of market activity and liquidity proxies constructed from both pre- and post-trade data. The empirical literature provides extensive evidence supporting the rejection of...
Persistent link: https://www.econbiz.de/10011605034
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Volatility in the Euro area money market : effects from the monetary policy operational framework
Durré, Alain; Nardelli, Stefano - In: International journal of finance & economics : IJFE 13 (2008) 4, pp. 307-322
Persistent link: https://www.econbiz.de/10003776889
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The interday and intraday patterns of the overnight market : evidence from an electronic platform
Beaupain, Renaud; Durré, Alain - 2008
This paper examines the interday and intraday dynamics of the euro area overnight money market on the basis of an original set of market activity and liquidity proxies constructed from both pre- and post-trade data. The empirical literature provides extensive evidence supporting the rejection of...
Persistent link: https://www.econbiz.de/10003826080
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The interplay of economic reforms and monetary policy : the case of the euro area
Drudi, Francesco; Durré, Alain; Mongelli, Francesco Paolo - 2012
Persistent link: https://www.econbiz.de/10009765141
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Nonlinear liquidity adjustments in the euro area overnight money market
Beaupain, Renaud; Durré, Alain - 2012
Persistent link: https://www.econbiz.de/10009765930
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The European Central Bank and implications of the sovereign debt crisis
Drudi, Francesco; Durré, Alain; Mongelli, Paolo - In: Who will provide the next financial model? : Asia's …, (pp. 35-60). 2013
Persistent link: https://www.econbiz.de/10009729867
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Central bank reserves and interbank market liquidity in the euro area
Beaupain, Renaud; Durré, Alain - In: Journal of financial intermediation 22 (2013) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10009729997
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The interplay of economic reforms and monetary policy : the case of the eurozone
Drudi, Francesco; Durré, Alain; Mongelli, Francesco Paolo - In: Journal of common market studies : JCMS 50 (2012) 6, pp. 881-898
Persistent link: https://www.econbiz.de/10009734561
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Fiscal integration and growth stimulation in Europe
Drèze, Jacques H.; Durré, Alain - 2013
Persistent link: https://www.econbiz.de/10010203491
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The ECB’s experience of monetary policy in a financially fragmented Euro area
Durré, Alain; Maddaloni, Angela; Mongelli, Francesco Paolo - In: Comparative economic studies 56 (2014) 3, pp. 396-423
Persistent link: https://www.econbiz.de/10010490655