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The liquidity premium in the money market : a comparison of the German mark period and the euro area
Durré, Alain - In: German economic review 7 (2006) 2, pp. 163-187
Persistent link: https://www.econbiz.de/10003312916
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Essays on the interaction between monetary policy and financial markets
Durré, Alain - 2003
Persistent link: https://www.econbiz.de/10001895530
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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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Interest rate volatility : a consol rate approach
Brousseau, Vincent; Durré, Alain - In: Journal of mathematical finance 5 (2015) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10011398611
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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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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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Excess liquidity and the money market in the euro area
Beaupain, Renaud; Durré, Alain - In: Journal of macroeconomics 47 (2016), pp. 33-44
Persistent link: https://www.econbiz.de/10011707476
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Estimating risk premia in money market rates
Durré, Alain - 2003
Persistent link: https://www.econbiz.de/10013434548
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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