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A currency index global capital asset pricing model

O'Brien, Thomas J.; Dolde, Walter - In: European financial management : the journal of the … 6 (2000) 1, pp. 7-18

Persistent link: https://www.econbiz.de/10001452445

International bond markets and the introduction of the euro

Kool, Clemens - In: Review / Federal Reserve Bank of St. Louis 82 (2000) 5, pp. 41-56

Persistent link: https://www.econbiz.de/10001526133

Exchange rates and the conversion of currency-specific risk premia

Eisenberg, Astrid; Rudolf, Markus - In: European financial management : the journal of the … 13 (2007) 4, pp. 672-701

Persistent link: https://www.econbiz.de/10003534097

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10013261076

Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis

Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014

We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...