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Estimating the money market microstructure with negative and zero interest rates. (2016). Rainone, Edoardo ; Vacirca, Francesco .
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1059_16.

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Cited: 4

Citations received by this document

Cites: 17

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1276_20.

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  2. Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral. (2019). Salakhova, Dilyara ; Piquard, Thibaut.
    In: Working papers.
    RePEc:bfr:banfra:730.

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  3. Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1160_17.

    Full description at Econpapers || Download paper

  4. How to monitor the exit from the Eurosystems unconventional monetary policy: Is EONIA dead and gone?. (2016). Heijmans, Ronald ; Gorgi, Zion ; Heuver, Richard .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:504.

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References

References cited by this document

  1. Acharya, V. V. and Merrouche, O. (2012). Precautionary hoarding of liquidity and interbank markets: Evidence from the subprime crisis, Review of Finance .

  2. Afonso, G. and Lagos, R. (2012). Trade dynamics in the market for federal funds, Technical report, Staff Report, Federal Reserve Bank of New York.

  3. Afonso, G., Kovner, A. and Schoar, A. (2011). Stressed, not frozen: The federal funds market in the financial crisis, The Journal of Finance 66(4): 1109–1139.

  4. Akram, F. A. and Christophersen, C. (2010). Interbank overnight rates - gains from systemic importance, Norges Bank Working Paper 11.

  5. Anand, K., Craig, B. and von Peter, G. (2014). Filling in the blanks: Network structure and interbank contagion, Discussion Papers 02/2014, Deutsche Bundesbank, Research Centre.

  6. Angelini, P., Nobili, A. and Picillo, C. (2011). The interbank market after august 2007: what has changed, and why?, Journal of Money, Credit and Banking 43(5): 923–958.

  7. Arciero, L., Heijmans, R., Heuver, R., Massarenti, M., Picillo, C. and Vacirca, F. (2013). How to measure the unsecured money market? the eurosystem’s implementation and validation using target2 data, DNB Working Papers 369.

  8. Armantier, O. and Copeland, A. M. (2012). Assessing the quality of Furfine-Based algorithms, Staff Report 575, Federal Reserve Bank of New York.

  9. Ashcraft, A. B. and Duffie, D. (2007). Systemic illiquidity in the federal funds market, The American economic review pp. 221–225.

  10. Babus, A. and Kondor, P. (2013). Trading and information diffusion in over-the-counter markets, Technical report, Working paper.

  11. Bech, M. L. and Klee, E. (2011). The mechanics of a graceful exit: Interest on reserves and segmentation in the federal funds market, Journal of Monetary Economics 58(5): 415–431.

  12. Demiralp, S., Preslopsky, B. and Whitesell, W. (2004). Overnight interbank loans, Manuscript Board of Governors of the Federal Reserve .
    Paper not yet in RePEc: Add citation now
  13. Furfine, C. (1999). The microstructure of the federal funds market, Financial Markets, Institutions & Instruments 8(5): 24–44.
    Paper not yet in RePEc: Add citation now

  14. Furfine, C. H. (2003). Interbank exposures: Quantifying the risk of contagion, Journal of money, credit and banking pp. 111–128.

  15. Hendry, S. and Kamhi, N. (2007). Uncollateralized overnight loans settled in LVTS, Bank of Canada Working Paper 07-11.

  16. Kovner, A. and David, S. (2013). Evaluating the quality of fed funds lending estimates produced from fedwire payments data, Staff Report 629, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now

  17. Sheldon, G. and Maurer, M. (1998). Interbank lending and systemic risk: An empirical analysis for switzerland, Swiss Journal of Economics and Statistics (SJES) 134(IV): 685–704.

Cocites

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  3. The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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  4. Bank Liquidity and Exposure to Industry Shocks. (2020). Talavera, Oleksandr ; Arias, Jose ; Tsapin, Andriy.
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  5. The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition. (2019). Aguirregabiria, Victor ; Wang, Hui ; Clark, Robert.
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  6. Net Stable Funding Ratio and Liquidity Hoarding. (2019). Windl, Martin.
    In: Schmalenbach Business Review.
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  7. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
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  9. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
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  12. The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition. (2019). Aguirregabiria, Victor ; Wang, Hui ; Clark, Robert.
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  14. Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel.
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  16. Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun.
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  23. Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo.
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    In: Temi di discussione (Economic working papers).
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