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The influence of a heterogeneous banking sector on the Interbank market rate in the Euro area
Neyer, Ulrike; Wiemers, Jürgen - In: Swiss journal of economics and statistics 140 (2004) 3, pp. 395-428
Persistent link: https://www.econbiz.de/10002383571
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Financial systems and the role of banks in monetary policy transmission in the euro area
Ehrmann, Michael; Gambacorta, Leonardo; Martínez … - 2001
monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly … ihres Liquiditätsgrads variiert. Im Gegensatz zu den USA ist im Allgemeinen die Größe einer Bank kein direkter …
Persistent link: https://www.econbiz.de/10011419463
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Measuring the effects of monetary policy in the euro area : the role of anticipated policy
Gottschalk, Jan; Höppner, Florian - 2001
This paper investigates within a SVAR framework the effects of anticipated monetary policy in the euro area. Building on a procedure recently proposed by Cochrane which yields the response of output to an anticipated monetary policy impulse, we show that in the past twenty years anticipated...
Persistent link: https://www.econbiz.de/10011476356
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Financial systems and the role of banks in monetary policy transmission in the euro area
Ehrmann, Michael (contributor) - 2001
monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly …
Persistent link: https://www.econbiz.de/10001643064
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The term structure of euro-rates : some evidence in support of the expectations hypothesis
Gerlach, Stefan - 1995
Persistent link: https://www.econbiz.de/10013431802
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Measuring the effects of monetary policy in the Euro area : the role of anticipated policy
Gottschalk, Jan - 2001
Persistent link: https://www.econbiz.de/10013261164
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Price formation on the EuroMTS platform
Caporale, Guglielmo Maria; Girardi, Alessandro - 2010
This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace (EuroMTS). Using twenty-seven months of daily...
Persistent link: https://www.econbiz.de/10010266110
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Price formation on the EuroMTS platform
Caporale, Guglielmo Maria; Girardi, Alessandro - 2010
This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace (EuroMTS). Using twenty-seven months of daily...
Persistent link: https://www.econbiz.de/10010271355
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The federal funds market and the overnight Eurodollar market
Lee, Yungsook - 1999
Overnight Federal funds and overnight Eurodollars are among the most liquid short-term assets that a bank can hold to …
Persistent link: https://www.econbiz.de/10010301761
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Default risk in the Eurodollar market : theory and empirical evidence
Wei, David Guoming - 1995
Persistent link: https://www.econbiz.de/10000989543