Browsing All of EconStor by Author Cassola, Nuno
Showing results 1 to 18 of 18
Year of Publication | Title | Author(s) |
2000 | A money demand system for euro area M3 | Brand, Claus; Cassola, Nuno |
2001 | A two-factor model of the German term structure of interest rates | Barros Luís, Jorge; Cassola, Nuno |
2002 | Monetary policy and the stock market in the euro area | Cassola, Nuno; Morana, Claudio |
2003 | Optimal allotment policy in the Eurosystem's main refinancing operations | Ewerhart, Christian; Cassola, Nuno; Ejerskov, Steen; Valla, Natacha |
2003 | Volatility of interest rates in the euro area: evidence from high frequency data | Cassola, Nuno; Morana, Claudio |
2004 | Liquidity, information, and the overnight rate | Ewerhart, Christian; Cassola, Nuno; Ejerskov, Steen; Valla, Natacha |
2004 | Sporadic manipulation in money markets with central bank standing facilities | Ewerhart, Christian; Cassola, Nuno; Ejerskov, Steen; Valla, Natacha |
2005 | Equilibrium and inefficiency in fixed rate tenders | Ewerhart, Christian; Cassola, Nuno; Valla, Natacha |
2006 | Declining valuations and equilibrium bidding in central bank refinancing operations | Ewerhart, Christian; Cassola, Nuno; Valla, Natacha |
2006 | Comovements in volatility in the euro money market | Cassola, Nuno; Morana, Claudio |
2007 | Structural econometric approach to bidding in the main refinancing operations of the Eurosystem | Cassola, Nuno; Ewerhart, Christian; Morana, Claudio |
2008 | Modelling short-term interest rate spreads in the euro money market | Cassola, Nuno; Morana, Claudio |
2008 | The reserve fulfilment path of euro area commercial banks: empirical testing using panel data | Cassola, Nuno |
2010 | The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times | Cassola, Nuno; Huetl, Michael |
2011 | The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds | Cassola, Nuno; Hortacsu, Ali; Kastl, Jakub |
2012 | Euro money market spreads during the 2007-? financial crisis | Cassola, Nuno; Morana, Claudio |
2016 | The collateral channel of open market operations | Cassola, Nuno; Koulischer, François |
2019 | The ECB after the crisis: Existing synergies among monetary policy, macroprudential policies and banking supervision | Cassola, Nuno; Kok Sørensen, Christoffer; Mongelli, Francesco Paolo |