Nuno Cassola

No. Title Authors
1906 The collateral channel of open market operations Nuno Cassola, François Koulischer
1437 Euro money market spreads during the 2007-? financial crisis Nuno Cassola, Claudio Morana
1374 The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds Nuno Cassola, Ali Hortacsu, Jakub Kastl
1247 The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times Nuno Cassola, Michael Huetl
982 Modelling short-term interest rate spreads in the euro money market Nuno Cassola, Claudio Morana
869 The reserve fulfilment path of euro area commercial banks: empirical testing using panel data Nuno Cassola
793 Structural econometric approach to bidding in the main refinancing operations of the Eurosystem Nuno Cassola, Christian Ewerhart, Claudio Morana
703 Comovements in volatility in the euro money market Nuno Cassola, Claudio Morana
668 Declining valuations and equilibrium bidding in central bank refinancing operations Christian Ewerhart, Nuno Cassola, Natacha Valla
554 Equilibrium and inefficiency in fixed rate tenders Christian Ewerhart, Nuno Cassola, Natacha Valla
399 Sporadic manipulation in money markets with central bank standing facilities Christian Ewerhart, Nuno Cassola, Steen Ejerskov, Natacha Valla
378 Liquidity, information, and the overnight rate Christian Ewerhart, Nuno Cassola, Steen Ejerskov, Natacha Valla
295 Optimal allotment policy in the Eurosystem's main refinancing operations Christian Ewerhart, Nuno Cassola, Steen Ejerskov, Natacha Valla
235 Volatility of interest rates in the euro area: evidence from high frequency data Nuno Cassola, Claudio Morana
119 Monetary policy and the stock market in the euro area Nuno Cassola, Claudio Morana
46 A two-factor model of the German term structure of interest rates Jorge Barros Luís, Nuno Cassola
39 A money demand system for euro area M3 Claus Brand, Nuno Cassola