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Manna, Michele's
Scholarly Papers
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Total Downloads
1,062
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Citations
72
1.
The Microstructure of the Euro Money Market
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Hartmann, Philipp European Central Bank (ECB)
Manna, Michele Bank of Italy
Manzanares, Andres European Central Bank (ECB)
Posted:
13 Nov 01
Last Revised:
16 Mar 04
604
(20,002)
52
Hartmann, Philipp European Central Bank (ECB)
Manna, Michele Bank of Italy
Manzanares, Andres European Central Bank (ECB)
158
52
euro; financial market microstructure; high-frequency data; liquidity; money market; monetary policy instruments; overnight deposit rates; payment systems; reserve requirements; trading volume; transaction costs; volatility
Hartmann, Philipp European Central Bank (ECB)
Manna, Michele Bank of Italy
Manzanares, Andres European Central Bank (ECB)
21
52
Auctions, financial market microstructure, high-frequency data, monetary policy instruments, overnight deposit rates, payment systems, reserve requirements, trading volume, transaction costs
Hartmann, Philipp European Central Bank (ECB)
Manna, Michele Bank of Italy
Manzanares, Andres European Central Bank (ECB)
425
52
brokers, euro, financial market microstructure, high-frequency data, liquidity, money market, monetary policy instruments, overnight deposit rates, payment systems, reserve requirements, trading volume, transaction costs, volatility
2.
Manna, Michele Bank of Italy
208
(72,678)
14
Banking system, balance sheet, integration, euro area
3.
Iazzetta, Carmela Bank of Italy
Manna, Michele Bank of Italy
99
(137,501)
4
interbank market, topology, liquidity crisis
4.
Di Cesare, Antonio Bank of Italy
Grande, Giuseppe Banca d'Italia
Manna, Michele Bank of Italy
Taboga, Marco Bank of Italy
70
(171,029)
2
interest rates, government yield spreads, sovereign risk premia, government debt, financial crisis, sovereign debt crisis, financial contagion, euro break up, convertibility risk
5.
Manna, Michele Bank of Italy
43
(215,906)
Central bank tender procedures, money market rates, key policy rate, daily data, monetary policy
6.
Manna, Michele Bank of Italy
22
(270,809)
home bias, interbank market, euro area, banks resolution procedures
7.
Manna, Michele Bank of Italy
Schiavone, Alessandro Bank of Italy
16
(292,280)
banking crises, contagion, leverage, interbank market, central bank operations
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