.
Cassola, Nuno's
Scholarly Papers
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column.
Aggregate Statistics
Total 2,166
Total Citations 119
1.
Monetary Policy and the Stock Market in the Euro Area
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Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
Posted:
14 Jan 03
Last Revised:
16 Mar 04
321(44,488)
11
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
321
11
Monetary policy transmission mechanism; price stability; financial stability
2.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Ejerskov, Steen European Central Bank (ECB)
Valla, Natacha Banque de France
262(56,229)
3
Manipulation, Money markets, SWAPS
3.
Cassola, Nuno European Central Bank (ECB)
Barros Luis, Jorge Montepio Bank
243(61,013)
4
expectations hypothesis, term premiums, pricing kernels, affine model
4.
Brand, Claus European Central Bank (ECB)
Cassola, Nuno European Central Bank (ECB)
177(84,121)
40
Money Demand, Fisher Hypothesis, Term Structure, Structural Cointegrated VAR, Response Profiles
5.
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
163(90,839)
9
Money market microstructure; money market interest rates; liquidity effect; stochastic volatility; fractional integration and cointegration
6.
Modelling Short-Term Interest Rate Spreads in the Euro Money Market
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Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
Posted:
23 Dec 08
Last Revised:
12 May 10
140(103,904)
2
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
0
money market interest rates, euro area, sub-prime credit crisis, credit risk, liquidity risk, long memory, structural change, fractional cointegration, cobreaking, fractionally integrated factor vector autoregressive model
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
140
2
money market interest rates, euro area, sub-prime credit crisis, credit risk, liquidity risk, long memory, structural change, fractional co-integration, co-breaking, fractionally integrated factor vector autoregressive model
7.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Ejerskov, Steen European Central Bank (ECB)
Valla, Natacha Banque de France
126(113,480)
2
Liquidity effect, asymmetric information, monetary policy implementation
8.
Comovements in Volatility in the Euro Money Market
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Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
Posted:
28 Dec 06
Last Revised:
12 May 10
103(132,436)
7
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
0
Money market interest rates, liquidity effect, realized volatility, fractional integration and cointegration, fractional vector error correction model
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
103
7
Money market interest rates, liquidity effect, realized volatility, fractional integration and cointegration, fractional vector error correction model
9.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Ejerskov, Steen European Central Bank (ECB)
Valla, Natacha Banque de France
102(133,336)
2
Money market, corridor system, manipulation
10.
Cassola, Nuno European Central Bank (ECB)
Huetl, Michael affiliation not provided to SSRN
73(165,228)
1
liquidity management, open market operations, simulation, microstructure
11.
Porter, Nathan affiliation not provided to SSRN
Cassola, Nuno European Central Bank (ECB)
67(173,456)
Bond markets, Bonds, China, Interest rate structures, Monetary policy
12.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Ejerskov, Steen European Central Bank (ECB)
Valla, Natacha Banque de France
58(186,912)
3
Euro, monetary policy instruments, operational framework, refinancing operations
13.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Valla, Natacha Banque de France
Posted:
25 Aug 10
Last Revised:
02 Jun 11
54(193,549)
Eurosystem; Bank of England, Fixed rate tender, Overbidding, Exposure risk, Existence of equilibrium, Dynamics
14.
The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds
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Cassola, Nuno European Central Bank (ECB)
Hortacsu, Ali University of Chicago - Department of Economics
Kastl, Jakub Stanford University
Posted:
21 Jul 09
Last Revised:
25 Aug 11
52(196,945)
6
Cassola, Nuno European Central Bank (ECB)
Hortacsu, Ali University of Chicago - Department of Economics
Kastl, Jakub Stanford University
30
6
Multiunit auctions, primary market, structural estimation, subprime market, liquidity crisis
Cassola, Nuno European Central Bank (ECB)
Hortacsu, Ali University of Chicago - Department of Economics
Kastl, Jakub Stanford University
22
6
15.
Cassola, Nuno European Central Bank (ECB)
51(198,646)
Monetary policy implementation, Reserve requirements, Rate corridor, Liquidity management, Panel data
16.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Valla, Natacha Banque de France
47(205,964)
13
Open market operations, uniform price auction, discriminatory, Eurosystem, discriminatory auction, bid shading, collateral
17.
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
44(211,727)
Money market interest rates, credit/liquidity risk, fractionally integrated heteroskedastic factor vector autoregressive model
18.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Valla, Natacha Banque de France
40(219,818)
3
Fixed rate tenders, rationing, equilibrium, inefficiency
19.
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem
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Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
Posted:
03 Oct 06
Last Revised:
17 Aug 07
35(230,806)
1
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
35
1
Repo auctions, monetary policy implementation, primary money market market, multi unit auctions, discriminatory auctions, collateral, central bank, nonparametric estimation
Morana, Claudio International Centre for Economic Research (ICER)
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
0
repo auctions, monetary policy implementation, primary money market market, multi unit auctions, discriminatory auctions, collateral, central bank, nonparametric estimation
20.
Ewerhart, Christian University of Zurich - Department of Economics Library
Cassola, Nuno European Central Bank (ECB)
Valla, Natacha Banque de France
8(316,682)
12
Open market Operations, Uniform Price Auction, Discriminatory Auction, Eurosystem
21.
Cassola, Nuno European Central Bank (ECB)
Morana, Claudio International Centre for Economic Research (ICER)
Posted:
12 May 10
Last Revised:
29 Aug 12
money market interest rates, euro area, sub-prime credit crisis, credit risk, liquidity risk, long memory, structural change, fractionally integrated heteroskedastic factor vector autoregressive model
