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Nikolaou, Kleopatra's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,010 |
Total
Citations
11 |
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1.
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Funding Liquidity Risk: Definition and Measurement
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Drehmann, Mathias
Bank for International Settlements Nikolaou, Kleopatra
European Central Bank
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Posted:
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16 Feb 09
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Last Revised:
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20 Jul 10
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852
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11
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Drehmann, Mathias
Bank for International Settlements Nikolaou, Kleopatra
European Central Bank
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171
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11
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Funding Liquidity, Liquidity Risk, Bidding Behavior, Central Bank Auctions, Interbank Markets
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Drehmann, Mathias
Bank for International Settlements Nikolaou, Kleopatra
European Central Bank
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175
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11
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funding liquidity, liquidity risk, bidding data, money market auctions, interbank markets
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Drehmann, Mathias
Bank for International Settlements Nikolaou, Kleopatra
European Central Bank
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506
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11
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funding liquidity, liquidity risk, bidding data, money market auctions, interbank markets
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2.
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The Forecasting Power of International Yield Curve Linkages
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Versions (2)
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Modugno, Michele
Université Libre de Bruxelles (ULB) Nikolaou, Kleopatra
European Central Bank
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Posted:
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05 Mar 08
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Last Revised:
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04 May 09
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158
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Modugno, Michele
Université Libre de Bruxelles (ULB) Nikolaou, Kleopatra
European Central Bank
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84
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Yield curve forecast, Dynamic factor model, EM algorithm, International linkages
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Modugno, Michele
Université Libre de Bruxelles (ULB) Nikolaou, Kleopatra
European Central Bank
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74
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Yield curve forecast, Dynamic factor model, EM algorithm, International linkages
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