Frankfurt am Main, 60314
European Central Bank (ECB)
in Total Papers Citations
TAQ, Market Microstructure, Trade and Quote Reporting Lags, Trade
unconventional monetary policy; euro area crisis; SMP; component models; high frequency data
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Excess Liquidity, Financial Structure, Asset Purchase Programme, Bank Characteristics, Regulatory Changes
central banking, central bank balance sheet, financial accounts, financial strength
risk-neutral probability density functions, option-implied densities, interest rate expecta-tions, central bank communication, intraday analysis, announcement effects, tick data
bank-sovereign nexus, credit risk, spillover, contagion, feedback loops, Granger causality
dynamic tobit panel, funding for lending, monetary policy operations, take-up behaviour, targeted longer-term refinancing operations
Central bank policies, non-standard measures, banking, financial regulation, DSGE models
monetary policy implementation, xentral bank operational framework, central bank liquidity management, non-standard monetary policy measures
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