Frankfurt am Main, 60314
European Central Bank (ECB)
in Total Papers Citations
TAQ, Market Microstructure, Trade and Quote Reporting Lags, Trade
Excess Liquidity, Financial Structure, Asset Purchase Programme, Bank Characteristics, Regulatory Changes
unconventional monetary policy; euro area crisis; SMP; component models; high frequency data
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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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