Kleopatra Nikolaou

Federal Reserve Board of Governors

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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SSRN RANKINGS

Top 15,024

in Total Papers Downloads

3,518

SSRN CITATIONS
Rank 10,766

SSRN RANKINGS

Top 10,766

in Total Papers Citations

27

CROSSREF CITATIONS

76

Scholarly Papers (6)

1.

Liquidity (Risk) Concepts: Definitions and Interactions

ECB Working Paper No. 1008
Number of pages: 72 Posted: 23 Feb 2009
Kleopatra Nikolaou
Federal Reserve Board of Governors
Downloads 1,864 (9,191)
Citation 1

Abstract:

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liquidity, risk, central bank, LLR

2.
Downloads 1,109 ( 20,649)
Citation 25

Funding Liquidity Risk: Definition and Measurement

ECB Working Paper No. 1024
Number of pages: 51 Posted: 06 Mar 2009
Mathias Drehmann and Kleopatra Nikolaou
Bank for International Settlements (BIS) and Federal Reserve Board of Governors
Downloads 614 (46,501)

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funding liquidity, liquidity risk, bidding data, money market auctions, interbank markets

Funding Liquidity Risk: Definition and Measurement

BIS Working Paper No. 316
Number of pages: 35 Posted: 21 Jul 2010
Mathias Drehmann and Kleopatra Nikolaou
Bank for International Settlements (BIS) and Federal Reserve Board of Governors
Downloads 262 (127,397)
Citation 28

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Funding Liquidity, Liquidity Risk, Bidding Behavior, Central Bank Auctions, Interbank Markets

Funding Liquidity Risk: Definition and Measurement

EFA 2009 Bergen Meetings Paper
Number of pages: 40 Posted: 16 Feb 2009
Mathias Drehmann and Kleopatra Nikolaou
Bank for International Settlements (BIS) and Federal Reserve Board of Governors
Downloads 233 (143,468)
Citation 12

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funding liquidity, liquidity risk, bidding data, money market auctions, interbank markets

The Forecasting Power of International Yield Curve Linkages

ECB Working Paper No. 1044
Number of pages: 32 Posted: 04 May 2009
Michele Modugno and Kleopatra Nikolaou
Board of Governors of the Federal Reserve System and Federal Reserve Board of Governors
Downloads 110 (272,203)

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Yield curve forecast, Dynamic factor model, EM algorithm, International linkages

The Forecasting Power of International Yield Curve Linkages

ECORE Discussion Paper No. 2007/98
Number of pages: 22 Posted: 05 Mar 2008
Michele Modugno and Kleopatra Nikolaou
Board of Governors of the Federal Reserve System and Federal Reserve Board of Governors
Downloads 88 (316,411)
Citation 2

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Yield curve forecast, Dynamic factor model, EM algorithm, International linkages

4.

The Behaviour of the Real Exchange Rate: Evidence from Regression Quantiles

ECB Working Paper No. 667
Number of pages: 47 Posted: 22 Aug 2006
Kleopatra Nikolaou
Federal Reserve Board of Governors
Downloads 145 (219,725)

Abstract:

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Real exchange rate, purchasing power parity, quantile regression

Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos

Number of pages: 42 Posted: 28 May 2016 Last Revised: 21 Jun 2016
Song Han and Kleopatra Nikolaou
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board of Governors
Downloads 79 (338,292)
Citation 6

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Triparty repos, OTC markets, trade relationships, RRP exercise, Treasury Auctions, search frictions

Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos

FEDS Working Paper No. 2016-064
Number of pages: 43 Posted: 15 Aug 2016
Song Han and Kleopatra Nikolaou
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board of Governors
Downloads 56 (407,723)
Citation 1

Abstract:

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Triparty repos, OTC markets, Trade relationships, RRP exercise, Treasury Auctions, Search frictions

Modeling Money Market Spreads: What Do We Learn About Refinancing Risk?

FEDS Working Paper No. 2014-112
Number of pages: 48 Posted: 04 Jan 2015 Last Revised: 25 Aug 2015
Vincent Brousseau, Kleopatra Nikolaou and Huw Pill
European Central Bank, Directorate General Economics, Federal Reserve Board of Governors and Goldman Sachs, Australia
Downloads 36 (490,423)

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financial crisis, liquidity risk, money market spread, money markets, refinancing risk

Modeling Money Market Spreads: What Do We Learn About Refinancing Risk?

Number of pages: 47 Posted: 06 Nov 2014
Vincent Brousseau, Kleopatra Nikolaou and Huw Pill
European Central Bank, Directorate General Economics, Federal Reserve Board of Governors and Goldman Sachs, Australia
Downloads 31 (516,257)

Abstract:

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money markets, money market spread, refinancing risk, liquidity risk, financial crisis