Kleopatra Nikolaou

European Central Bank (ECB)

Advisor to the ECB representative in the US

700 19th str

Washington , DC 20431

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 15,348

SSRN RANKINGS

Top 15,348

in Total Papers Downloads

4,170

SSRN CITATIONS

39

CROSSREF CITATIONS

74

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
European Central Bank (ECB)
Downloads 2,418 (7,369)
Citation 4

Abstract:

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liquidity, risk, central bank, LLR

2.
Downloads 1,147 ( 23,648)
Citation 28

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 European Central Bank (ECB)
Downloads 631 (53,434)

Abstract:

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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 European Central Bank (ECB)
Downloads 277 (140,404)
Citation 31

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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 European Central Bank (ECB)
Downloads 239 (162,923)
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 European Central Bank (ECB)
Downloads 114 (306,329)

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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 European Central Bank (ECB)
Downloads 89 (361,821)
Citation 2

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

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

FEDS Notes No. 2016-064
Number of pages: 38 Posted: 28 May 2016 Last Revised: 09 Nov 2020
Song Han and Kleopatra Nikolaou
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 104 (326,869)
Citation 6

Abstract:

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Triparty repos, Over-the-counter (OTC) markets, trade relationships, ON RRP exercise, Treasury Auctions, liquidity shock

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

Number of pages: 43 Posted: 15 Aug 2016
Song Han and Kleopatra Nikolaou
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 76 (398,248)
Citation 1

Abstract:

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

5.

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
European Central Bank (ECB)
Downloads 148 (250,260)

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Real exchange rate, purchasing power parity, quantile regression

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

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, European Central Bank (ECB) and Goldman Sachs, Australia
Downloads 42 (530,408)

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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, European Central Bank (ECB) and Goldman Sachs, Australia
Downloads 32 (585,327)

Abstract:

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