Cornelia Holthausen

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

SCHOLARLY PAPERS

9

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424

CROSSREF CITATIONS

242

Scholarly Papers (9)

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

Journal of Financial Economics (JFE), 118, 336-354 (2015)
Number of pages: 53 Posted: 22 Mar 2009 Last Revised: 24 May 2016
Florian Heider, Marie Hoerova and Cornelia Holthausen
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,748 (9,756)
Citation 8

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Interbank market; Endogenous liquidity; Counterparty risk; Asymmetric information; Market break-down; Financial crisis

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

ECB Working Paper No. 1126
Number of pages: 66 Posted: 12 Dec 2009
Florian Heider, Marie Hoerova and Cornelia Holthausen
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 698 (38,235)
Citation 7

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Financial crisis, Interbank market, Liquidity, Counterparty risk, Asymmetric information

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

CEPR Discussion Paper No. DP7762
Number of pages: 59 Posted: 05 Apr 2010
Florian Heider, Marie Hoerova and Cornelia Holthausen
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 5 (685,516)
Citation 11
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Asymmetric information, Counterparty risk, Financial crisis, Interbank market, Liquidity

2.
Downloads 814 ( 31,503)
Citation 16

Cooperation in International Banking Supervision

ECB Working Paper No. 316; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 57 Posted: 19 May 2004
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 786 (32,531)

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multinational banks, closure, cheap talk

Cooperation in International Banking Supervision

CEPR Discussion Paper No. 4990
Number of pages: 48 Posted: 09 Aug 2005
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 28 (523,683)
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Multinational banks, supervision, closure, cheap talk

3.

Money and Payments: A Modern Perspective

ECB Working Paper No. 245
Number of pages: 56 Posted: 02 Dec 2003
Cornelia Holthausen and Cyril Monnet
European Central Bank (ECB) and Federal Reserve Bank of Philadelphia
Downloads 384 (82,239)

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Money, private money, free banking, electronic money, payment systems

Interbank Market Integration Under Asymmetric Information

ECB Working Paper No. 74
Number of pages: 32 Posted: 16 Aug 2001
Xavier Freixas and Cornelia Holthausen
Universitat Pompeu Fabra and European Central Bank (ECB)
Downloads 352 (90,281)
Citation 6

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Interbank lending, financial integration, interbank markets, multinational banks, Too-Big-To-Fail

Efficient Pricing of Large Value Interbank Payment Systems

ECB Working Paper No. 184
Number of pages: 36 Posted: 17 May 2003
Cornelia Holthausen and Jean-Charles Rochet
European Central Bank (ECB) and Swiss Finance Institute
Downloads 138 (224,710)

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Payment systems, non-linear pricing, public monopoly, mixed duopoly

Efficient Pricing of Large Value Interbank Payment Systems

CEPR Discussion Paper No. 3943
Number of pages: 27 Posted: 13 Aug 2003
Cornelia Holthausen and Jean-Charles Rochet
European Central Bank (ECB) and Swiss Finance Institute
Downloads 17 (596,835)
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Payment systems, non-linear pricing

6.

Regulating Access to International Large-Value Payment Systems

EFMA 2000 Athens Meetings; European Central Bank Working Paper No. 22
Number of pages: 44 Posted: 31 Dec 2000
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 151 (208,316)
Citation 3

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Large-value Payment Systems, Regulation, Supervision, Systemic Risk

7.

Raising Rival's Costs in the Securities Settlement Industry

ECB Working Paper No. 376
Number of pages: 33 Posted: 06 Dec 2004
Cornelia Holthausen and Jens Tapking
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 144 (216,547)

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Securities settlement, network competition, raising rival's cost

8.

Incorporating a 'Public Good Factor' into the Pricing of Large-Value Payment Systems

ECB Working Paper No. 507
Number of pages: 21 Posted: 28 Jul 2005
Cornelia Holthausen and Jean-Charles Rochet
European Central Bank (ECB) and Swiss Finance Institute
Downloads 101 (281,709)

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large-value payment systems, public goods, pricing rules

9.

The Minimum Liquidity Deficit and the Maturity Structure of Central Banks' Open Market Operations: Lessons from the Financial Crisis

ECB Working Paper No. 1282
Number of pages: 31 Posted: 04 Jan 2011
Jens Eisenschmidt and Cornelia Holthausen
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 49 (417,961)

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central bank, money market, open market operations, financial crisis