Jiri Woschitz

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

4

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1,036

SSRN CITATIONS
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in Total Papers Citations

10

CROSSREF CITATIONS

8

Scholarly Papers (4)

Collateral, Central Bank Repos, and Systemic Arbitrage

Swiss Finance Institute Research Paper No. 16-66
Number of pages: 58 Posted: 18 Nov 2016
Deutsche Bundesbank, University of Zurich - Department of Banking and Finance, ESMT European School of Management and Technology and BI Norwegian Business School
Downloads 583 (88,589)
Citation 9

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Collateral, repo, systemic arbitrage, central bank, collateral policy, banks, liquidity, interbank market, financial stability, financial fragmentation

Collateral, Central Bank Repos, and Systemic Arbitrage

CEPR Discussion Paper No. DP11663
Number of pages: 59 Posted: 29 Nov 2016
Deutsche Bundesbank, University of Zurich - Department of Banking and Finance, ESMT European School of Management and Technology and BI Norwegian Business School
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Citation 1
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banks, central bank, Collateral, collateral policy, financial fragmentation, financial stability, interbank market, liquidity, repo, systemic arbitrage

2.

The Price of Money: How Collateral Policy Affects the Yield Curve

Swiss Finance Institute Research Paper No. 21-74
Number of pages: 69 Posted: 11 Nov 2021
Kjell G. Nyborg and Jiri Woschitz
University of Zurich - Department of Banking and Finance and BI Norwegian Business School
Downloads 186 (305,881)
Citation 3

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Yield curve, central bank, collateral policy, monetary policy, haircuts, repo, asset prices, liquidity, central-bank money, government bonds

Robust difference-in-differences analysis when there is a term structure

Swiss Finance Institute Research Paper No. 24-03
Number of pages: 64 Posted: 24 Jan 2024 Last Revised: 01 Feb 2024
Kjell G. Nyborg and Jiri Woschitz
University of Zurich - Department of Banking and Finance and BI Norwegian Business School
Downloads 100 (503,785)

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Fixed-income pricing, yield curve, term structure, difference-in-differences analysis, false and mismeasured treatment effects

Robust difference-in-differences analysis when there is a term structure

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 62 Posted: 26 Feb 2024 Last Revised: 27 Feb 2024
Kjell G. Nyborg and Jiri Woschitz
University of Zurich - Department of Banking and Finance and BI Norwegian Business School
Downloads 75 (604,755)

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4.

The Price of Money: The Reserves Convertibility Premium over the Term Structure

Swiss Finance Institute Research Paper No. 24-17
Number of pages: 69 Posted: 23 Feb 2024
Kjell G. Nyborg and Jiri Woschitz
University of Zurich - Department of Banking and Finance and BI Norwegian Business School
Downloads 92 (527,782)

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central bank, reserves, convertibility premium, liquidity premium, term structure, yield curve, collateral policy, haircut