Steen Ejerskov

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

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Scholarly Papers (5)

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1.

Manipulation in Money Markets

Swiss Finance Institute Research Paper No. 29
Number of pages: 42 Posted: 26 Nov 2006
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 318 (111,199)
Citation 21

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Manipulation, Money markets, SWAPS

2.

Liquidity, Information, and the Overnight Rate

Number of pages: 38 Posted: 14 Jun 2004
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 146 (232,065)

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Liquidity effect, asymmetric information, monetary policy implementation

3.

How Does the ECB Allot Liquidity in its Weekly Main Refinancing Operations? A Look at the Empirical Evidence

Number of pages: 51 Posted: 13 Jan 2004
Steen Ejerskov, Clara Martin Moss and Livio Stracca
European Central Bank (ECB), Independent and European Central Bank (ECB)
Downloads 124 (263,769)

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Bank reserves, monetary policy, martingale hypothesis, liquidity effect, liquidity policy

4.

Sporadic Manipulation in Money Markets with Central Bank Standing Facilities

Number of pages: 36 Posted: 13 Dec 2004
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 120 (270,263)

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Money market, corridor system, manipulation

5.

Optimal Allotment Policy in the Eurosystem's Main Refinancing Operations

Number of pages: 49 Posted: 10 Feb 2004
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 73 (371,344)

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Euro, monetary policy instruments, operational framework, refinancing operations