A money demand system for euro area M3 C Brand, N Cassola Applied Economics 36 (8), 817-838, 2004 | 287 | 2004 |
Monetary policy and the stock market in the euro area N Cassola, C Morana Journal of Policy Modeling 26 (3), 387-399, 2004 | 235 | 2004 |
The 2007 subprime market crisis through the lens of European Central Bank auctions for short‐term funds N Cassola, A Hortaçsu, J Kastl Econometrica 81 (4), 1309-1345, 2013 | 167 | 2013 |
Declining valuations and equilibrium bidding in central bank refinancing operations C Ewerhart, N Cassola, N Valla International Journal of Industrial Organization 28 (1), 30-43, 2010 | 55 | 2010 |
The collateral channel of open market operations N Cassola, F Koulischer Journal of Financial Stability 41, 73-90, 2019 | 49 | 2019 |
A two-factor model of the German term structure of interest rates N Cassola, JB Luís Applied Financial Economics 13 (11), 783-806, 2003 | 41 | 2003 |
Implementing monetary policy in crisis times: the case of the ECB A Durre, N Cassola, C Holthausen Approaches to monetary policy revisited-lessons from the crisis, session 5 …, 2011 | 37 | 2011 |
Volatility of interest rates in the euro area: evidence from high frequency data N Cassola, C Morana The European Journal of Finance 12 (6-7), 513-528, 2006 | 37 | 2006 |
Comovements in volatility in the euro money market N Cassola, C Morana Journal of international money and finance 29 (3), 525-539, 2010 | 34 | 2010 |
Modelling short-term interest rate spreads in the euro money market N Cassola, C Morana ECB Working Paper, 2008 | 31 | 2008 |
The 2007/2008 turmoil: a challenge for the integration of the euro area money market N Cassola, C Holthausen, ML Duca Conference on Liquidity: Concepts and Risks, CESifo Conference Centre …, 2008 | 30 | 2008 |
The 2007/2009 turmoil: a challenge for the integration of the euro area money market N Cassola, C Holthausen, ML Duca ECB Workshop on Challenges to monetary policy implementation beyond the …, 2010 | 28 | 2010 |
The 2007 subprime market crisis in the EURO area through the lens of ECB repo auctions N Cassola, A Hortaçsu, J Kastl Econometrica 81 (4), 1309-1345, 2013 | 26 | 2013 |
Euro money market spreads during the 2007–? financial crisis N Cassola, C Morana Journal of Empirical Finance 19 (4), 548-557, 2012 | 23 | 2012 |
A research perspective on the propagation of the credit market turmoil N Cassola, M Drehmann, P Hartmann, ML Duca, M Scheicher Research Bulletin 7, 2-5, 2008 | 22 | 2008 |
The euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times N Cassola, M Huetl ECB Working Paper, 2010 | 20 | 2010 |
Manipulation in Money Markets N Cassola, C Ewerhart, S Ejerskov, N Valla International Journal of Central Banking 3 (1), 113-148, 2007 | 19* | 2007 |
Liquidity, information, and the overnight rate C Ewerhart, N Cassola, S Ejerskov, N Valla Information, and the Overnight Rate (July 2004), 2004 | 19 | 2004 |
The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision N Cassola, C Kok, FP Mongelli Macroprudential Policies and Banking Supervision (November, 2019), 2019 | 17 | 2019 |
Optimal allotment policy in central bank open market operations C Ewerhart, N Cassola, S Ejerskov, N Valla The European Journal of Finance 15 (4), 405-420, 2009 | 15 | 2009 |