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Nuno Cassola
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A money demand system for euro area M3
C Brand, N Cassola
Applied Economics 36 (8), 817-838, 2004
2952004
Monetary policy and the stock market in the euro area
N Cassola, C Morana
Journal of Policy Modeling 26 (3), 387-399, 2004
2252004
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
1612013
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
522010
The collateral channel of open market operations
N Cassola, F Koulischer
Journal of Financial Stability 41, 73-90, 2019
422019
A two-factor model of the German term structure of interest rates
N Cassola, JB Luís
Applied Financial Economics 13 (11), 783-806, 2003
412003
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
372006
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
352011
Comovements in volatility in the euro money market
N Cassola, C Morana
Journal of international money and finance 29 (3), 525-539, 2010
352010
Modelling short-term interest rate spreads in the euro money market
N Cassola, C Morana
ECB Working Paper, 2008
312008
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
312008
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
292010
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
232013
Euro money market spreads during the 2007–? financial crisis
N Cassola, C Morana
Journal of Empirical Finance 19 (4), 548-557, 2012
222012
The euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times
N Cassola, M Huetl
ECB Working Paper, 2010
222010
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
192008
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
192004
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
182019
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
142009
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