create a website

Dynamics of the Inter-Bank Market in Bulgaria. (2004). Nenovsky, Nikolay ; Chobanov, Petar.
In: Economic Studies journal.
RePEc:bas:econst:y:2004:i:3:p:32-52.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 26

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

    References contributed by pdi333-5425

  1. Balduzzi, P., Bertola, G. and Foresi, S. (1997). A Model of Target Changes and the Term Structure of Interest Rates. – Journal of Monetary Economics, N 39, p. 223-249.

  2. Berlemann, K. and Nenovsky, N. (2003). Lending of First Versus Lending of Last Resort: The Bulgarian Financial Crisis of 1996/1997. Comparative Economic Studies, forthcoming.

  3. Campbell, J. (1987). Money Announcement, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate withinthe Statement Week. – Journal of Money, Credit and Banking, N 19, p. 56-67.

  4. Caporale, G., Miller, J., Hristov, K., Nenovsky, N. and Petrov, B. (2001). The banking system in Bulgaria. – In: Sevic, Z. (ed.). Banking reforms in South-East Europe. Edward Elgar.
    Paper not yet in RePEc: Add citation now
  5. Cocco, J., Gomes, F. and Martins, N. (2003). Lending Relationship in the Interbank Market. mimeo.
    Paper not yet in RePEc: Add citation now
  6. Degryse and Nguyen. (2004). Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System. National Bank of Belgium Working Paper.

  7. Dobrinsky, R. (2000). Transition crisis in Bulgaria. – Cambridge Journal of Economics, 24 (5), p. 581-602.

  8. Elsinger, Lehar and Summer. (2003). The Risk of Interbank Credits: A New Approach to the Assessment of Systemic Risk. Bank of Austria Discussion Paper.
    Paper not yet in RePEc: Add citation now
  9. Ewerhart, C., Cassola, N., Ejerskov, S. and Valla, N. (2003) The Euro Money Market: Stylized Facts and Open Questions. mimeo.
    Paper not yet in RePEc: Add citation now
  10. Furfine, C. (1998). Interbank Payments and the Daily Federal Funds Rate. Board of Governors of the Federal Reserve System.

  11. Furfine, C. (2003). Interbank Exposures: Quantifying the Risk of Contagion. – Journal of Money, Credit and Banking, N 35.

  12. Gaspar, V., Mendizabal, H. and Perez-Quiros, G. (2003). Interest Rate Behaviour in the Interbank Market. mimeo.
    Paper not yet in RePEc: Add citation now
  13. Hamilton, J. (1996). The Daily Market for Federal Funds. – Journal of Political Economy, 104 (1).

  14. Hamilton, J. (1997). Measuring the Liquidity Effect. – American Economic Review, N 87, p. 80-97.

  15. Hanke, S. (2002). Currency Boards. – Annals of American Academy of Political and Social Science, N 579, p. 87-105.
    Paper not yet in RePEc: Add citation now
  16. Kaufman, G. (1995). The US Banking Debacle of the 1980’s: Overview and Lessons. – The Financier.
    Paper not yet in RePEc: Add citation now
  17. Nenovsky, N. and Hristov, K. (2002). New Currency Boards and discretion: The empirical evidence from Bulgaria. – Economic Systems, March, 26 (1), p. 55-72.

  18. Nenovsky, N. and Rizopolos, Y. (2003). Extreme Monetary Regime Change: Evidence from Currency Board Introduction in Bulgaria. – Journal of Economic Issues, December, N 4, p. 909-941.

  19. Petrov, B. (2000). Bank Reserves Dynamics under Currency Board in Bulgaria. Bulgarian National Bank Discussion Paper, DP/15/00.
    Paper not yet in RePEc: Add citation now
  20. Poole, W. (1968). Commercial bank reserve management in a stochastic model: Implications for monetary policy. – Journal of Finance, N 23, p. 769-791.

  21. Prati, A., Bartolini, L. and Bertola, G. (2002). The Overnight Interbank Market: Evidence from the G-7 and the Euro Zone. Paper presented at European Economic Association 2001 Congress.

  22. Rudebusch, G. (1995). Federal Reserve interest rate targeting, rational expectations, and the term structure. – Journal of Monetary Economics, N 35, p. 245-274.

  23. Schuler, K. (1992). Currency Board. (Ph.D. Thesis). Fairfax: George Mason University.
    Paper not yet in RePEc: Add citation now
  24. Upper and Worms. (2002). Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion. Deutsche Bundesbank Discussion Paper N 9.

  25. Weiner, S. (1992). The Changing Role of Reserve Requirements in Monetary Policy. – Federal Reserve Bank of Kansas City Economic Review, Fourth Quarter, p. 45-63.
    Paper not yet in RePEc: Add citation now
  26. Wells. (2002). UK Interbank Exposures: Systemic Risk Implications. – Financial Stability Review.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. On the Term Structure of Interest Rates of the Mexican Government.. (2011). Garcia-Verdu, Santiago.
    In: Working Papers.
    RePEc:bdm:wpaper:2011-18.

    Full description at Econpapers || Download paper

  2. Predictions of short-term rates and the expectations hypothesis. (2010). Thornton, Daniel ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-013.

    Full description at Econpapers || Download paper

  3. Chinas official rates and bond yields. (2010). Johansson, Anders ; Fan, Longzhen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:996-1007.

    Full description at Econpapers || Download paper

  4. A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles. (2009). Senyuz, Zeynep ; Chauvet, Marcelle.
    In: MPRA Paper.
    RePEc:pra:mprapa:15076.

    Full description at Econpapers || Download paper

  5. CHINAS OFFICIAL RATES AND BOND YIELDS. (2009). Johansson, Anders ; Fan, Longzhen.
    In: Working Paper Series.
    RePEc:hhs:hacerc:2009-003.

    Full description at Econpapers || Download paper

  6. What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model. (2008). Pauwels, Laurent ; He, Dong.
    In: Working Papers.
    RePEc:hkg:wpaper:0806.

    Full description at Econpapers || Download paper

  7. The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility. (2007). TUYSUZ, Sukriye.
    In: MPRA Paper.
    RePEc:pra:mprapa:5381.

    Full description at Econpapers || Download paper

  8. The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K.. (2007). TUYSUZ, Sukriye.
    In: MPRA Paper.
    RePEc:pra:mprapa:5263.

    Full description at Econpapers || Download paper

  9. Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK.. (2007). TUYSUZ, Sukriye ; Kuhry, Yves .
    In: MPRA Paper.
    RePEc:pra:mprapa:5255.

    Full description at Econpapers || Download paper

  10. Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news. (2007). TUYSUZ, Sukriye.
    In: MPRA Paper.
    RePEc:pra:mprapa:5217.

    Full description at Econpapers || Download paper

  11. MODELING THE EURO OVERNIGHT RATE. (2006). Leon, ngel ; Nave, Juan ; Benito, Francis.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2006-11.

    Full description at Econpapers || Download paper

  12. The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence. (2006). Rotondi, Zeno.
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v65_n2_p193-224.

    Full description at Econpapers || Download paper

  13. Taylor rules and the term structure. (2006). Favero, Carlo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1377-1393.

    Full description at Econpapers || Download paper

  14. Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates. (2006). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:339-358.

    Full description at Econpapers || Download paper

  15. Monetary Policy and Long-term Interest Rates. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200512.

    Full description at Econpapers || Download paper

  16. Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates. (2005). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-010.

    Full description at Econpapers || Download paper

  17. Unions, wage setting and monetary policy uncertainty. (2005). Hefeker, Carsten ; Hayo, Bernd ; Gruner, Hans Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005490.

    Full description at Econpapers || Download paper

  18. Monetary policy uncertainty and unionized labour markets. (2004). Hefeker, Carsten ; Hayo, Bernd ; Gruner, Hans Peter.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:42.

    Full description at Econpapers || Download paper

  19. Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox. (2004). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-022.

    Full description at Econpapers || Download paper

  20. Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate. (2004). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-003.

    Full description at Econpapers || Download paper

  21. Testing the expectations hypothesis: some new evidence for Japan. (2004). Thornton, Daniel.
    In: Review.
    RePEc:fip:fedlrv:y:2004:i:sep:p:21-40:n:v.86no.5.

    Full description at Econpapers || Download paper

  22. The term structure of commercial paper rates. (2004). Oliner, Stephen ; Downing, Chris .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-18.

    Full description at Econpapers || Download paper

  23. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model. (2004). Ichiue, Hibiki.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:581.

    Full description at Econpapers || Download paper

  24. Profiting from Mean-Reverting Yield Curve Trading Strategies. (2004). Ramaswamy, Krishna ; Chua, Choong-Tze .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:142.

    Full description at Econpapers || Download paper

  25. Interest rate determination in the interbank market. (2004). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Gaspar, Vitor.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004351.

    Full description at Econpapers || Download paper

  26. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4301.

    Full description at Econpapers || Download paper

  27. Dynamics of the Inter-Bank Market in Bulgaria. (2004). Nenovsky, Nikolay ; Chobanov, Petar.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2004:i:3:p:32-52.

    Full description at Econpapers || Download paper

  28. Interest Rate Determination in the Interbank Market. (2004). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Gaspar, Vitor.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:603.04.

    Full description at Econpapers || Download paper

  29. The performance of the Euribor futures market: Effficiency and the impact of ECB policy announcements. (2003). von Hagen, Juergen ; Bernoth, Kerstin.
    In: ZEI Working Papers.
    RePEc:zbw:zeiwps:b272003.

    Full description at Econpapers || Download paper

  30. Cross-country differences in monetary policy execution and money market rates volatility. (2003). .
    In: Staff Reports.
    RePEc:fip:fednsr:175.

    Full description at Econpapers || Download paper

  31. Testing the expectations hypothesis: some new evidence for Japan. (2003). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-033.

    Full description at Econpapers || Download paper

  32. On the Relationship Between the Very Short Forward and the Spot Interest Rate. (2003). Uesugi, Iichiro ; YAMASHIRO, GUY M..
    In: Discussion papers.
    RePEc:eti:dpaper:03013.

    Full description at Econpapers || Download paper

  33. The overnight interbank market: Evidence from the G-7 and the Euro zone. (2003). Bertola, Giuseppe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:10:p:2045-2083.

    Full description at Econpapers || Download paper

  34. Nonlinear mean reversion in the term structure of interest rates. (2003). Seo, Byeongseon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2243-2265.

    Full description at Econpapers || Download paper

  35. Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes. (2003). .
    In: German Economic Review.
    RePEc:bla:germec:v:4:y:2003:i::p:433-457.

    Full description at Econpapers || Download paper

  36. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:1:p:27-65.

    Full description at Econpapers || Download paper

  37. The Overnight Interbank Market: Evidence from the G7 and the Euro Zone. (2002). Bertola, Giuseppe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3090.

    Full description at Econpapers || Download paper

  38. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8246.

    Full description at Econpapers || Download paper

  39. Identifying the liquidity effect at the daily frequency (commentary). (2001). Gilchrist, Simon.
    In: Review.
    RePEc:fip:fedlrv:y:2001:i:jul:p:59-82:n:v.83no.4:x:1.

    Full description at Econpapers || Download paper

  40. Identifying the liquidity effect at the daily frequency. (2001). Thornton, Daniel.
    In: Review.
    RePEc:fip:fedlrv:y:2001:i:jul:p:59-82:n:v.83no.4.

    Full description at Econpapers || Download paper

  41. Banks reserve management, transaction costs, and the timing of Federal Reserve intervention. (2001). Bertola, Giuseppe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:7:p:1287-1317.

    Full description at Econpapers || Download paper

  42. Uncertainty on monetary policy and the expectations model of the term structure of interest rates. (2001). Favero, Carlo ; Mosca, Federico.
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:3:p:369-375.

    Full description at Econpapers || Download paper

  43. Do Interventions Smooth Interest Rates?. (2000). Fischer, Andreas.
    In: Working Papers.
    RePEc:szg:worpap:0004.

    Full description at Econpapers || Download paper

  44. TESTING THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES IN THE PRESENCE OF A POTENTIAL REGIME SHIFT. (2000). Lanne, Markku.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:294.

    Full description at Econpapers || Download paper

  45. NONLINEAR MEAN REVERSION IN THE TERM STRUCTURE OF INTEREST RATES. (2000). Seo, Byeongseon.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:121.

    Full description at Econpapers || Download paper

  46. Day-to-day monetary policy and the volatility of the federal funds interest rate. (2000). Bertola, Giuseppe.
    In: Staff Reports.
    RePEc:fip:fednsr:110.

    Full description at Econpapers || Download paper

  47. Do Interventions Smooth Interest Rates?. (2000). Fischer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2479.

    Full description at Econpapers || Download paper

  48. Market reaction to monetary policy nonannouncements. (1998). Roley, Vance V. ; Gordon H. Sellon, Jr., .
    In: Research Working Paper.
    RePEc:fip:fedkrw:98-06.

    Full description at Econpapers || Download paper

  49. Limited-dependent rational expectations models with jumps. (1996). Ruge-Murcia, Francisco ; Pesaran, Mohammad.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:111.

    Full description at Econpapers || Download paper

  50. Does Macroeconomics Help Understand the Term Structure of Interest Rates?. (). Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:195.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-25 15:27:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.