Author

Name:
Nuno Cassola
Educations:
Ph D: U Kent, Economics, 1993
e-mail:
nuno.cassola@ecb.int
Articles 14:

The Collateral Channel of Open Market Operations
Nuno Cassola, Francois Koulischer
Journal Of Financial Stability, vol. 41, 2019, p. 73-90.

The ECB's OMTs: A Tale of Governments, Investors, and the Central Bank
Nuno Cassola, José Jorge
Journal of International Money and Finance, vol. 65, 2016, p. 94-116.

The 2007 Subprime Market Crisis through the Lens of European Central Bank Auctions for Short-Term Funds
Nuno Cassola, Ali Hortacsu, Jakub Kastl
Econometrica, vol. 81, 2013, p. 1309-1345.

Euro Money Market Spreads during the 2007-? Financial Crisis
Nuno Cassola, Claudio Morana
Journal Of Empirical Finance, vol. 19, 2012, p. 548-557.

Overbidding in Fixed Rate Tenders: The Role of Exposure Risk
Christian Ewerhart, Nuno Cassola, Natacha Valla
Journal of Banking and Finance, vol. 36, 2012, p. 539-549.

Comovements in Volatility in the Euro Money Market
Nuno Cassola, Claudio Morana
Journal of International Money and Finance, vol. 29, 2010, p. 525-539.

Declining Valuations and Equilibrium Bidding in Central Bank Refinancing Operations
Christian Ewerhart, Nuno Cassola, Natacha Valla
International Journal of Industrial Organization, vol. 28, 2010, p. 30-43.

Optimal Allotment Policy in Central Bank Open Market Operations
Christian Ewerhart, Nuno Cassola, Steen Ejerskov, Natacha Valla
European Journal Of Finance, vol. 15, 2009, p. 405-420.

Modeling short-term interest rate spreads in the Euro Money Market
Nuno Cassola, Claudio Morana
International Journal Of Central Banking, vol. 4, 2008, p. 1-37.

Manipulation in money markets
Christian Ewerhart, Nuno Cassola, Steen Ejerskov, Natacha Valla
International Journal Of Central Banking, vol. 3, 2007, p. 113-148.

Volatility of Interest Rates in the Euro Area: Evidence from High Frequency Data
Nuno Cassola, Claudio Morana
European Journal Of Finance, vol. 12, 2006, p. 513-528.

A Money Demand System for Euro Area M3
Claus Brand, Nuno Cassola
Applied Economics, vol. 36, 2004, p. 817-838.

Monetary Policy and the Stock Market in the Euro Area
Nuno Cassola, Claudio Morana
Journal of Policy Modeling, vol. 26, 2004, p. 387-399.

A Two-Factor Model of the German Term Structure of Interest Rates
Nuno Cassola, Jorge Barros Luis
Applied Financial Economics, vol. 13, 2003, p. 783-806.

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