Working Papers by Christian Ewerhart

• No. 909
  Repo markets, counterparty risk and the 2007/2008 liquidity crisis, by Christian Ewerhart and Jens Tapking, June 2008,  912 kb, en.
• No. 793
  Structural econometric approach to bidding in the main refinancing operations of the Eurosystem, by Nuno Cassola, Christian Ewerhart and Claudio Morana, August 2007,  815 kb, en.
  Published in: Journal of Financial Transformation. April 2007; 0(19): 81-90.
• No. 668
  Declining valuations and equilibrium bidding in central bank refinancing operations, by Christian Ewerhart, Nuno Cassola and Natacha Valla, August 2006,  595 kb, en.
  Published in: International Journal of Industrial Organisations (2010), 28(1), pp. 30-43.
• No. 554
  Equilibrium and inefficiency in fixed rate tenders, by Christian Ewerhart, Nuno Cassola and Natacha Valla, November 2005,  566 kb, en.
  Published in: Journal of Banking in Finance, 2011 as "Overbidding in fixed rate tenders: The role of exposure risk".
• No. 399
  Sporadic manipulation in money markets with central bank standing facilities, by Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla, October 2004,  982 kb, en.
  Published in: International Journal of Central Banking, as "Manipulation in Money Markets", 3(1), special issue, March 2007, 113-148.
• No. 378
  Liquidity, information, and the overnight rate, by Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla, July 2004,  824 kb, en.
• No. 295
  Optimal allotment policy in the Eurosystem's main refinancing operations, by Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla, December 2003,  749 kb, en.
  Published in: The European Journal of Finance, June 2009, 15 (4), pp. 405 - 420
• No. 197
  A model of the Eurosystem's operational framework for monetary policy implementation, by Christian Ewerhart, November 2002,  864 kb, en.
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