Details about Leonardo Bartolini

This author is deceased (2008-07-09).

Access statistics for papers by Leonardo Bartolini.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pba22

Working Papers

2008

1. Settlement delays in the money market
   Staff Reports, Federal Reserve Bank of New York View citations (4)
   See also Journal Article Settlement delays in the money market, Journal of Banking & Finance, Elsevier (2010) View citations (15) (2010)

2006

2. Money Market Integration
   IMF Working Papers, International Monetary Fund View citations (1)
   Also in Staff Reports, Federal Reserve Bank of New York (2005) View citations (4)
   See also Journal Article Money Market Integration, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (10) (2008)

2004

3. Why Emergency Lending Facilities Go Unused
   2004 Meeting Papers, Society for Economic Dynamics

2003

4. Cross-country differences in monetary policy execution and money market rates' volatility
   Staff Reports, Federal Reserve Bank of New York View citations (15)
   See also Journal Article Cross-country differences in monetary policy execution and money market rates' volatility, European Economic Review, Elsevier (2006) View citations (18) (2006)
5. The execution of monetary policy: a tale of two central banks
   Staff Reports, Federal Reserve Bank of New York View citations (11)
   See also Journal Article The execution of monetary policy: a tale of two central banks, Economic Policy, CEPR, CESifo, Sciences Po (2003) View citations (19) (2003)

2002

6. The Overnight Interbank Market: Evidence from the G7 and the Euro Zone
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
   Also in Staff Reports, Federal Reserve Bank of New York (2001) View citations (17)
   See also Journal Article The overnight interbank market: Evidence from the G-7 and the Euro zone, Journal of Banking & Finance, Elsevier (2003) View citations (43) (2003)

2000

7. Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (21)
   Also in IMF Working Papers, International Monetary Fund (2000) View citations (8)
   Staff Reports, Federal Reserve Bank of New York (2000) View citations (5)
   See also Journal Article Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention, Journal of Banking & Finance, Elsevier (2001) View citations (33) (2001)
8. Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate
   IMF Working Papers, International Monetary Fund View citations (11)
   Also in Staff Reports, Federal Reserve Bank of New York (2000) View citations (33)
   See also Journal Article Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate, Journal of Money, Credit and Banking, Blackwell Publishing (2002) View citations (85) (2002)
9. Excess volatility of exchange rates with unobservable fundamentals
   Staff Reports, Federal Reserve Bank of New York View citations (3)
   See also Journal Article Excess Volatility of Exchange Rates with Unobservable Fundamentals, Review of International Economics, Wiley Blackwell (2001) View citations (2) (2001)

1999

10. Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals
    IMF Working Papers, International Monetary Fund View citations (3)

1998

11. Soft Exchange Rate Bands and Speculative Attacks: Theory, and Evidence from the ERM since August 1993
    IMF Working Papers, International Monetary Fund View citations (7)
    Also in Staff Reports, Federal Reserve Bank of New York (1998) View citations (2)
    See also Journal Article Soft exchange rate bands and speculative attacks: theory, and evidence from the ERM since August 1993, Journal of International Economics, Elsevier (1999) View citations (15) (1999)

1996

12. Are exchange rates excessively volatile? And what does \\"excessively volatile\\" mean, anyway?
    Research Paper, Federal Reserve Bank of New York View citations (3)
13. Capital Account Liberalization as a Signal
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (85)
    Also in Staff Reports, Federal Reserve Bank of New York (1996) View citations (7)
    See also Journal Article Capital-Account Liberalization as a Signal, American Economic Review, American Economic Association (1997) View citations (177) (1997)
14. When Liberal Policies Reflect External Shocks, What Do We Learn?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (1996) View citations (6)
    See also Journal Article When liberal policies reflect external shocks, what do we learn?, Journal of International Economics, Elsevier (1997) View citations (58) (1997)

1995

15. Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway?
    IMF Working Papers, International Monetary Fund View citations (9)
    See also Journal Article Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?, IMF Staff Papers, Palgrave Macmillan (1996) View citations (22) (1996)
16. Fiscal Restructuring in the Group of Seven Major Industrial Countries in the 1990's: Macroeconomic Effects
    IMF Working Papers, International Monetary Fund View citations (2)

1994

17. Exchange Rates and Economic Fundamentals: A Framework for Analysis
    IMF Occasional Papers, International Monetary Fund View citations (30)
18. Financing the Transition of Previously Centrally Planned Economies: Macroeconomic Effectson Western Europe
    IMF Working Papers, International Monetary Fund View citations (1)
19. Treasury Bill Auctions: Issues and Uses
    IMF Working Papers, International Monetary Fund View citations (14)

1993

20. Devaluation and Competitiveness in a Small Open Economy: Ireland 1987-1993
    IMF Working Papers, International Monetary Fund View citations (6)

1992

21. An Analysis of the Process of Capital Liberalization in Italy
    IMF Working Papers, International Monetary Fund View citations (3)
22. Target Zones and Forward Rates in a Model with Repeated Realignments
    IMF Working Papers, International Monetary Fund View citations (20)
    See also Journal Article Target zones and forward rates in a model with repeated realignments, Journal of Monetary Economics, Elsevier (1992) View citations (18) (1992)

1991

23. Government Ponzi Games and Debt Dynamics Under Uncertainty
    IMF Working Papers, International Monetary Fund

1990

24. Market Valuation of Illiquid Debt and Implications for Conflicts Among Creditors
    IMF Working Papers, International Monetary Fund View citations (6)
    See also Journal Article Market Valuation of Illiquid Debt and Implications for Conflicts among Creditors, IMF Staff Papers, Palgrave Macmillan (1991) View citations (16) (1991)

1989

25. WAITING TO LEND TO BORROWERS WITH LIMITED LIABILITY
    Working Papers, Princeton, Department of Economics - Financial Research Center

Journal Articles

2011

1. Collateral Values by Asset Class: Evidence from Primary Securities Dealers
   The Review of Financial Studies, 2011, 24, (1), 248-278 View citations (39)

2010

2. Settlement delays in the money market
   Journal of Banking & Finance, 2010, 34, (5), 934-945 View citations (15)
   See also Working Paper Settlement delays in the money market, Staff Reports (2008) View citations (4) (2008)

2008

3. How economic news moves markets
   Current Issues in Economics and Finance, 2008, 14, (Aug) View citations (31)
4. Money Market Integration
   Journal of Money, Credit and Banking, 2008, 40, (1), 193-213 View citations (10)
   Also in Journal of Money, Credit and Banking, 2008, 40, (1), 193-213 (2008) View citations (4)
   See also Working Paper Money Market Integration, IMF Working Papers (2006) View citations (1) (2006)

2007

5. The Fourteenth International Conference "Growth, Integration and Monetary Policy in East Asia," Concluding Panel Discussion: Growth, Integration, and Monetary Policy in East Asia
   Monetary and Economic Studies, 2007, 25, (S1), 233-260

2006

6. Cross-country differences in monetary policy execution and money market rates' volatility
   European Economic Review, 2006, 50, (2), 349-376 View citations (18)
   See also Working Paper Cross-country differences in monetary policy execution and money market rates' volatility, Staff Reports (2003) View citations (15) (2003)
7. Twin deficits, twenty years later
   Current Issues in Economics and Finance, 2006, 12, (Oct) View citations (30)

2005

8. Intraday trading in the overnight federal funds market
   Current Issues in Economics and Finance, 2005, 11, (Nov) View citations (29)

2003

9. The execution of monetary policy: a tale of two central banks
   (Estimating continuous-time stochastic volatility models of the short-term interest rate)
   Economic Policy, 2003, 18, (37), 435-467 View citations (19)
   See also Working Paper The execution of monetary policy: a tale of two central banks, Staff Reports (2003) View citations (11) (2003)
10. The overnight interbank market: Evidence from the G-7 and the Euro zone
    Journal of Banking & Finance, 2003, 27, (10), 2045-2083 View citations (43)
    See also Working Paper The Overnight Interbank Market: Evidence from the G7 and the Euro Zone, CEPR Discussion Papers (2002) View citations (9) (2002)

2002

11. Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate
    Journal of Money, Credit and Banking, 2002, 34, (1), 137-59 View citations (85)
    See also Working Paper Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate, IMF Working Papers (2000) View citations (11) (2000)
12. Foreign exchange swaps
    New England Economic Review, 2002, (Q 2), 11-12 View citations (1)
13. Monetary policy in pre-ECB Italy
    New England Economic Review, 2002, (Q 2), 35-38

2001

14. Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention
    Journal of Banking & Finance, 2001, 25, (7), 1287-1317 View citations (33)
    See also Working Paper Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (21) (2000)
15. Book review: Political Economy in Macroeconomics Allan Drazen, Princeton University Press, 2000
    Journal of International Economics, 2001, 53, (1), 231-234
16. Excess Volatility of Exchange Rates with Unobservable Fundamentals
    Review of International Economics, 2001, 9, (3), 518-530 View citations (2)
    See also Working Paper Excess volatility of exchange rates with unobservable fundamentals, Staff Reports (2000) View citations (3) (2000)

1999

17. Soft exchange rate bands and speculative attacks: theory, and evidence from the ERM since August 1993
    Journal of International Economics, 1999, 49, (1), 1-29 View citations (15)
    See also Working Paper Soft Exchange Rate Bands and Speculative Attacks: Theory, and Evidence from the ERM since August 1993, IMF Working Papers (1998) View citations (7) (1998)

1997

18. Capital-Account Liberalization as a Signal
    American Economic Review, 1997, 87, (1), 138-54 View citations (177)
    See also Working Paper Capital Account Liberalization as a Signal, NBER Working Papers (1996) View citations (85) (1996)
19. Designing effective auctions for treasury securities
    Current Issues in Economics and Finance, 1997, 3, (Jul) View citations (18)
20. Soft versus hard targets for exchange rate intervention
    Economic Policy, 1997, 12, (24), 13-52 View citations (12)
21. When liberal policies reflect external shocks, what do we learn?
    Journal of International Economics, 1997, 42, (3-4), 249-273 View citations (58)
    See also Working Paper When Liberal Policies Reflect External Shocks, What Do We Learn?, NBER Working Papers (1996) View citations (1) (1996)

1996

22. Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?
    IMF Staff Papers, 1996, 43, (1), 72-96 View citations (22)
    See also Working Paper Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway?, IMF Working Papers (1995) View citations (9) (1995)

1995

23. Foreign investment quotas and rent extraction under uncertainty
    Journal of International Economics, 1995, 38, (1-2), 25-49 View citations (10)

1994

24. Government Ponzi games and the sustainability of public deficits under uncertainty
    Ricerche Economiche, 1994, 48, (1), 1-22 View citations (19)

1993

25. Competitive runs: The case of a ceiling on aggregate investment
    European Economic Review, 1993, 37, (5), 921-948 View citations (18)

1992

26. Target zones and forward rates in a model with repeated realignments
    Journal of Monetary Economics, 1992, 30, (3), 373-408 View citations (18)
    See also Working Paper Target Zones and Forward Rates in a Model with Repeated Realignments, IMF Working Papers (1992) View citations (20) (1992)

1991

27. Market Valuation of Illiquid Debt and Implications for Conflicts among Creditors
    IMF Staff Papers, 1991, 38, (4), 828-849 View citations (16)
    See also Working Paper Market Valuation of Illiquid Debt and Implications for Conflicts Among Creditors, IMF Working Papers (1990) View citations (6) (1990)