Details about Olivier Vergote

Access statistics for papers by Olivier Vergote.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pve200

Working Papers

2022

1. How do banks manage liquidity? Evidence from the ECB’s tiering experiment
   Working Paper Series, European Central Bank View citations (1)
2. Two-tier system for remunerating excess reserve holdings
   Occasional Paper Series, European Central Bank View citations (2)

2020

3. Who takes the ECB’s targeted funding?
   Working Paper Series, European Central Bank View citations (4)

2017

4. The distribution of excess liquidity in the euro area
   Occasional Paper Series, European Central Bank View citations (49)
5. The transmission channels of monetary, macro- and microprudential policies and their interrelations
   Occasional Paper Series, European Central Bank View citations (22)

2016

6. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015
   Working Paper Series, European Central Bank View citations (5)

2014

7. A high frequency assessment of the ECB securities markets programme
   Working Paper Series, European Central Bank View citations (64)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (9)
   See also Journal Article A High-Frequency assessment of the ECB Securities Markets Programme, Journal of the European Economic Association, European Economic Association (2017) View citations (57) (2017)

2011

8. Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR, Journal of Banking & Finance, Elsevier (2012) View citations (6) (2012)

2010

9. Main drivers of the ECB financial accounts and ECB financial strength over the first 11 years
   Occasional Paper Series, European Central Bank View citations (34)

2005

10. How to Match Trades and Quotes for Nyse Stocks?
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven View citations (3)

2003

11. Asymptotic Results for GMM Estimators of Stochastic Volatility Models
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven View citations (4)

Journal Articles

2018

1. Liquidity conditions and monetary policy operations in the period from 1 November 2017 to 30 January 2018
   Economic Bulletin Boxes, 2018, 2

2017

2. A High-Frequency assessment of the ECB Securities Markets Programme
   Journal of the European Economic Association, 2017, 15, (1), 218-243 View citations (57)
   See also Working Paper A high frequency assessment of the ECB securities markets programme, Working Paper Series (2014) View citations (64) (2014)

2012

3. Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR
   Journal of Banking & Finance, 2012, 36, (10), 2804-2823 View citations (6)
   See also Working Paper Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor, Working Paper Series (2011) View citations (1) (2011)

2007

4. Interest rate policy or monetary base policy: implications for a central bank’s balance sheet
   Economic Review, 2007, (iii), 17-26 View citations (2)
5. The liquidity management of the Eurosystem during the period of financial turmoil
   Economic Review, 2007, (iii), 27-41 View citations (6)

Undated

6. Credit risk spillover between financials and sovereigns in the euro area, 2007–15
   Journal of Network Theory in Finance