Funding liquidity risk: definition and measurement M Drehmann, K Nikolaou Journal of Banking & Finance 37 (7), 2173-2182, 2013 | 621 | 2013 |
Liquidity (risk) concepts: definitions and interactions K Nikolaou ECB working paper, 2009 | 356 | 2009 |
The behaviour of the real exchange rate: Evidence from regression quantiles K Nikolaou Journal of Banking & Finance 32 (5), 664-679, 2008 | 52 | 2008 |
Trading relationships in the OTC market for secured claims: Evidence from triparty repos S Han, K Nikolaou FEDS Working Paper, 2016 | 37 | 2016 |
New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market K Nikolaou, L Sarno Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 22 | 2006 |
The forecasting power of internal yield curve linkages M Modugno, K Nikolaou ECB Working paper, 2009 | 10 | 2009 |
Trading relationships in secured markets: Evidence from triparty repos S Han, K Nikolaou, M Tase Journal of Banking & Finance 139, 106486, 2022 | 9 | 2022 |
Modeling Money Market Spreads: What Do We Learn about Refinancing Risk? V Brousseau, K Nikolaou, H Pill FEDS Working Paper, 2014 | 2 | 2014 |
Essays on exchange rate and interest rate fluctuations K Nikolaou University of Warwick, 2007 | 1 | 2007 |
Trading Relationships in the Triparty Repo Market S Han, K Nikolaou | | 2015 |
work Ing PaPer ser Ies Liquidity (risk) concepts definitions and K Nikolaou < bound method Organization. get_name_with_acronym of< Organization …, 2008 | | 2008 |
How idependent are central bankers? The role of global factors driving money market rate differentials K Nikolaoua | | 2006 |