Cornelia Holthausen

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

SCHOLARLY PAPERS

9

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458

CROSSREF CITATIONS

245

Scholarly Papers (9)

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

Journal of Financial Economics (JFE), 118, 336-354 (2015)
Number of pages: 53 Posted: 22 Mar 2009 Last Revised: 24 May 2016
Florian Heider, Marie Hoerova and Cornelia Holthausen
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,800 (11,297)
Citation 8

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Interbank market; Endogenous liquidity; Counterparty risk; Asymmetric information; Market break-down; Financial crisis

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

ECB Working Paper No. 1126
Number of pages: 66 Posted: 12 Dec 2009
Florian Heider, Marie Hoerova and Cornelia Holthausen
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 722 (43,436)
Citation 7

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Financial crisis, Interbank market, Liquidity, Counterparty risk, Asymmetric information

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

CEPR Discussion Paper No. DP7762
Number of pages: 59 Posted: 05 Apr 2010
Florian Heider, Marie Hoerova and Cornelia Holthausen
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 5 (780,860)
Citation 18
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Asymmetric information, Counterparty risk, Financial crisis, Interbank market, Liquidity

2.
Downloads 849 ( 35,304)
Citation 17

Cooperation in International Banking Supervision

Number of pages: 57 Posted: 19 May 2004
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 821 (36,424)

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multinational banks, closure, cheap talk

Cooperation in International Banking Supervision

CEPR Discussion Paper No. 4990
Number of pages: 48 Posted: 09 Aug 2005
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 28 (598,012)
Citation 1
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Multinational banks, supervision, closure, cheap talk

3.

Money and Payments: A Modern Perspective

Number of pages: 56 Posted: 02 Dec 2003
Cornelia Holthausen and Cyril Monnet
European Central Bank (ECB) and University of Bern
Downloads 406 (90,422)

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Money, private money, free banking, electronic money, payment systems

Interbank Market Integration Under Asymmetric Information

Number of pages: 32 Posted: 16 Aug 2001
Xavier Freixas and Cornelia Holthausen
Universitat Pompeu Fabra and European Central Bank (ECB)
Downloads 364 (101,690)
Citation 6

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Interbank lending, financial integration, interbank markets, multinational banks, Too-Big-To-Fail

Efficient Pricing of Large Value Interbank Payment Systems

Number of pages: 36 Posted: 17 May 2003
Cornelia Holthausen and Jean-Charles Rochet
European Central Bank (ECB) and Swiss Finance Institute
Downloads 142 (253,548)

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Payment systems, non-linear pricing, public monopoly, mixed duopoly

Efficient Pricing of Large Value Interbank Payment Systems

Number of pages: 27 Posted: 13 Aug 2003
Cornelia Holthausen and Jean-Charles Rochet
European Central Bank (ECB) and Swiss Finance Institute
Downloads 17 (679,793)
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Payment systems, non-linear pricing

6.

Regulating Access to International Large-Value Payment Systems

Number of pages: 44 Posted: 31 Dec 2000
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 155 (235,319)

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Large-value Payment Systems, Regulation, Supervision, Systemic Risk

7.

Raising Rival's Costs in the Securities Settlement Industry

Number of pages: 33 Posted: 06 Dec 2004
Cornelia Holthausen and Jens Tapking
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 148 (244,496)
Citation 1

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Securities settlement, network competition, raising rival's cost

8.

Incorporating a 'Public Good Factor' into the Pricing of Large-Value Payment Systems

ECB Working Paper No. 507
Number of pages: 21 Posted: 28 Jul 2005
Cornelia Holthausen and Jean-Charles Rochet
European Central Bank (ECB) and Swiss Finance Institute
Downloads 103 (319,234)

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large-value payment systems, public goods, pricing rules

9.

The Minimum Liquidity Deficit and the Maturity Structure of Central Banks' Open Market Operations: Lessons from the Financial Crisis

ECB Working Paper No. 1282
Number of pages: 31 Posted: 04 Jan 2011
Jens Eisenschmidt and Cornelia Holthausen
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 51 (469,860)

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central bank, money market, open market operations, financial crisis