5
H index
5
i10 index
234
Citations
European Central Bank | 5 H index 5 i10 index 234 Citations RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Johannes Breckenfelder. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 6 |
Year | Title of citing document |
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2022 | Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172. Full description at Econpapers || Download paper |
2021 | Policy mix during a pandemic crisis: a review of the debate on monetary and fiscal responses and the legacy for the future. (2021). Tasso, Martino ; Pisani, Massimiliano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_623_21. Full description at Econpapers || Download paper |
2021 | Quantifying the high-frequency trading arms race. (2021). O'Neill, Peter ; Budish, Eric ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:955. Full description at Econpapers || Download paper |
2021 | Determinants of Russia’s Sovereign Risk. (2021). Grigoryeva, Evgenia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:74-97. Full description at Econpapers || Download paper |
2021 | Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness. (2021). Mohaddes, Kamiar ; Burke, Matt ; Agarwala, Matthew ; Kraemer, M ; Klusak, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2127. Full description at Econpapers || Download paper |
2022 | A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757. Full description at Econpapers || Download paper |
2021 | Fifty shades of QE: comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Janokova, Martina ; Kempf, Elisabeth ; Fabo, Brian. In: Working Paper Series. RePEc:ecb:ecbwps:20212584. Full description at Econpapers || Download paper |
2022 | It’s not time to make a change: sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222740. Full description at Econpapers || Download paper |
2022 | Mind the sovereign ceiling on corporate performance. (2022). Zhang, Lambert ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000967. Full description at Econpapers || Download paper |
2022 | Spillovers from the European Central Banks asset purchases to countries in Central and Eastern Europe. (2022). Kaszab, Lorant ; Antal, Mark. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001146. Full description at Econpapers || Download paper |
2022 | Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894. Full description at Econpapers || Download paper |
2021 | The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872. Full description at Econpapers || Download paper |
2022 | What drives portfolio capital inflows into emerging market economies? The role of the Feds and ECBs balance sheet policies. (2022). Uk, Piotr ; Ledochowski, Micha. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000893. Full description at Econpapers || Download paper |
2022 | High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185. Full description at Econpapers || Download paper |
2022 | Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514. Full description at Econpapers || Download paper |
2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Wu, Eliza ; Politsidis, Panagiotis ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000500. Full description at Econpapers || Download paper |
2021 | Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536. Full description at Econpapers || Download paper |
2021 | Algorithmic trading and firm value. (2021). Zhang, Jun ; Wang, Qin Emma ; Johnson, Shane A ; Hatch, Brian C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000480. Full description at Econpapers || Download paper |
2022 | In sickness and in debt: The COVID-19 impact on sovereign credit risk. (2022). Tomio, Davide ; Subrahmanyam, Marti G ; Sokolovski, Valeri ; Augustin, Patrick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1251-1274. Full description at Econpapers || Download paper |
2021 | Portfolio rebalancing and the transmission of large-scale asset purchase programs: Evidence from the Euro area. (2021). Becker, Bo ; Boucinha, Miguel ; Albertazzi, Ugo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957320300504. Full description at Econpapers || Download paper |
2022 | It’s not time to make a change: Sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001061. Full description at Econpapers || Download paper |
2021 | Sovereign Risk, Public Investment and the Fiscal Policy Stance. (2021). Barcia, Giancarlo ; Novelli, Antonio Cusato. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301877. Full description at Econpapers || Download paper |
2021 | Why was the ECB’s reaction to Covid-19 crisis faster than after the 2008 financial crash?. (2021). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:1-14. Full description at Econpapers || Download paper |
2022 | Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates. (2022). van den Heuvel, Skander J ; Ampudia, Miguel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:49-67. Full description at Econpapers || Download paper |
2022 | High-frequency trading, stock volatility, and intraday crashes. (2022). Hellara, Slaheddine ; ben Ammar, Imen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:337-344. Full description at Econpapers || Download paper |
2022 | Do markets value ESG risks in sovereign credit curves?. (2022). Hubel, Benjamin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:134-148. Full description at Econpapers || Download paper |
2022 | On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods. (2022). Giannellis, Nikolaos ; Floros, Christos ; Apostolakis, George N. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:156-176. Full description at Econpapers || Download paper |
2021 | Measuring the deadly embrace: Systemic and sovereign risks. (2021). de Simone, Francisco Nadal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309569. Full description at Econpapers || Download paper |
2022 | Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001872. Full description at Econpapers || Download paper |
2021 | Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137. Full description at Econpapers || Download paper |
2022 | Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Pereira, Francisco ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp02182022. Full description at Econpapers || Download paper |
2021 | On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202102. Full description at Econpapers || Download paper |
2021 | Does it Matter where you Search? Twitter versus Traditional News Media. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_04. Full description at Econpapers || Download paper |
2022 | Quantifying the High-Frequency Trading “Arms Race†*. (2022). Oneill, Peter ; Budish, Eric ; Aquilina, Matteo. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:1:p:493-564.. Full description at Econpapers || Download paper |
2022 | “Economically inefficient and legally untenable”: constitutional limitations on the introduction of central bank digital currencies in the EU. (2022). Cullen, Jay. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:1:d:10.1057_s41261-021-00162-4. Full description at Econpapers || Download paper |
2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Politsidis, Panagiotis ; Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar. In: MPRA Paper. RePEc:pra:mprapa:107083. Full description at Econpapers || Download paper |
2022 | Determinants of cost of equity for listed euro area banks. (2022). Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202209. Full description at Econpapers || Download paper |
2021 | Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068. Full description at Econpapers || Download paper |
2021 | Debt-financed fiscal stimulus in South Africa. (2021). Hollander, Hylton. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-152. Full description at Econpapers || Download paper |
2021 | The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916. Full description at Econpapers || Download paper |
2021 | Does It Matter Where You Search? Twitter versus Traditional News Media. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:7:p:1757-1795. Full description at Econpapers || Download paper |
2022 | A Note of Caution on Quantifying Banks Recapitalization Effects. (2022). Tonzer, Lena ; Noth, Felix ; Schmidt, Kirsten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:1123-1133. Full description at Econpapers || Download paper |
2021 | System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021. Full description at Econpapers || Download paper |
2021 | Its not time to make a change: Sovereign fragility and the corporate credit risk. (2021). Zaghini, Andrea ; Fornari, Fabio. In: CFS Working Paper Series. RePEc:zbw:cfswop:652. Full description at Econpapers || Download paper |
2021 | Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness. (2021). Mohaddes, Kamiar ; Kraemer, Moritz ; Klusak, Patrycja ; Burke, Matt ; Agarwala, Matthew. In: IMFS Working Paper Series. RePEc:zbw:imfswp:158. Full description at Econpapers || Download paper |
2021 | The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times. (2021). Plazzi, Alberto ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:331. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | How is a firm’s credit risk affected by sovereign risk? In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2020 | How does competition among high-frequency traders affect market liquidity? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Bank leverage constraints and bond market illiquidity during the COVID-19 crisis In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2016 | Sovereign to corporate risk spillovers In: Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
2018 | Sovereign to Corporate Risk Spillovers.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2016 | The ECBs asset purchase programme: an early assessment In: Working Paper Series. [Full Text][Citation analysis] | paper | 133 |
2018 | Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment In: Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
2018 | Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment.(2018) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2019 | Competition among high-frequency traders, and market quality In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2021 | Bank balance sheet constraints and bond liquidity In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2022 | Financial Markets and Green Innovation In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Competition between high-frequency traders, and market quality In: MPRA Paper. [Full Text][Citation analysis] | paper | 27 |
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