Johannes Breckenfelder : Citation Profile

Are you Johannes Breckenfelder?

European Central Bank

5

H index

5

i10 index

234

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 26
   Journals where Johannes Breckenfelder has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 4 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr643
   Updated: 2023-01-28    RAS profile: 2022-09-09    
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Relations with other researchers

Works with:

Schwaab, Bernd (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Johannes Breckenfelder.

Is cited by:

Siklos, Pierre (7)

Vogel, Lukas (6)

Gross, Christian (6)

Napoletano, Mauro (6)

Wu, Eliza (5)

Zaghini, Andrea (5)

Lemke, Wolfgang (5)

HASAN, IFTEKHAR (4)

Altavilla, Carlo (4)

Afonso, Antonio (4)

Ehrmann, Michael (4)

Cites to:

Acharya, Viral (10)

Menkveld, Albert (10)

Vayanos, Dimitri (8)

Levine, Ross (7)

Foucault, Thierry (7)

Popov, Alexander (7)

Augustin, Patrick (6)

Adrian, Tobias (6)

Gennaioli, Nicola (5)

Rossi, Stefano (5)

Shachar, Or (5)

Main data

Where Johannes Breckenfelder has published?

Journals with more than one article published# docs
Research Bulletin3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank6

Recent works citing Johannes Breckenfelder (2022 and 2021)

YearTitle of citing document
2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2021Policy 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.

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2021Quantifying the high-frequency trading arms race. (2021). O'Neill, Peter ; Budish, Eric ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:955.

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2021Determinants 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.

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2021Rising 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.

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2022A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757.

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2021Fifty 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.

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2022It’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.

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2022Mind 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.

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2022Spillovers 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.

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2022Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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2021The 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.

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2022What 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.

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2022High-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.

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2022Sovereign 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.

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2021Loan 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.

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2021Information 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.

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2021Algorithmic 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.

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2022In 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.

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2021Portfolio 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.

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2022It’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.

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2021Sovereign 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.

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2021Why 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.

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2022Monetary 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.

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2022High-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.

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2022Do 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.

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2022On 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.

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2021Measuring 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.

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2022Linkage 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.

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2021Financial 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.

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2022Unconventional 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.

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2021On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202102.

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2021Does 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.

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2022Quantifying 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..

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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.

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2021Loan 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.

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2022Determinants of cost of equity for listed euro area banks. (2022). Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202209.

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2021Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068.

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2021Debt-financed fiscal stimulus in South Africa. (2021). Hollander, Hylton. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-152.

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2021The 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.

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2021Does 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.

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2022A 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.

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2021System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021.

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2021Its 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.

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2021Rising 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.

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2021The 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.

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Works by Johannes Breckenfelder:

YearTitleTypeCited
2018How is a firm’s credit risk affected by sovereign risk? In: Research Bulletin.
[Full Text][Citation analysis]		article1
2020How does competition among high-frequency traders affect market liquidity? In: Research Bulletin.
[Full Text][Citation analysis]		article0
2021Bank leverage constraints and bond market illiquidity during the COVID-19 crisis In: Research Bulletin.
[Full Text][Citation analysis]		article0
2016Sovereign to corporate risk spillovers In: Working Paper Series.
[Full Text][Citation analysis]		paper42
2018Sovereign 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
2016The ECBs asset purchase programme: an early assessment In: Working Paper Series.
[Full Text][Citation analysis]		paper133
2018Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment In: Working Paper Series.
[Full Text][Citation analysis]		paper18
2018Bank 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
2019Competition among high-frequency traders, and market quality In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2021Bank balance sheet constraints and bond liquidity In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Financial Markets and Green Innovation In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2013Competition between high-frequency traders, and market quality In: MPRA Paper.
[Full Text][Citation analysis]		paper27

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