Peter Hoffmann : Citation Profile


Are you Peter Hoffmann?

European Central Bank

4

H index

3

i10 index

60

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 20
   Journals where Peter Hoffmann has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho468
   Updated: 2017-11-24    RAS profile: 2017-06-27    
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Relations with other researchers


Works with:

Garcia-de-Andoain, Carlos (4)

Colliard, Jean-Edouard (2)

Manganelli, Simone (2)

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

Is cited by:

Fratzscher, Marcel (4)

Ehrmann, Michael (4)

Killeen, Neill (3)

Vives, Xavier (3)

Portes, Richard (3)

Abad, Jorge (3)

Fecht, Falko (2)

Marcet, Albert (2)

Peydro, Jose-Luis (2)

Bräuning, Falk (2)

Wolski, Marcin (2)

Cites to:

Foucault, Thierry (9)

Jansen, David-Jan (6)

Blinder, Alan (5)

Fratzscher, Marcel (5)

de Haan, Jakob (5)

Ehrmann, Michael (5)

Gürkaynak, Refet (4)

Woodford, Michael (4)

Colliard, Jean-Edouard (4)

Swanson, Eric (3)

Menkveld, Albert (3)

Main data


Where Peter Hoffmann has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank3

Recent works citing Peter Hoffmann (2017 and 2016)


YearTitle of citing document
2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

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2017Compressing Over-the-Counter Markets. (2017). D'Errico, Marco ; Roukny, Tarik . In: Papers. RePEc:arx:papers:1705.07155.

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2017The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17.

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2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, Benoît ; Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:601.

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2016The changing shape of interest rate derivatives markets. (2016). Ehlers, Torsten ; Eren, Egemen . In: BIS Quarterly Review. RePEc:bis:bisqtr:1612f.

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2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Cielinska, Olga ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0041.

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2016High Frequency Trading and Fragility. (2016). Vives, Xavier ; Cespa, Giovanni . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6279.

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2017Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Peltonen, Tuomas ; Luz, Vera ; D'Errico, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11919.

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2017High Frequency Trading and Fragility. (2017). Vives, Xavier ; Cespa, Giovanni . In: IESE Research Papers. RePEc:ebg:iesewp:d-1161.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Working Paper Series. RePEc:ecb:ecbwps:20161959.

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2017High frequency trading and fragility. (2017). Vives, Xavier ; Cespa, Giovanni . In: Working Paper Series. RePEc:ecb:ecbwps:20172020.

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2017How does risk flow in the credit default swap market?. (2017). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20172041.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2017Marked Hawkes process modeling of price dynamics and volatility estimation. (2017). Ki, Byoung ; Lee, Kyungsub . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:174-200.

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2017A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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2017Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:1-17.

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2017The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy. (2017). Tommasino, Pietro ; Guazzarotti, Giovanni ; Cappelletti, Giuseppe . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:81-92.

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2017A model for unpacking big data analytics in high-frequency trading. (2017). , Jonathan ; Currie, Wendy L. In: Journal of Business Research. RePEc:eee:jbrese:v:70:y:2017:i:c:p:300-307.

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2016Stock repurchases and liquidity. (2016). Hillert, Alexander ; Obernberger, Stefan ; Maug, Ernst . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:186-209.

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2017High frequency trading and the 2008 short-sale ban. (2017). Brogaard, Jonathan ; Riordan, Ryan ; Hendershott, Terrence . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:22-42.

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2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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2017On the limit order behaviour of retail and non-retail investors. (2017). Lo, Danny . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:1-12.

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2016The fall of high-frequency trading: A survey of competition and profits. (2016). Serbera, Jean-Philippe ; Paumard, Pascal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:271-287.

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2017Capability satisficing in high frequency trading. (2017). van Vliet, Ben . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:509-521.

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2016What Caused the Great Recession in the Eurozone?. (2016). Hetzel, Robert L. In: Working Paper. RePEc:fip:fedrwp:16-10.

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2017Mapping the Interconnectedness between EU Banks and Shadow Banking Entities. (2017). Portes, Richard ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Peltonen, Tuomas ; Luz, Vera ; D'Errico, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:23280.

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2017What is the Optimal Trading Frequency in Financial Markets?. (2017). Du, Songzi ; Zhu, Haoxiang . In: Review of Economic Studies. RePEc:oup:restud:v:84:y:2017:i:4:p:1606-1651..

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2017Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman . In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094..

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2017Global Banking and the Conduct of Macroprudential Policy in a Monetary Union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: MPRA Paper. RePEc:pra:mprapa:81367.

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2017The national segmentation of euro area bank balance sheets during the financial crisis. (2017). Reichlin, Lucrezia ; Giannone, Domenico ; Pill, H ; Lenza, M ; Colangelo, A. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2.

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2016Rock around the clock: An agent-based model of low- and high-frequency trading. (2016). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:26:y:2016:i:1:d:10.1007_s00191-015-0418-4.

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2016How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

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2017Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Peltonen, Tuomas ; Luz, Vera ; Derrico, Marco . In: ESRB Working Paper Series. RePEc:srk:srkwps:201740.

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2017Compressing over-the-counter markets. (2017). Derrico, Marco ; Roukny, Tarik . In: ESRB Working Paper Series. RePEc:srk:srkwps:201744.

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2017Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna . In: LEM Papers Series. RePEc:ssa:lemwps:2017/02.

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2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Pawe ; Orszaghova, Lucia ; Lapschies, Sarah. In: Working and Discussion Papers. RePEc:svk:wpaper:1048.

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2016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

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2016Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2016). Eichfelder, Sebastian ; Lau, Mona . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:211.

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2017Monetary policy and cross-border interbank market fragmentation: lessons from the crisis. (2017). Swarbrick, Jonathan ; Blattner, Tobias . In: EconStor Preprints. RePEc:zbw:esprep:157881.

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2017Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2017). Noth, Felix ; Eichfelder, Sebastian ; Lau, Mona . In: IWH Discussion Papers. RePEc:zbw:iwhdps:42017.

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Works by Peter Hoffmann:


YearTitleTypeCited
2015The impact of financial transaction taxes: new evidence In: Research Bulletin.
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article0
2014Fragmentation in the euro overnight unsecured money market In: Working Paper Series.
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paper18
2014Fragmentation in the Euro overnight unsecured money market.(2014) In: Economics Letters.
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This paper has another version. Agregated cites: 18
article
2017Financial transaction taxes, market composition, and liquidity In: Working Paper Series.
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paper6
2017Communication of monetary policy in unconventional times In: Working Paper Series.
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paper0
2016Adverse selection, market access, and inter-market competition In: Journal of Banking & Finance.
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article0
2014A dynamic limit order market with fast and slow traders In: Journal of Financial Economics.
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article23
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
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paper13

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