Peter Hoffmann : Citation Profile


Are you Peter Hoffmann?

European Central Bank

4

H index

3

i10 index

51

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 17
   Journals where Peter Hoffmann has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho468
   Updated: 2017-07-22    RAS profile: 2017-06-27    
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Relations with other researchers


Works with:

Garcia-de-Andoain, Carlos (4)

Manganelli, Simone (2)

Colliard, Jean-Edouard (2)

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

Is cited by:

Ehrmann, Michael (4)

Fratzscher, Marcel (4)

Killeen, Neill (3)

Vives, Xavier (3)

Peydro, Jose-Luis (2)

Marcet, Albert (2)

Adam, Klaus (2)

Abbassi, Puriya (2)

Portes, Richard (2)

Zaghini, Andrea (2)

Bräuning, Falk (2)

Cites to:

Foucault, Thierry (9)

Jansen, David-Jan (6)

Ehrmann, Michael (5)

Fratzscher, Marcel (4)

Colliard, Jean-Edouard (4)

de Haan, Jakob (4)

Gürkaynak, Refet (4)

Woodford, Michael (4)

Blinder, Alan (4)

Swanson, Eric (3)

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

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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 ; Urbano, Teresa ; Peltonen, Tuomas ; Luz, Vera ; D'Errico, Marco ; Abad, Jorge . 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, 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, 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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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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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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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 ; Urbano, Teresa ; Peltonen, Tuomas ; Luz, Vera ; D'Errico, Marco ; Abad, Jorge . In: NBER Working Papers. RePEc:nbr:nberwo:23280.

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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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2017The national segmentation of euro area bank balance sheets during the financial crisis. (2017). Colangelo, A ; Reichlin, L ; Pill, H ; Lenza, M ; Giannone, D. 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). Killeen, Neill ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera ; Derrico, Marco ; Abad, Jorge . 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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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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2017Interbank Market Frictions and Unconventional Policy in a Currency Union. (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 ; Lau, Mona ; Eichfelder, Sebastian . 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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paper17
2014Fragmentation in the Euro overnight unsecured money market.(2014) In: Economics Letters.
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This paper has another version. Agregated cites: 17
article
2017Financial transaction taxes, market composition, and liquidity In: Working Paper Series.
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paper4
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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article20
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
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paper10

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