5
H index
5
i10 index
253
Citations
European Central Bank | 5 H index 5 i10 index 253 Citations RESEARCH PRODUCTION: 6 Articles 9 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 | 4 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 8 |
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 |
2023 | Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Gutkin, Boris ; Lussange, Johann. In: Papers. RePEc:arx:papers:2302.04184. Full description at Econpapers || Download paper |
2023 | Investigating the determinants of corporate bond credit spreads in the euro area. (2023). Mirante, Pasquale ; Letta, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_036_23. Full description at Econpapers || Download paper |
2023 | Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080. Full description at Econpapers || Download paper |
2022 | . 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 |
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 |
2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper |
2023 | Local guarantees and SOE bond pricing in China. (2023). Wu, Sharon Xiaohui ; Wang, Yabin. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000056. 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 | Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019. 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 |
2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. 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 |
2023 | Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600. 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 |
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 |
2023 | The long-run impact of sovereign yields on corporate yields in emerging markets. (2023). Magud, Nicolas ; Werner, Alejandro ; Li, Delong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001516. Full description at Econpapers || Download paper |
2022 | Emerging markets: Prospects and challenges. (2022). Nandwa, Boaz ; Medina, Leandro ; Klyuev, Vladimir ; Gudmundsson, Tryggvi ; Yang, DI ; Schiffrer, Francisco ; Plotnikov, Dmitry. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:4:p:827-841. 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 |
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 |
2023 | Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553. Full description at Econpapers || Download paper |
2023 | Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421. Full description at Econpapers || Download paper |
2023 | Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790. 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 |
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 |
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 |
2022 | Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy. (). Oreste, Napolitano ; Cristiana, Fiorelli ; Marcella, Duva ; Salvatore, Capasso. In: CSEF Working Papers. RePEc:sef:csefwp:654. Full description at Econpapers || Download paper |
2023 | Quantitative easing, accounting and prudential frameworks, and bank lending. (2023). Robatto, Roberto ; Ramcharan, Rodney ; Orame, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023144. 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 |
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 | 1 |
2021 | Bank leverage constraints and bond market illiquidity during the COVID-19 crisis In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2023 | Navigating liquidity crises in non-banks: An assessment of central bank policies In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2016 | Sovereign to corporate risk spillovers In: Working Paper Series. [Full Text][Citation analysis] | paper | 48 |
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: 48 | article | |
2016 | The ECBs asset purchase programme: an early assessment In: Working Paper Series. [Full Text][Citation analysis] | paper | 137 |
2018 | Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment In: Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
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: 19 | article | |
2019 | Competition among high-frequency traders, and market quality In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2021 | Bank balance sheet constraints and bond liquidity In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2022 | Financial Markets and Green Innovation In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2023 | The climate and the economy In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Competition between high-frequency traders, and market quality In: MPRA Paper. [Full Text][Citation analysis] | paper | 30 |
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