Johannes Breckenfelder

European Central Bank (ECB) - Financial Research

Economist

Sonnemannstrasse 20

D-60314 Frankfurt am Main

Germany

http://johannesbreckenfelder.eu/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 17,769

SSRN RANKINGS

Top 17,769

in Total Papers Downloads

2,785

SSRN CITATIONS
Rank 11,591

SSRN RANKINGS

Top 11,591

in Total Papers Citations

13

CROSSREF CITATIONS

70

Scholarly Papers (6)

Competition among High-Frequency Traders, and Market Quality

NYU Stern Microstructure Meeting 2013
Number of pages: 53 Posted: 14 May 2013 Last Revised: 30 Dec 2019
Johannes Breckenfelder
European Central Bank (ECB) - Financial Research
Downloads 1,019 (21,373)
Citation 30

Abstract:

Loading...

high-frequency trading, competition, high-frequency trading strategies, tick size reform

Competition Among High-Frequency Traders, and Market Quality

ECB Working Paper No. 2290 (2019); ISBN 978-92-899-3552-4
Number of pages: 56 Posted: 12 Jun 2019
Johannes Breckenfelder
European Central Bank (ECB) - Financial Research
Downloads 48 (414,189)

Abstract:

Loading...

high-frequency trading, competition, high-frequency trading strategies, tick size reform

2.
Downloads 535 ( 52,588)
Citation 3

Sovereign to Corporate Risk Spillovers

Journal of Money, Credit and Banking, Vol. 50 (5), 857-891
Number of pages: 61 Posted: 02 Jul 2012 Last Revised: 25 Apr 2019
Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schnitzler
McGill University, Desautels Faculty of Management, EDHEC Business School, European Central Bank (ECB) - Financial Research and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 447 (65,104)

Abstract:

Loading...

bailout, contagion, credit risk, Greece, risk transmission

Sovereign to Corporate Risk Spillovers

ECB Working Paper No. 1878
Number of pages: 58 Posted: 18 Jan 2016
Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schnitzler
McGill University, Desautels Faculty of Management, EDHEC Business School, European Central Bank (ECB) - Financial Research and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 88 (299,097)
Citation 1

Abstract:

Loading...

bailout, contagion, credit risk, Greece, risk transmission

3.

The ECB's Asset Purchase Programme: An Early Assessment

ECB Working Paper No. 1956
Number of pages: 62 Posted: 19 Sep 2016
Federal Reserve Banks - Federal Reserve Bank of Boston, European Central Bank (ECB) - Financial Research, Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 430 (68,954)
Citation 4

Abstract:

Loading...

Unconventional Monetary Policy, Reanchoring Inflation Expectations, Transmission of Large-Scale Asset Purchases

4.

Asymmetry Matters: A High-Frequency Risk-Reward Trade-Off

Number of pages: 46 Posted: 01 May 2011 Last Revised: 26 Jun 2012
Johannes Breckenfelder and Roméo Tédongap
European Central Bank (ECB) - Financial Research and ESSEC Business School
Downloads 427 (69,524)
Citation 1

Abstract:

Loading...

realized variance, realized semivariance, stock market return predictability, asymmetric realized volatility, variance risk premium, high-frequency data, equilibrium asset pricing

Bank to Sovereign Risk Spillovers Across Borders: Evidence from the ECB's Comprehensive Assessment

Journal of Empirical Finance, Vol. 49, 2018
Number of pages: 42 Posted: 29 May 2015 Last Revised: 25 Apr 2019
Johannes Breckenfelder and Bernd Schwaab
European Central Bank (ECB) - Financial Research and European Central Bank (ECB) - Directorate General Research
Downloads 252 (124,572)
Citation 4

Abstract:

Loading...

bank-sovereign nexus, risk spillovers, stress test, European Central Bank, Comprehensive Assessment

Bank to Sovereign Risk Spillovers Across Borders: Evidence from the ECB's Comprehensive Assessment

ECB Working Paper No. 2193
Number of pages: 46 Posted: 07 Nov 2018
Johannes Breckenfelder and Bernd Schwaab
European Central Bank (ECB) - Financial Research and European Central Bank (ECB) - Directorate General Research
Downloads 8 (640,267)
Citation 2

Abstract:

Loading...

bank-sovereign nexus, risk spillovers, stress test, European Central Bank, Comprehensive Assessment

6.

The (Re)allocation of Bank Risk

Columbia Business School Research Paper Forthcoming
Number of pages: 48 Posted: 24 Aug 2019
Geert Bekaert and Johannes Breckenfelder
Columbia Business School - Finance and Economics and European Central Bank (ECB) - Financial Research
Downloads 66 (350,159)
Citation 1

Abstract:

Loading...

bank risk, security holdings, portfolio rebalancing