Johannes Breckenfelder

European Central Bank (ECB) - Financial Research

Economist

Sonnemannstrasse 20

D-60314 Frankfurt am Main

Germany

http://johannesbreckenfelder.eu/

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 18,205

in Total Papers Downloads

2,558

CITATIONS

0

Scholarly Papers (5)

1.

Competition among High-Frequency Traders, and Market Quality

NYU Stern Microstructure Meeting 2013
Number of pages: 52 Posted: 14 May 2013 Last Revised: 25 Apr 2019
Johannes Breckenfelder
European Central Bank (ECB) - Financial Research
Downloads 981 (21,644)

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

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 440 (62,707)

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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 85 (290,278)

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bailout, contagion, credit risk, Greece, risk transmission

3.

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 423 (66,390)

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

4.

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 377 (76,036)

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

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 245 (121,379)

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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 7 (611,335)

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