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 18,029

SSRN RANKINGS

Top 18,029

in Total Papers Downloads

2,995

SSRN CITATIONS
Rank 17,506

SSRN RANKINGS

Top 17,506

in Total Papers Citations

32

CROSSREF CITATIONS

25

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: 21 Apr 2020
Johannes Breckenfelder
European Central Bank (ECB) - Financial Research
Downloads 1,040 (22,864)
Citation 5

Abstract:

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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 74 (358,166)

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

2.
Downloads 555 ( 54,852)
Citation 4

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 Grenoble Ecole de Management
Downloads 466 (67,602)

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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 Grenoble Ecole de Management
Downloads 89 (319,972)
Citation 2

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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 510 (61,045)
Citation 14

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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 440 (73,193)
Citation 2

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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 260 (131,114)
Citation 4

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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 11 (665,049)
Citation 4

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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 105 (285,062)
Citation 1

Abstract:

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bank risk, security holdings, portfolio rebalancing