Johannes Breckenfelder

European Central Bank (ECB) - Financial Research

Economist

Sonnemannstrasse 20

D-60314 Frankfurt am Main

Germany

http://johannesbreckenfelder.eu/

SCHOLARLY PAPERS

10

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Top 17,221

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4,187

SSRN CITATIONS
Rank 9,628

SSRN RANKINGS

Top 9,628

in Total Papers Citations

57

CROSSREF CITATIONS

73

Scholarly Papers (10)

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 1,120 (26,926)
Citation 34

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 164 (251,455)

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

2.

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 796 (44,151)
Citation 22

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

3.
Downloads 590 ( 65,214)
Citation 7

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
McGill UniversityMcGill University, Desautels Faculty of Management, EDHEC Business School, European Central Bank (ECB) - Financial Research and Grenoble Ecole de Management
Downloads 490 (81,426)

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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
McGill UniversityMcGill University, Desautels Faculty of Management, EDHEC Business School, European Central Bank (ECB) - Financial Research and Grenoble Ecole de Management
Downloads 100 (365,339)
Citation 6

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bailout, contagion, credit risk, Greece, risk transmission

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 471 (86,124)
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 Balance Sheet Constraints and Bond Liquidity

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 49 Posted: 11 Jun 2021 Last Revised: 18 Oct 2021
Johannes Breckenfelder and Victoria Ivashina
European Central Bank (ECB) - Financial Research and Harvard University
Downloads 224 (189,991)

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Bond liquidity; market-making; capital requirements; leverage ratio; mutual funds; COVID-19

Bank Balance Sheet Constraints and Bond Liquidity

ECB Working Paper No. 2021/2589
Number of pages: 53 Posted: 24 Sep 2021 Last Revised: 10 Dec 2021
Johannes Breckenfelder and Victoria Ivashina
European Central Bank (ECB) - Financial Research and Harvard University
Downloads 80 (419,860)

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bond liquidity, capital requirements, COVID-19, leverage ratio, market-making, mutual funds

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 277 (154,063)
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 15 (769,893)
Citation 8

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

7.

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 University - Columbia Business School, Finance and European Central Bank (ECB) - Financial Research
Downloads 198 (213,432)
Citation 4

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bank risk, security holdings, portfolio rebalancing

8.

Do Non-Banks Need Access to the Lender of Last Resort? Evidence from Fund Runs

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 40 Posted: 11 May 2021 Last Revised: 29 Oct 2021
Johannes Breckenfelder, Niklas Grimm and Marie Hoerova
European Central Bank (ECB) - Financial Research, European Central Bank, Financial Research Division and European Central Bank (ECB)
Downloads 152 (267,201)

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Investment funds, COVID-19 liquidity crisis, lender of last resort, central bank liquidity provision, asset purchases

9.

Financial Markets and Green Innovation

ECB Working Paper No. 2022/2686
Number of pages: 66 Posted: 27 Jul 2022
Université Paris VI Pierre et Marie Curie - College de France, European Central Bank (ECB), European Central Bank (ECB) - Financial Research, European Central Bank (ECB), Sveriges Riksbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 56 (507,205)

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central banks, climate change, directed technical change, financial markets, public policy

10.

Non-bank liquidity provision to firms: Fund runs and central bank interventions

Number of pages: 36 Posted: 02 May 2022 Last Revised: 01 Jul 2022
Johannes Breckenfelder, Glenn Schepens and Glenn Schepens
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)European Central Bank (ECB)
Downloads 44 (552,420)

Abstract:

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Commercial paper; money market funds; central bank intervention; asset purchases; COVID-19