Johannes Breckenfelder

European Central Bank (ECB) - Financial Research

Economist

Sonnemannstrasse 20

D-60314 Frankfurt am Main

Germany

http://johannesbreckenfelder.eu/

  • European Central Bank (ECB) - Financial Research

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 9,334

in Total Papers Citations

84

CROSSREF CITATIONS

75

Scholarly Papers (12)

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1.

Competition among High-Frequency Traders, and Market Quality

Downloads 1,419 (23,096)
Citation 30

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 1,166 (30,401)
Citation 34

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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 253 (200,837)

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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
Philippe Andrade, Johannes Breckenfelder, Fiorella De Fiore, Peter Karadi and Oreste Tristani
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 956 (40,752)
Citation 22

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

3.

Sovereign to Corporate Risk Spillovers

Downloads 629 (71,404)
Citation 13

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, Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schnitzler
McGill UniversityMcGill University, Desautels Faculty of Management, EDHEC Business School, European Central Bank (ECB) - Financial Research and Grenoble Ecole de Management
Downloads 515 (90,580)

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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, Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schnitzler
McGill UniversityMcGill University, Desautels Faculty of Management, EDHEC Business School, European Central Bank (ECB) - Financial Research and Grenoble Ecole de Management
Downloads 114 (398,567)
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 495 (96,013)
Citation 4

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

5.

Bank Balance Sheet Constraints and Bond Liquidity

Downloads 485 (98,494)
Citation 1

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 347 (143,704)

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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 138 (344,726)
Citation 1

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

6.

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

Downloads 337 (149,329)
Citation 12

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 310 (162,066)
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 27 (813,317)
Citation 13

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

7.

Financial Markets and Green Innovation

ECB Working Paper No. 2022/2686
Number of pages: 66 Posted: 27 Jul 2022
Philippe Aghion, Lena Boneva, Johannes Breckenfelder, Luc Laeven, Conny Olovsson, Alexander A. Popov and Elena Rancoita
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 304 (167,683)
Citation 2

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

8.

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 253 (201,692)
Citation 4

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bank risk, security holdings, portfolio rebalancing

9.

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

Downloads 227 (223,212)
Citation 1

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

Number of pages: 60 Posted: 11 May 2021 Last Revised: 06 Mar 2023
Johannes Breckenfelder and Marie Hoerova
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)
Downloads 173 (285,436)
Citation 1

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Investment funds, lender of last resort, market maker of last resort, asset purchases, COVID-19 liquidity crisis

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

ECB Working Paper No. 2023/2805
Number of pages: 64 Posted: 14 Apr 2023
Johannes Breckenfelder and Marie Hoerova
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)
Downloads 54 (625,719)

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asset purchases, COVID-19 liquidity crisis, Investment funds, lender of last resort, market maker of last resort

10.

The Climate and the Economy

ECB Working Paper No. 2023/2793
Number of pages: 39 Posted: 08 Mar 2023
Johannes Breckenfelder, Bartosz Maćkowiak, David Marques-Ibanez, Conny Olovsson, Alexander A. Popov, Davide Porcellacchia and Glenn Schepens
European Central Bank (ECB) - Financial Research, European Central Bank (ECB), European Central Bank (ECB), Sveriges Riksbank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 152 (318,457)

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climate change, financial markets, growth, inflation, socio-economic implications

11.

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

Number of pages: 36 Posted: 02 May 2022 Last Revised: 02 Jan 2023
Johannes Breckenfelder and Glenn Schepens
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)
Downloads 105 (420,645)

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

12.

Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme

Number of pages: 68 Posted: 28 Aug 2023
Johannes Breckenfelder, Pierre Collin-Dufresne and Stefano Corradin
European Central Bank (ECB) - Financial Research, Ecole Polytechnique Fédérale de Lausanne and European Central Bank
Downloads 18 (877,050)

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Quantitative Easing, Sequential Search-Bargaining Model, Imperfect Competition, Dealers, Financial Market Design