Georg Strasser

European Central Bank (ECB) - Directorate General Research

Senior Economist

Sonnemannstraße 20

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB) - Directorate General Research

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    • Tel: +496913441416
SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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1.

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Downloads 608 ( 42,797)
Citation 9

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 30 Jul 2015 Last Revised: 10 Nov 2017
Alexander Kurov, Alessio Sancetta, Georg Strasser and Marketa Wolfe
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 364 (80,023)
Citation 9

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Macroeconomic news announcements, financial markets, pre-announcement effect, drift, informed trading

Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?

ECB Working Paper No. 1901
Number of pages: 68 Posted: 12 May 2016
Alexander Kurov, Alessio Sancetta, Georg Strasser and Marketa Wolfe
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 244 (123,982)

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Macroeconomic news announcements; financial markets; pre-announcement effect; drift; informed trading

2.

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

Downloads 346 ( 85,573)
Citation 3

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

ECB Working Paper No. 1882
Number of pages: 54 Posted: 08 Feb 2016
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 112 (244,837)

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macroeconomic announcements, price discovery, learning, macroeconomic

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-46
Number of pages: 58 Posted: 19 Dec 2016
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 107 (252,991)
Citation 1

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Macroeconomic announcements, Price discovery, Learning, Forecasting, Now-casting

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-046, http://dx.doi.org/10.17016/FEDS.2015.046
Number of pages: 51 Posted: 09 Jul 2015
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 72 (325,902)
Citation 1

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Macroeconomic announcements, central bank policy, coordination role of public information, learning, macroeconomic forecasting, price discovery

Is the Intrinsic Value of a Macroeconomic News Announcement Related to Its Asset Price Impact?

Journal of Monetary Economics, Forthcoming
Number of pages: 57 Posted: 25 Apr 2015 Last Revised: 12 Sep 2017
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 55 (375,656)
Citation 3

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Macroeconomic announcements, price discovery, learning, forecasting, nowcasting

3.

On the Correlation Structure of Microstructure Noise in Theory and Practice

PIER Working Paper No. 08-038
Number of pages: 68 Posted: 20 Oct 2008
Francis X. Diebold and Georg Strasser
University of Pennsylvania - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 231 (131,517)
Citation 12

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Realized volatility, Market microstructure theory, High-frequency data, Financial econometrics

4.

Communication of Monetary Policy in Unconventional Times

Downloads 171 (173,897)
Citation 4

Communication of Monetary Policy in Unconventional Times

ECB Working Paper No. 2080
Number of pages: 47 Posted: 29 Jun 2017
Günter Coenen, Michael Ehrmann, Gaetano Gaballo, Peter Hoffmann, Anton Nakov, Stefano Nardelli, Eric Persson and Georg Strasser
European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
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central bank communication, unconventional monetary policy, asset purchase programme, forward guidance

Communication of Monetary Policy in Unconventional Times

CFS Working Paper, WP No. 578
Number of pages: 47 Posted: 27 Sep 2017
Günter Coenen, Michael Ehrmann, Gaetano Gaballo, Peter Hoffmann, Anton Nakov, Stefano Nardelli, Eric Persson and Georg Strasser
European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 26 (499,312)
Citation 5

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Central Bank Communication, Unconventional Monetary Policy, Asset Purchase Programme, Forward Guidance

5.

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach

Downloads 113 (242,072)
Citation 2

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach

CAFE Research Paper No. 13.07
Number of pages: 73 Posted: 27 Aug 2013
Francis X. Diebold and Georg Strasser
University of Pennsylvania - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 89 (286,447)
Citation 2

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Realized volatility, Market microstructure theory, High-frequency data, Financial econometrics

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach

NBER Working Paper No. w16469
Number of pages: 65 Posted: 18 Oct 2010
Francis X. Diebold and Georg Strasser
University of Pennsylvania - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 24 (511,503)

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6.

Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market

Downloads 70 (327,455)
Citation 3

Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market

ECB Working Paper No. 2059
Number of pages: 82 Posted: 16 May 2017
Eyal Dvir and Georg Strasser
Charles River Associates (CRA) - Competition Practice and European Central Bank (ECB) - Directorate General Research
Downloads 48 (399,944)

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arbitrage, European car market, international price dispersion, law of one price, market segmentation

Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market

CESifo Working Paper Series No. 6639
Number of pages: 80 Posted: 21 Sep 2017
Eyal Dvir and Georg Strasser
Charles River Associates (CRA) - Competition Practice and European Central Bank (ECB) - Directorate General Research
Downloads 22 (524,061)

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Arbitrage, European Car Market, International Price Dispersion, Law of One Price, Market Segmentation

7.

Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project

The Journal of Economic Education, Forthcoming
Number of pages: 25 Posted: 09 Oct 2013 Last Revised: 06 Aug 2015
Marketa Wolfe and Georg Strasser
Skidmore College - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 60 (354,633)

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Teaching intermediate macroeconomic theory, financial crisis, cooperative learning, team-based writing project

8.

Can More Public Information Raise Uncertainty? The International Evidence on Forward Guidance

ECB Working Paper No. 2263
Number of pages: 53 Posted: 17 Apr 2019
Michael Ehrmann, Gaetano Gaballo, Peter Hoffmann and Georg Strasser
European Central Bank (ECB), Banque de France, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB) - Directorate General Research
Downloads 12 (566,401)

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central bank communication, heterogeneous beliefs, forward guidance, disagreement, macroeconomic news

9.

Exchange Rate Pass-Through and Credit Constraints

Journal of Monetary Economics, Vol. 60, No. 1, 2013
Posted: 21 Jun 2013
Georg Strasser
European Central Bank (ECB) - Directorate General Research

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exchange rate pass-through, exchange rate disconnect, financing constraints, pricing to market, export collapse