Georg Strasser

European Central Bank (ECB) - Directorate General Research

Senior Economist

Sonnemannstraße 20

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

11

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161

CROSSREF CITATIONS

41

Scholarly Papers (11)

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
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 515 (68,155)
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
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 268 (143,453)
Citation 5

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

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 Last Revised: 10 Jan 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 137 (263,768)

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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 120 (291,657)

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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. 2015-046, 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 76 (393,372)
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 67 (422,186)
Citation 21

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Macroeconomic announcements, price discovery, learning, forecasting, nowcasting

Communication of Monetary Policy in Unconventional Times

ECB Working Paper No. 2080
Number of pages: 47 Posted: 29 Jun 2017
European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) - Directorate General Research, CEPREuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 262 (146,820)

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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
European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) - Directorate General Research, CEPREuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 47 (500,599)
Citation 23

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

4.

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 237 (162,641)
Citation 14

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

5.

Monetary Policy and its Transmission in a Globalised World

ECB Working Paper No. 20202407
Number of pages: 71 Posted: 13 May 2020
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 145 (251,288)

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international monetary policy coordination, international shock transmission, monetary policy shocks, monetary policy spillovers

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 93 (347,409)
Citation 6

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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 29 (597,455)

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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 69 (415,474)

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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 33 (572,929)
Citation 6

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

8.

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 67 (416,917)

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

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
European Central Bank (ECB), Banque de France, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB) - Directorate General Research
Downloads 39 (539,664)
Citation 1

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

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

CEPR Discussion Paper No. DP13977
Number of pages: 43 Posted: 07 Oct 2019
European Central Bank (ECB), HEC Paris, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB) - Directorate General Research
Downloads 1 (829,046)
Citation 7
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central bank communication, disagreement, forward guidance, heterogeneous beliefs, Macroeconomic news

10.

Making Waves: Monetary Policy and its Asymmetric Spillovers in a Globalised World

CEPR Discussion Paper No. DP16134
Number of pages: 44 Posted: 14 May 2021
European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 2 (781,272)
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11.

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