Peter Hoffmann

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

  • European Central Bank (ECB) - Directorate General Research

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 15,903

SSRN RANKINGS

Top 15,903

in Total Papers Downloads

3,495

SSRN CITATIONS
Rank 4,474

SSRN RANKINGS

Top 4,474

in Total Papers Citations

128

CROSSREF CITATIONS

160

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

Financial Transaction Taxes, Market Composition, and Liquidity

Downloads 999 ( 25,488)
Citation 16

Financial Transaction Taxes, Market Composition, and Liquidity

Journal of Finance, Forthcoming
Number of pages: 94 Posted: 12 Feb 2013 Last Revised: 01 Nov 2016
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 917 (28,374)
Citation 16

Abstract:

Loading...

Financial transaction tax, institutional trading, liquidity, high-frequency trading

Financial Transaction Taxes, Market Composition, and Liquidity

ECB Working Paper No. 2030
Number of pages: 98 Posted: 07 Mar 2017
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 82 (345,247)
Citation 1

Abstract:

Loading...

Financial Transaction Tax, Institutional Trading, Liquidity, High-Frequency Trading

2.

A Dynamic Limit Order Market with Fast and Slow Traders

Downloads 614 ( 49,714)
Citation 63

A Dynamic Limit Order Market with Fast and Slow Traders

Number of pages: 30 Posted: 07 Dec 2011 Last Revised: 28 Mar 2014
Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Downloads 479 (67,244)
Citation 1

Abstract:

Loading...

High-frequency trading, Limit Order Markets

A Dynamic Limit Order Market with Fast and Slow Traders

ECB Working Paper No. 1526
Number of pages: 38 Posted: 10 Apr 2013
Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Downloads 135 (244,080)
Citation 18

Abstract:

Loading...

High-frequency trading, Limit Order Market

3.

Who Bears Interest Rate Risk?

Downloads 492 ( 65,706)
Citation 9

Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 387 (86,854)
Citation 5

Abstract:

Loading...

Interest Rate Risk, Banking, Risk Management, Hedging

Who Bears Interest Rate Risk?

ECB Working Paper No. 2176
Number of pages: 66 Posted: 26 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 105 (294,135)
Citation 4

Abstract:

Loading...

interest rate risk, banking, risk management, hedging

4.

Mutual Funding

Number of pages: 74 Posted: 22 Dec 2014 Last Revised: 26 Jan 2019
Javier Gil-Bazo, Peter Hoffmann and Sergio Mayordomo
Universitat Pompeu Fabra, European Central Bank (ECB) - Directorate General Research and Banco de España
Downloads 318 (109,400)
Citation 3

Abstract:

Loading...

Financial Conglomerates, Mutual Funds, Agency Conflicts, Financial Crisis, Sovereign Debt Crisis

5.

Inventory Management, Dealers' Connections, and Prices in OTC Markets

Downloads 287 (122,047)
Citation 8

Inventory Management, Dealers' Connections, and Prices in OTC Markets

Journal of Finance, Forthcoming, HEC Paris Research Paper No. FIN-2018-1286
Number of pages: 64 Posted: 10 Jul 2018 Last Revised: 28 Oct 2020
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 287 (121,381)
Citation 9

Abstract:

Loading...

OTC markets, Interdealer trading, Inventory management

Inventory Management, Dealers' Connections, and Prices in OTC Markets

CEPR Discussion Paper No. DP13093
Number of pages: 64 Posted: 18 Sep 2020
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 0
  • Add to Cart

Abstract:

Loading...

interdealer trading, Inventory management, OTC markets

6.

Communication of Monetary Policy in Unconventional Times

Downloads 253 (139,136)
Citation 14

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, CEPR, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 214 (163,060)

Abstract:

Loading...

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, CEPR, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 39 (496,507)
Citation 21

Abstract:

Loading...

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

7.

Discriminatory Pricing of Over-the-Counter Derivatives

Downloads 199 (175,037)
Citation 4

Discriminatory Pricing of Over-the-Counter Derivatives

Swiss Finance Institute Research Paper No. 17-70
Number of pages: 63 Posted: 10 Jan 2018 Last Revised: 11 Jun 2020
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB) - Directorate General Research, European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 151 (222,769)
Citation 3

Abstract:

Loading...

Transaction costs, OTC markets, multi-dealer platforms, relationship trading

Discriminatory Pricing of Over-the-Counter Derivatives

IMF Working Paper No. 19/100
Number of pages: 46 Posted: 14 Jun 2019
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB) - Directorate General Research, European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 36 (511,228)
Citation 1

Abstract:

Loading...

Market interest rates, Credit default swap, Exchange markets, Interest parity, Currency swaps, Transaction costs, search frictions, information rents, RFQ platforms, RFQ, mid-price, counterparties, price adjustment, price discrimination

Discriminatory Pricing of Over-the-Counter Derivatives

ESRB: Working Paper Series (Topic) 201761
Number of pages: 42 Posted: 05 Nov 2020
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB) - Directorate General Research, European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 9 (695,681)

Abstract:

Loading...

corporate hedging, dealer spreads, information rents, RFQ platforms

Discriminatory Pricing of Over-the-Counter Derivatives

CEPR Discussion Paper No. DP12525
Number of pages: 42 Posted: 02 Jan 2018
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB) - Directorate General Research, European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 3 (745,048)
  • Add to Cart

Abstract:

Loading...

corporate hedging, Dealer spreads, information rents, RFQ platforms

8.

Fragmentation in the Euro Overnight Unsecured Money Market

Downloads 94 (314,297)
Citation 14

Fragmentation in the Euro Overnight Unsecured Money Market

Number of pages: 10 Posted: 16 Sep 2014 Last Revised: 28 Jan 2016
Carlos Garcia-de-Andoain, Peter Hoffmann and Simone Manganelli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 77 (358,490)
Citation 1

Abstract:

Loading...

Money Markets, Financial Integration, Sovereign Debt Crisis, Monetary Policy Implementation

Fragmentation in the Euro Overnight Unsecured Money Market

ECB Working Paper No. 1755
Number of pages: 13 Posted: 20 Dec 2014
Carlos Garcia-de-Andoain, Peter Hoffmann and Simone Manganelli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Downloads 17 (633,338)
Citation 2

Abstract:

Loading...

money markets, financial integration, sovereign debt crisis, monetary policy implementation

9.

Financial Integration in Europe Through the Lens of Composite Indicators

Downloads 91 (320,842)
Citation 1

Financial Integration in Europe Through the Lens of Composite Indicators

Number of pages: 35 Posted: 02 May 2019
Peter Hoffmann, Manfred Kremer and Sonia Zaharia
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and Tufts University - Friedman School of Nutrition Science and Policy
Downloads 70 (378,662)
Citation 1

Abstract:

Loading...

composite indicator, economic growth, European Monetary Union, financial integration, financial stress

Financial Integration in Europe Through the Lens of Composite Indicators

ECB Working Paper No. 2319
Number of pages: 33 Posted: 30 Sep 2019
Peter Hoffmann, Manfred Kremer and Sonia Zaharia
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and Tufts University - Friedman School of Nutrition Science and Policy
Downloads 21 (604,173)
Citation 1

Abstract:

Loading...

composite indicator, economic growth, European Monetary Union, financial integration, financial stress

10.

Adverse Selection, Market Access and Inter-Market Competition

ECB Working Paper No. 1519
Number of pages: 46 Posted: 08 Mar 2013
Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Downloads 59 (408,635)

Abstract:

Loading...

MiFID, Inter-market competition, adverse selection, transaction fees

11.

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

Downloads 34 (509,485)
Citation 6

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 33 (527,117)
Citation 1

Abstract:

Loading...

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
Michael Ehrmann, Gaetano Gaballo, Peter Hoffmann and Georg Strasser
European Central Bank (ECB), HEC Paris, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB) - Directorate General Research
Downloads 1 (770,815)
Citation 5
  • Add to Cart

Abstract:

Loading...

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

12.

Financial Intermediation and Technology: What's Old, What's New?

ECB Working Paper No. 20202438
Number of pages: 34 Posted: 07 Jul 2020
Peter Hoffmann, Luc Laeven and Lev Ratnovski
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and International Monetary Fund
Downloads 29 (535,636)

Abstract:

Loading...

13.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series (Topic) 201611
Number of pages: 45 Posted: 05 Nov 2020
Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, Peter Hoffmann, Sam Langfield, Martin Neychev and Tarik Roukny
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics & Political Science (LSE) - London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB) - Directorate General Research, European Central Bank, affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT)
Downloads 15 (625,053)
Citation 7

Abstract:

Loading...

derivatives markets, OTC, financial networks

14.

Fintech: What’s Old, What’s New?

Journal of Financial Stability, 2021
Number of pages: 37 Posted: 08 Jan 2021
Arnoud W. A. Boot, Peter Hoffmann, Luc Laeven and Lev Ratnovski
University of Amsterdam - Amsterdam Business School, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and International Monetary Fund
Downloads 11 (653,854)

Abstract:

Loading...

Financial Intermediation, Financial Innovation, Fintech, Information, Communication

15.

Financial Intermediation and Technology: What's Old, What's New?

CEPR Discussion Paper No. DP15004
Number of pages: 32 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Arnoud W. A. Boot, Peter Hoffmann, Luc Laeven and Lev Ratnovski
University of Amsterdam - Amsterdam Business School, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and International Monetary Fund
Downloads 0 (753,803)
  • Add to Cart

Abstract:

Loading...

communication, financial innovation, Financial Intermediation, Fintech, Information

16.

Pre-Trade Transparency in Call Auctions

Posted: 19 Feb 2009 Last Revised: 21 Sep 2010
Peter Hoffmann and Jos van Bommel
European Central Bank (ECB) - Directorate General Research and Luxembourg School of Finance

Abstract:

Loading...

Market Microstructure, Pre-trade Transparency, Liquidity, Call Auctions