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

12

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CITATIONS
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6

Scholarly Papers (12)

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1.

Financial Transaction Taxes, Market Composition, and Liquidity

Downloads 950 ( 22,724)
Citation 1

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 883 (24,903)
Citation 1

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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 67 (333,887)
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Financial Transaction Tax, Institutional Trading, Liquidity, High-Frequency Trading

2.

A Dynamic Limit Order Market with Fast and Slow Traders

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Citation 5

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 453 (60,602)
Citation 5

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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 120 (229,051)
Citation 5

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High-frequency trading, Limit Order Market

3.

Who Bears Interest Rate Risk?

Downloads 381 ( 75,251)

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 327 (89,101)

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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 54 (372,825)

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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 228 (131,124)

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

5.

Communication of Monetary Policy in Unconventional Times

Downloads 165 (176,547)

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
Downloads 140 (202,826)

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

6.

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

Downloads 129 (217,240)

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

HEC Paris Research Paper No. FIN-2018-1286
Number of pages: 86 Posted: 10 Jul 2018
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 129 (218,064)

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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: 06 Aug 2018
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
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interdealer trading, Inventory management, OTC markets

7.

Discriminatory Pricing of Over-the-Counter Derivatives

Downloads 107 (247,720)

Discriminatory Pricing of Over-the-Counter Derivatives

Swiss Finance Institute Research Paper No. 17-70
Number of pages: 41 Posted: 10 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 Trinity College (Dublin)
Downloads 105 (252,527)

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Dealer spreads, information rents, RFQ platforms, corporate hedging

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 Trinity College (Dublin)
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corporate hedging, Dealer spreads, information rents, RFQ platforms

8.

Fragmentation in the Euro Overnight Unsecured Money Market

Downloads 92 (273,902)

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 76 (310,848)

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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 16 (552,489)

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

9.

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 57 (357,774)

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

10.

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 8 (579,497)

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

11.

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 6 (591,653)

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

12.

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

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