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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53

CROSSREF CITATIONS

158

Scholarly Papers (12)

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1.

Financial Transaction Taxes, Market Composition, and Liquidity

Downloads 963 ( 23,648)
Citation 12

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 892 (25,981)
Citation 13

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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 71 (340,522)
Citation 1

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

2.

A Dynamic Limit Order Market with Fast and Slow Traders

Downloads 586 ( 46,823)
Citation 55

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 458 (63,266)
Citation 1

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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 128 (229,721)
Citation 10

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High-frequency trading, Limit Order Market

3.

Who Bears Interest Rate Risk?

Downloads 459 ( 63,750)
Citation 4

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 359 (84,541)
Citation 3

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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 100 (275,103)

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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 267 (117,836)

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

5.

Communication of Monetary Policy in Unconventional Times

Downloads 185 (168,184)
Citation 6

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 156 (195,367)

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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 29 (500,035)
Citation 9

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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 181 (171,584)
Citation 6

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

HEC Paris Research Paper No. FIN-2018-1286
Number of pages: 60 Posted: 10 Jul 2018 Last Revised: 13 Dec 2019
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 181 (171,545)
Citation 6

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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 155 (196,177)
Citation 5

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 International Monetary Fund (IMF) - Research Department
Downloads 129 (228,313)
Citation 4

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Dealer spreads, information rents, RFQ platforms, corporate hedging

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 23 (536,629)
Citation 1

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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

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
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corporate hedging, Dealer spreads, information rents, RFQ platforms

8.

Fragmentation in the Euro Overnight Unsecured Money Market

Downloads 93 (286,534)
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 76 (327,345)

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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 17 (576,648)
Citation 2

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

9.

Financial Integration in Europe Through the Lens of Composite Indicators

Downloads 71 (336,682)

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 59 (375,925)

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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 12 (611,453)

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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 58 (373,724)

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

11.

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

Downloads 25 (508,356)
Citation 1

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 24 (530,188)
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
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 (703,316)
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central bank communication, disagreement, forward guidance, heterogeneous beliefs, 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