Magdalena Grothe

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

10

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Top 37,688

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2,513

SSRN CITATIONS
Rank 26,306

SSRN RANKINGS

Top 26,306

in Total Papers Citations

20

CROSSREF CITATIONS

25

Scholarly Papers (10)

1.

The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets

ECB Occasional Paper No. 122
Number of pages: 36 Posted: 19 Jan 2011
Asian Development Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,015 (42,306)
Citation 30

Abstract:

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covered bonds, liquidity, primary market, secondary market

2.

Liquidity and Credit Risk Premia in Government Bond Yields

ECB Working Paper No. 1440
Number of pages: 42 Posted: 09 Jul 2012
Jacob Ejsing, Magdalena Grothe and Oliver Grothe
European Central Bank (ECB), European Central Bank (ECB) and KIT
Downloads 438 (124,839)
Citation 16

Abstract:

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Liquidity premium, sovereign credit risk, yield curve modeling, bond markets, state space models

3.

Will Video Kill the Radio Star? Digitalisation and the Future of Banking

ESRB: Advisory Scientific Committee Reports 2022/12
Number of pages: 64 Posted: 19 Jan 2022
Florence School of Banking and Finance, National Bureau of Economic Research (NBER)Brandeis International Business School, European Central Bank (ECB), Nematrian Limited, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 367 (152,602)

Abstract:

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4.

Economic Surprises and Inflation Expectations: Has Anchoring of Expectations Survived the Crisis?

ECB Working Paper No 1671
Number of pages: 31 Posted: 03 Jul 2014
Søren Autrup and Magdalena Grothe
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 196 (286,520)
Citation 9

Abstract:

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inflation expectations, inflation markets, break-even inflation rates, macroeconomic announcements, nominal and real bond yields

5.

Market Pricing of Credit Rating Signals

ECB Working Paper No. 1623
Number of pages: 24 Posted: 04 Jan 2014
Magdalena Grothe
European Central Bank (ECB)
Downloads 112 (452,230)

Abstract:

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corporate bond spreads; credit ratings; pricing of risk

6.

Risk Characteristics of Covered Bonds: Monitoring Beyond Ratings

ECB Working Paper No. 2393
Number of pages: 69 Posted: 20 Apr 2020
Magdalena Grothe and Jana Zeyer
European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 104 (477,280)
Citation 1

Abstract:

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covered bonds, covered bond transparency data, credit ratings, risk indicators, risk monitoring

7.

Price and Trading Response to Public Information

ECB Working Paper No. 1177
Number of pages: 36 Posted: 26 Apr 2010
Magdalena Grothe
European Central Bank (ECB)
Downloads 101 (486,881)

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information processing, market microstructure, macroeconomic announcements, price adjustment

Financial Shock Transmission to Heterogeneous Firms: The Earnings-Based Borrowing Constraint Channel

ECB Working Paper No. 2023/2860
Number of pages: 52 Posted: 03 Nov 2023
Livia Chitu, Magdalena Grothe, Tatjana Schulze and Ine Van Robays
European Central Bank (ECB), European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank
Downloads 49 (738,024)

Abstract:

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corporate spreads, earnings-based borrowing constraint, global risk shocks, heterogeneous firms, monetary policy shocks

Financial Shock Transmission to Heterogeneous Firms: The Earnings-Based Borrowing Constraint Channel

IMF Working Paper No. 2023/196
Number of pages: 52 Posted: 26 Oct 2023
Livia Chitu, Magdalena Grothe, Tatjana Schulze and Ine Van Robays
European Central Bank (ECB), European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank
Downloads 19 (998,155)

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Corporate spreads, earnings-based borrowing constraint, heterogeneous firms, monetary policy shocks, global risk shocks

9.

Empirical Analysis of Collateral at Central Counterparties

ESRB: Working Paper Series 2021/131
Number of pages: 31 Posted: 30 Dec 2021
Magdalena Grothe, N. Aaron Pancost and Stathis Tompaidis
European Central Bank (ECB), University of Texas at Austin McCombs School of Business and University of Texas at Austin - McCombs School of Business
Downloads 64 (636,742)
Citation 3

Abstract:

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CCP, initial margin, risk management, variation margin

10.

Home, Safe Home: Cross-Country Monitoring Framework for Vulnerabilities in the Residential Real Estate Sector

ECB Working Paper No. 2096
Number of pages: 56 Posted: 07 Sep 2017
Elias Bengtsson, Magdalena Grothe and Etienne Lepers
Lund University, European Central Bank (ECB) and Organisation for Economic Co-operation and Development
Downloads 48 (727,949)
Citation 4

Abstract:

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Real Estate Vulnerabilities, Real Estate Crises, Early Warning Models, Risk Monitoring