Martin Schmitz

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

18

DOWNLOADS

1,060

SSRN CITATIONS
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Top 6,550

in Total Papers Citations

124

CROSSREF CITATIONS

82

Scholarly Papers (18)

Cross-Border Currency Exposures. New Evidence Based on an Enhanced and Updated Dataset

IMF Working Paper No. 19/299
Number of pages: 44 Posted: 01 Apr 2020
Trinity College (Dublin), International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 73 (403,061)

Abstract:

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Foreign currency exposure, External sector, Exchange rate policy, Financial crises, Economic integration, WP, domestic currency, post-crisis, investment position, emerge economy, actual data

Cross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset

ECB Working Paper No. 20202417
Number of pages: 69 Posted: 27 May 2020
Trinity College (Dublin), International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 61 (443,988)
Citation 1

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currency composition, foreign currency exposures, international investment position

2.
Downloads 129 (275,443)
Citation 60

Real Exchange Rate Misalignments in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1162
Number of pages: 70 Posted: 22 Feb 2018
Michael Fidora, Claire Giordano and Martin Schmitz
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 100 (331,762)
Citation 27

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Real effective exchange rate, equilibrium exchange rate, monetary union, regulation

Real Exchange Rate Misalignments in the Euro Area

ECB Working Paper No. 2108
Number of pages: 56 Posted: 10 Nov 2017
Michael Fidora, Claire Giordano and Martin Schmitz
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 29 (598,057)

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Real Effective Exchange Rate, Equilibrium Exchange Rate, Monetary Union, Regulation

3.

The Eurosystem's Asset Purchase Programme and Target Balances

ECB Occasional Paper No. 196
Number of pages: 49 Posted: 21 Sep 2017
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 92 (347,375)
Citation 7

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TARGET2, financial structure, asset purchase programme, excess liquidity, balance of payments

4.

Cross-Border Banking in the EU Since the Crisis: What is Driving the Great Retrenchment?

ECB Working Paper No. 2130, ISBN: 978-92-899-3135-6
Number of pages: 31 Posted: 28 Feb 2018
Lorenz Emter, Martin Schmitz and Marcel Tirpak
Central Bank of Ireland, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 73 (398,537)
Citation 6

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cross-border banking, international capital flows, deleveraging, financial integration, prudential policies, regulation, bank levy

5.

Revisting the Effective Exchange Rates of the Euro

ECB Occasional Paper No. 134
Number of pages: 39 Posted: 07 Jul 2012
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 73 (398,537)
Citation 1

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competitiveness, effective exchange rate (EER), harmonised competitiveness indicator (HCI), nominal effective exchange rate (NEER), real effective exchange rate (REER), trade weights

6.

America First? A US-centric View of Global Capital Flows

ECB Working Paper No. 2238 (2019); ISBN 978-92-899-3500-5
Number of pages: 36 Posted: 14 Feb 2019
Peter McQuade and Martin Schmitz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 69 (410,917)
Citation 3

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international capital flows, US financial system, VIX, US dollar exchange rate, monetary policy spillovers

7.

Channels of International Risk-Sharing: Capital Gains versus Income Flows

ECB Working Paper No. 938
Number of pages: 45 Posted: 05 Nov 2008
Thierry Bracke and Martin Schmitz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 68 (414,066)

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International risk sharing, International portfolio diversification, Consumption smoothing, Cross-border investment, Valuation effects

International Capital Flows at the Security Level - Evidence from the ECB's Asset Purchase Programme

IMF Working Paper No. 20/46
Number of pages: 47 Posted: 20 Apr 2020
Katharina Bergant, Michael Fidora and Martin Schmitz
International Monetary Fund, Research Department, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 43 (520,006)

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Financial and Monetary Sector, Financial crises, Debt securities, Mutual funds, Economic policy, International investment patterns, capital flows, sovereign debt, investorheterogeneity, quantitative easing, WP, PSPP, euro area, debt security, rebalance, MFIs

International Capital Flows at the Security Level: Evidence from the ECB's Asset Purchase Programme

ECB Working Paper No. 2388
Number of pages: 44 Posted: 07 Apr 2020
Michael Fidora, Martin Schmitz and Katharina Bergant
European Central Bank (ECB), European Central Bank (ECB) and International Monetary Fund, Research Department
Downloads 22 (648,193)
Citation 1

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capital flows, international investment patterns, investor heterogeneity, quantitative easing, sovereign debt

9.

Taking Gravity Online: The Role of Virtual Proximity In International Finance

ECB Working Paper No. 1879
Number of pages: 27 Posted: 08 Feb 2016
Christiane Hellmanzik and Martin Schmitz
University of Hamburg and European Central Bank (ECB)
Downloads 58 (448,606)
Citation 1

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international capital flows, portfolio investment, cultural proximity, hyperlinks

10.

The Great Moderation in International Capital Flows: A Global Phenomenon?

ECB Working Paper No. 1952
Number of pages: 45 Posted: 17 Sep 2016
Peter McQuade and Martin Schmitz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 57 (452,349)
Citation 5

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International capital flows, global financial crisis, external imbalances, monetary policy, macroprudential policy

11.

Shifts in the Portfolio Holdings of Euro Area Investors in the Midst of COVID-19: Looking-Through Investment Funds

ECB Working Paper No. 2021/2526
Number of pages: 38 Posted: 05 Mar 2021
Daniel Carvalho and Martin Schmitz
Bank of Portugal and European Central Bank (ECB)
Downloads 44 (505,397)

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12.

The Impact of Global Value Chains on the Euro Area Economy

ECB Occasional Paper No. 221 (2019); ISBN 978-92-899-3686-6
Number of pages: 121 Posted: 03 May 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, European Central Bank (ECB), Board of Governors of the Federal Reserve System, European Central Bank (ECB), European Central Bank (ECB), World Bank, Sveriges Riksbank, Goethe University Frankfurt, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Union - European Commission, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, Frontier Economics and Oesterreichische Nationalbank (OeNB)
Downloads 38 (533,537)
Citation 3

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international trade, global value chains, vertical specialisation, international interlinkages, euro area

13.

Financial Markets and International Risk Sharing in Emerging Market Economies

ECB Working Paper No. 1451
Number of pages: 25 Posted: 27 Jul 2012
Martin Schmitz
European Central Bank (ECB)
Downloads 36 (543,736)

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International risk sharing, capital gains, cross-border investment, financial globalisation, emerging market economies

14.

Virtual Proximity and Audiovisual Services Trade

ECB Working Paper No. 1826
Number of pages: 35 Posted: 10 Jul 2015
Christiane Hellmanzik and Martin Schmitz
University of Hamburg and European Central Bank (ECB)
Downloads 33 (559,776)
Citation 2

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International trade; audiovisual services; cultural proximity; hyperlinks; internet

Distance(s) and the Volatility of International Trade(s)

ECB Working Paper No. 2252 (2019); ISBN 978-92-899-3514-2
Number of pages: 44 Posted: 26 Mar 2019
Arnaud Mehl, Martin Schmitz and Cédric Tille
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
Downloads 31 (585,380)

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distance, gravity, volatility, international trade, international finance, Great Trade Collapse

Distance(S) and the Volatility of International Trade(S)

CEPR Discussion Paper No. DP13630
Number of pages: 45 Posted: 01 Apr 2019
Arnaud Mehl, Martin Schmitz and Cédric Tille
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
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distance, Gravity, Great Trade Collapse, international finance, International trade, volatility

16.

Financial Remoteness and the Net External Position

ECB Working Paper No. 1330
Number of pages: 35 Posted: 25 Apr 2011
Martin Schmitz
European Central Bank (ECB)
Downloads 24 (614,575)

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net foreign assets, cross-border investment, distance, proximity

17.

The Implications of Globalisation for the ECB Monetary Policy Strategy

ECB Occasional Paper No. 2021263
Number of pages: 93 Posted: 23 Sep 2021 Last Revised: 21 Oct 2021
European Central Bank (ECB), Central Bank of Ireland, Banque de France, European Central Bank (ECB), European Central Bank (ECB), Center for Excellence in Finance and Economic Research, Banque de France, Banco de España, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, Banque de France, Deutsche Bundesbank, European Central Bank (ECB), Bank of Finland, Banco de España, European Central Bank (ECB), Bank of Finland - Institute for Economies in Transition (BOFIT), Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Greece, European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Österreichische Nationalbank, Banque de FranceUniversity of Montreal - Department of Economics, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Banque de France
Downloads 22 (628,375)

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Globalisation, inflation, monetary policy strategy, productivity, r*

18.
Downloads 14 (686,403)
Citation 1

Reducing Large Net Foreign Liabilities

ECB Working Paper No. 2074
Number of pages: 37 Posted: 14 Jun 2017
Michael Fidora, Martin Schmitz and Céline Tcheng
European Central Bank (ECB), European Central Bank (ECB) and Banque de France
Downloads 14 (711,803)

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Net Foreign Assets, External Imbalances, Stock Imbalances, External Adjustment, Valuation Effects

Reducing Large Net Foreign Liabilities

Review of International Economics, Vol. 27, Issue 2, pp. 549-577, 2019
Number of pages: 29 Posted: 15 Apr 2019
Michael Fidora, Martin Schmitz and Céline Tcheng
European Central Bank (ECB), European Central Bank (ECB) and Banque de France
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