Martin Schmitz

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

23

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255

CROSSREF CITATIONS

62

Scholarly Papers (23)

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1.

The Geography of Capital Allocation in the Euro Area

Number of pages: 58 Posted: 06 Apr 2023 Last Revised: 06 Sep 2023
Roland Beck, Antonio Coppola, Angus Lewis, Matteo Maggiori, Martin Schmitz and Jesse Schreger
European Central Bank (ECB), Stanford University, Stanford Graduate School of Business, Stanford Graduate School of Business, European Central Bank (ECB) and Columbia University - Columbia Business School, Economics
Downloads 235 (224,240)

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Nationality, Residency, Euro Area, Euro

2.

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

Downloads 226 (232,790)
Citation 11

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
Agustín S. Bénétrix, Deepali Gautam, Luciana Juvenal and Martin Schmitz
Trinity College (Dublin), International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 115 (411,616)
Citation 1

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currency composition, foreign currency exposures, international investment position

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
Agustín S. Bénétrix, Deepali Gautam, Luciana Juvenal and Martin Schmitz
Trinity College (Dublin), International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 111 (422,593)

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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

3.

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: 18 Nov 2021
David Lodge, Mary Everett, Olivier De Bandt, Georgios Georgiadis, Michele Ca’ Zorzi, Povilas Lastauskas, Juan Carluccio, Susana Parrága, Pietro Cova, Maria Grazia Attinasi, Mirco Balatti Mozzanica, Celestino Giron, Biswajit Banerjee, Vanessa Gunnella, Ursel Baumann, Yannick Hemmerlé, Jean Charles Bricongne, Axel Jochem, Francesco Chiacchio, Kristiina Karjanlahti, Ivan Kataryniuk, Davide Del Giudice, Iikka Korhonen, Clara De Luigi, Markus Kühnlenz, Dimitra Dimitropoulou, Vincent Labhard, Virginia Di Nino, Helena Le Mezo, Ettore Dorrucci, Eric Eichler, Nilsson Mattias, Martin Feldkircher, Chiara Osbat, Thomas Reininger, Sebastian Stumpner, Sebastian Stumpner, Ilona Van Schaik, Martin Schmitz, Helmut Wacket, Roberta Serafini, Tina Zumer and Daniele Siena
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), Vienna School of International Studies, 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 193 (269,183)

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

4.

Foreign Institutional Investors, Monetary Policy, and Reaching for Yield

Number of pages: 76 Posted: 15 Feb 2022
Ahmed Ahmed, Boris Hofmann and Martin Schmitz
University of Chicago, Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank (ECB)
Downloads 170 (300,877)

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FX hedging channel, pension funds, life insurance, corporate issuance, credit spreads

5.

Real Exchange Rate Misalignments in the Euro Area

Downloads 168 (303,898)
Citation 103

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 120 (398,777)
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 48 (687,765)

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

6.

The Eurosystem's Asset Purchase Programme and Target Balances

ECB Occasional Paper No. 196
Number of pages: 49 Posted: 21 Sep 2017
Jens Eisenschmidt, Danielle Kedan, Martin Schmitz, Ramón Adalid and Patrick Papsdorf
Morgan Stanley, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 149 (336,157)
Citation 37

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

7.

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 120 (397,106)
Citation 6

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

8.

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

Downloads 117 (404,510)
Citation 2

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 64 (597,674)

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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 53 (657,375)
Citation 2

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

9.

Revisting the Effective Exchange Rates of the Euro

ECB Occasional Paper No. 134
Number of pages: 39 Posted: 07 Jul 2012
Martin Schmitz, Maarten De Clercq, Michael Fidora, Bernadette Lauro and Cristina Pinheiro
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 109 (425,936)
Citation 6

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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

10.

Brexit, What Brexit? Euro Area Portfolio Exposures to the United Kingdom Since the Brexit Referendum

ECB Working Paper No. 2022/2734
Number of pages: 42 Posted: 28 Sep 2022
Daniel Carvalho and Martin Schmitz
Bank of Portugal and European Central Bank (ECB)
Downloads 102 (446,598)

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bilateral portfolio holdings, cross-border investment, investment funds, sovereign debt

11.

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 101 (449,734)
Citation 6

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

12.

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

Downloads 97 (461,931)
Citation 1

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 72 (560,189)
Citation 1

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

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

Number of pages: 52 Posted: 14 May 2022
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 25 (865,772)

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Distance, gravity, volatility, international trade, international finance, Great Trade Collapse, Covid-19 pandemic

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

13.

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 93 (474,764)
Citation 11

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

14.

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 88 (491,472)
Citation 5

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15.

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 87 (494,931)

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

16.

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 81 (516,811)
Citation 7

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international capital flows, portfolio investment, cultural proximity, hyperlinks

17.

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
Ettore Dorrucci, Vanessa Gunnella, Alexander Al-Haschimi, Konstantins Benkovskis, Francesco Chiacchio, Francois de Soyres, Benedetta Di Lupidio, Michael Fidora, Sebastian Franco-Bedoya, Erik Frohm, Katerina Gradeva, Paloma Lopez-Garcia, Gerrit Koester, Christiane Nickel, Chiara Osbat, Elena Pavlova, Martin Schmitz, Joachim Schroth, Frauke Skudelny, Alex Tagliabracci, Elena Vaccarino and Julia Wörz
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, OECD, 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 73 (548,719)
Citation 3

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

18.

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 55 (633,589)
Citation 5

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

19.

Euro Area Monetary Policy and Target Balances: A Trilogy

ECB Working Paper No. 2022/2750
Number of pages: 37 Posted: 16 Nov 2022
Jens Eisenschmidt, Danielle Kedan and Martin Schmitz
Morgan Stanley, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 48 (672,979)

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

20.

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 46 (685,088)

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

21.

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 35 (759,582)

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

22.

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 27 (822,559)
Citation 2

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

23.

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

Number of pages: 62 Posted: 01 Mar 2023
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 9 (991,600)

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Distance, Volatility, International Trade, International Finance, Great Trade Collapse