Mark Kerssenfischer

Deutsche Bundesbank

Economist

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 46,967

SSRN RANKINGS

Top 46,967

in Total Papers Downloads

2,294

TOTAL CITATIONS
Rank 32,453

SSRN RANKINGS

Top 32,453

in Total Papers Citations

32

Scholarly Papers (5)

1.
Downloads 1,448 (29,125)
Citation 7

What Moves Markets?

Journal of Monetary Economics, Forthcoming
Number of pages: 79 Posted: 05 Oct 2021 Last Revised: 24 Feb 2024
Mark Kerssenfischer and Maik Schmeling
Deutsche Bundesbank and Goethe University Frankfurt - Department of Finance
Downloads 1,102 (42,764)

Abstract:

Loading...

Macro news; Asset prices; High-Frequency Identification; Event Database

What Moves Markets?

Deutsche Bundesbank Discussion Paper No. 16/2022
Number of pages: 65 Posted: 14 Jun 2022
Mark Kerssenfischer and Maik Schmeling
Deutsche Bundesbank and Goethe University Frankfurt - Department of Finance
Downloads 346 (186,366)
Citation 7

Abstract:

Loading...

Macro news, Asset prices, High-Frequency Identification, Event Database

2.

Information Effects of Euro Area Monetary Policy: New Evidence from High-Frequency Futures Data

Deutsche Bundesbank Discussion Paper No. 07/2019
Number of pages: 30 Posted: 09 Apr 2019
Mark Kerssenfischer
Deutsche Bundesbank
Downloads 372 (174,159)
Citation 19

Abstract:

Loading...

Monetary Policy, High-Frequency Identification, Central Bank Information

3.

The Response of Asset Prices to Monetary Policy Shocks: Stronger than Thought

ECB Working Paper No. 1967
Number of pages: 49 Posted: 19 Oct 2016
Lucia Alessi and Mark Kerssenfischer
European Central Bank (ECB) and Deutsche Bundesbank
Downloads 192 (340,605)
Citation 6

Abstract:

Loading...

Asset Prices, Monetary Policy, Structural Factor Models, Nonfundamentalness

4.
Downloads 164 (398,493)

Outages in Sovereign Bond Markets

Number of pages: 106 Posted: 08 May 2025
Mark Kerssenfischer and Caspar Helmus
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 23 (1,196,186)

Abstract:

Loading...

Yield curve, market microstructure, natural experiment JEL classification: G12, G14, G23

Outages in Sovereign Bond Markets

ECB Working Paper No. 2024/2944
Number of pages: 101 Posted: 11 Jun 2024
Mark Kerssenfischer and Caspar Helmus
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 141 (445,384)

Abstract:

Loading...

market microstructure, natural experiment, yield curve

5.

The Effects of US Monetary Policy Shocks: Applying External Instrument Identification to a Dynamic Factor Model

Bundesbank Discussion Paper No. 08/2017
Number of pages: 21 Posted: 24 Apr 2017
Mark Kerssenfischer
Deutsche Bundesbank
Downloads 118 (511,797)

Abstract:

Loading...

Monetary Policy, Dynamic Factor Models, External Instrument, High-Frequency Identification