Mark Kerssenfischer

Deutsche Bundesbank

Economist

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

1,411

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.
Downloads 942 (38,737)

What Moves Markets?

Number of pages: 87 Posted: 05 Oct 2021 Last Revised: 06 Mar 2023
Mark Kerssenfischer and Maik Schmeling
Deutsche Bundesbank and Goethe University Frankfurt - Department of Finance
Downloads 696 (57,517)

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 246 (191,991)

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 248 (191,151)
Citation 16

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 167 (274,195)
Citation 3

Abstract:

Loading...

Asset Prices, Monetary Policy, Structural Factor Models, Nonfundamentalness

4.

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 54 (568,046)

Abstract:

Loading...

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