Mark Kerssenfischer

Deutsche Bundesbank

Economist

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

5

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Top 48,569

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SSRN CITATIONS
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SSRN RANKINGS

Top 40,808

in Total Papers Citations

21

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.
Downloads 1,294 (30,467)
Citation 3

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 975 (44,901)

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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 319 (179,294)
Citation 3

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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 337 (170,327)
Citation 19

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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 184 (308,637)
Citation 6

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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 86 (550,335)

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

5.

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 30 (877,018)

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market microstructure, natural experiment, yield curve