Author Page for Mark Kerssenfischer

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What Moves Markets?

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:

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:

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:

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:

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)

Mark Kerssenfischer

Deutsche Bundesbank

Economist

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1,411

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Scholarly Papers (4)

What Moves Markets?

What Moves Markets?

Abstract:

What Moves Markets?

Abstract:

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

Abstract:

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

Abstract:

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

Abstract: