Mark Kerssenfischer

Deutsche Bundesbank

Economist

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

160

CITATIONS

0

Scholarly Papers (3)

1.

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 117 (232,209)

Abstract:

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Asset Prices, Monetary Policy, Structural Factor Models, Nonfundamentalness

2.

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 30 (456,635)

Abstract:

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

3.

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 13 (549,876)

Abstract:

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Monetary Policy, High-Frequency Identification, Central Bank Information