Michael Fidora

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

14

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Rank 25,159

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Top 25,159

in Total Papers Downloads

3,868

SSRN CITATIONS
Rank 4,788

SSRN RANKINGS

Top 4,788

in Total Papers Citations

283

CROSSREF CITATIONS

99

Scholarly Papers (14)

1.

The Impact of Sovereign Wealth Funds on Global Financial Markets

ECB Occasional Paper No. 91
Number of pages: 32 Posted: 03 Jul 2008 Last Revised: 17 Nov 2021
Roland Beck and Michael Fidora
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,706 (19,819)
Citation 25

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Sovereign wealth funds, capital flows, foreign exchange reserves, financial markets

2.

Global Liquidity Glut or Global Savings Glut? A Structural VAR Approach

ECB Working Paper No. 911
Number of pages: 29 Posted: 01 Jul 2008
Thierry Bracke and Michael Fidora
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 475 (113,996)
Citation 8

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Global imbalances, global liquidity, savings glut, investment drought, current account, structural VARs

3.

Home Bias in Global Bond and Equity Markets: The Role of Real Exchange Rate Volatility

ECB Working Paper No. 685
Number of pages: 48 Posted: 07 Nov 2006
Michael Fidora, Marcel Fratzscher and Christian Thimann
European Central Bank (ECB), DIW Berlin and AXA Group
Downloads 350 (161,642)
Citation 8

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home bias, exchange rate volatility, risk, portfolio investment, global financial

4.

A Framework for Assessing Global Imbalances

ECB Occasional Paper No. 78
Number of pages: 53 Posted: 25 Jan 2008
European Central Bank (ECB), Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 268 (213,659)

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Global imbalances, current account, incomplete financial globalisation, structural factors, cyclical factors.

5.

Energy Markets and the Euro Area Macroeconomy

ECB Occasional Paper No. 113
Number of pages: 132 Posted: 20 Jun 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bocconi University, affiliation not provided to SSRN, European Central Bank (ECB), European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, affiliation not provided to SSRN, Bank of Greece, European Central Bank (ECB)CEPR, Banque de France - Centre de Recherche, Banque de France, Bank of Italy, affiliation not provided to SSRN, Bank of Italy, Dutch Central Bank (DNB), Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN, affiliation not provided to SSRN and Banco de España
Downloads 202 (280,229)
Citation 1

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6.
Downloads 188 (298,812)
Citation 129

Real Exchange Rate Misalignments in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1162
Number of pages: 70 Posted: 22 Feb 2018
Michael Fidora, Claire Giordano and Martin Schmitz
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 129 (410,059)
Citation 27

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Real effective exchange rate, equilibrium exchange rate, monetary union, regulation

Real Exchange Rate Misalignments in the Euro Area

ECB Working Paper No. 2108
Number of pages: 56 Posted: 10 Nov 2017
Michael Fidora, Claire Giordano and Martin Schmitz
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 59 (678,671)

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Real Effective Exchange Rate, Equilibrium Exchange Rate, Monetary Union, Regulation

International Capital Flows at the Security Level - Evidence from the ECB's Asset Purchase Programme

IMF Working Paper No. 20/46
Number of pages: 47 Posted: 20 Apr 2020
Katharina Bergant, Michael Fidora and Martin Schmitz
International Monetary Fund, Research Department, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 70 (619,711)
Citation 2

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Financial and Monetary Sector, Financial crises, Debt securities, Mutual funds, Economic policy, International investment patterns, capital flows, sovereign debt, investorheterogeneity, quantitative easing, WP, PSPP, euro area, debt security, rebalance, MFIs

International Capital Flows at the Security Level: Evidence from the ECB's Asset Purchase Programme

ECB Working Paper No. 2388
Number of pages: 44 Posted: 07 Apr 2020
Michael Fidora, Martin Schmitz and Katharina Bergant
European Central Bank (ECB), European Central Bank (ECB) and International Monetary Fund, Research Department
Downloads 64 (650,790)
Citation 2

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capital flows, international investment patterns, investor heterogeneity, quantitative easing, sovereign debt

8.

External Imbalances and the US Current Account: How Supply-Side Changes Affect an Exchange Rate Adjustment

ECB Working Paper No. 761
Number of pages: 43 Posted: 28 Jun 2007
Philipp Engler, Michael Fidora and Christian Thimann
International Monetary Fund (IMF), European Central Bank (ECB) and AXA Group
Downloads 124 (421,033)

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Global imbalances, US current account deficit, dollar adjustment, sectoral

9.

Revisting the Effective Exchange Rates of the Euro

ECB Occasional Paper No. 134
Number of pages: 39 Posted: 07 Jul 2012
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 116 (442,667)
Citation 8

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competitiveness, effective exchange rate (EER), harmonised competitiveness indicator (HCI), nominal effective exchange rate (NEER), real effective exchange rate (REER), trade weights

10.

The Impact of Global Value Chains on the Euro Area Economy

ECB Occasional Paper No. 221 (2019); ISBN 978-92-899-3686-6
Number of pages: 121 Posted: 03 May 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, European Central Bank (ECB), Board of Governors of the Federal Reserve System, European Central Bank (ECB), European Central Bank (ECB), World Bank, OECD, Goethe University Frankfurt, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Union - European Commission, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, Frontier Economics and Oesterreichische Nationalbank (OeNB)
Downloads 82 (558,095)
Citation 3

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international trade, global value chains, vertical specialisation, international interlinkages, euro area

11.

Using the Global Dimension to Identify Shocks with Sign Restrictions

ECB Working Paper No. 1318
Number of pages: 27 Posted: 11 Apr 2011
Alexander Chudik and Michael Fidora
Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 79 (570,566)

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Identification of shocks, sign restrictions, VAR, global VAR, oil shocks

12.

Capital Inflows and Euro Area Long-Term Interest Rates

ECB Working Paper No. 1798
Number of pages: 42 Posted: 26 Aug 2015
Daniel Carvalho and Michael Fidora
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 60 (660,606)
Citation 1

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Capital flows; long-term interest rates, ECB

13.

Sudden Stops and Asset Purchase Programmes in the Euro Area

ECB Working Paper No. 2021/2597
Number of pages: 46 Posted: 07 Oct 2021
The University of Manchester, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 55 (688,397)
Citation 1

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ECB asset purchase programmes, financial flows, monetary policy, sudden stops

14.

Reducing Large Net Foreign Liabilities

ECB Working Paper No. 2074
Number of pages: 37 Posted: 14 Jun 2017
Michael Fidora, Martin Schmitz and Céline Tcheng
European Central Bank (ECB), European Central Bank (ECB) and Banque de France
Downloads 29 (875,215)
Citation 3

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Net Foreign Assets, External Imbalances, Stock Imbalances, External Adjustment, Valuation Effects