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Johannes Breckenfelder
Johannes Breckenfelder
Research Economist, European Central Bank
Verified email at post.harvard.edu - Homepage
Title
Cited by
Cited by
Year
The ECB's asset purchase programme: an early assessment
P Andrade, J Breckenfelder, F De Fiore, P Karadi, O Tristani
ECB working paper, 2016
3512016
Sovereign to corporate risk spillovers
P Augustin, H Boustanifar, J Breckenfelder, J Schnitzler
Journal of Money, Credit and Banking 50 (5), 857-891, 2018
100*2018
Competition among high-frequency traders, and market quality
J Breckenfelder
NYU Stern Microstructure Meeting 2013, 2019
70*2019
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment
J Breckenfelder, B Schwaab
Journal of Empirical Finance 49, 247-262, 2018
42*2018
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment
J Breckenfelder, B Schwaab
362017
The ECB's asset purchase programme: an early assessment
J Breckenfelder, F De Fiore, P Andrade, P Karadi, O Tristani
European Central Bank Working Paper Series, 2016
182016
Asymmetry matters: A high-frequency risk-reward trade-off
J Breckenfelder, R Tédongap
Available at SSRN 1828283, 2012
92012
Do non-banks need access to the lender of last resort? Evidence from mutual fund runs
J Breckenfelder, N Grimm, M Hoerova
SSRN working paper, 2021
72021
Bank balance sheet constraints and bond liquidity
J Breckenfelder, V Ivashina
ECB Working Paper, 2021
62021
The (re) allocation of bank risk
G Bekaert, J Breckenfelder
Columbia Business School Research Paper Forthcoming, 2019
62019
Do non-banks need access to the lender of last resort? Evidence from fund runs
J Breckenfelder, N Grimm, M Hoerova
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2020
52020
How does competition among high-frequency traders affect market liquidity?
J Breckenfelder
Research Bulletin 78 (78), 1-5, 2020
32020
How is a firm’s credit risk affected by sovereign risk?
J Breckenfelder
Bid 10, 20, 2018
32018
The reanchoring channel of QE
P Andrade, J Breckenfelder, F De Fiore, P Karadi, O Tristani
22016
Bank leverage constraints and bond market illiquidity during the COVID-19 crisis
J Breckenfelder, V Ivashina
Research Bulletin 89, 2021
12021
Competition among high-frequency traders and market liquidity
J Breckenfelder
VoxEU. org 17, 2020
12020
Financial Markets and Green Innovation
P Aghion, L Boneva, J Breckenfelder, L Laeven, C Olovsson, AA Popov, ...
ECB Working Paper, 2022
2022
Corporate funding in a liquidity crisis: commercial paper and central bank interventions
J Breckenfelder, G Schepens
Available at SSRN, 2022
2022
Bank Balance Sheet Constraints and Bond Liquidity (preprint)
J Breckenfelder, V Ivashina
2021
Tail Risk, Core Risk, and Expected Stock Returns
J Breckenfelder, B Buchwalter, R Tédongap
2020
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Articles 1–20