Details about Johannes Breckenfelder

Access statistics for papers by Johannes Breckenfelder.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pbr643

Working Papers

2024

1. Fund fragility: The role of fund ownership base
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Investor heterogeneity and large-scale asset purchases
   Working Paper Series, European Central Bank

2023

3. Do non-banks need access to the lender of last resort? Evidence from fund runs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2023) View citations (1)
4. Fund fragility: the role of investor base
   Working Paper Series, European Central Bank View citations (7)
5. Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
6. The climate and the economy
   Working Paper Series, European Central Bank View citations (5)

2022

7. Financial Markets and Green Innovation
   Working Paper Series, European Central Bank View citations (7)

2021

8. Bank balance sheet constraints and bond liquidity
   Working Paper Series, European Central Bank View citations (6)

2019

9. Competition among high-frequency traders, and market quality
   Working Paper Series, European Central Bank View citations (14)
   See also Journal Article Competition among high-frequency traders and market quality, Journal of Economic Dynamics and Control, Elsevier (2024) (2024)

2018

10. Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment
    Working Paper Series, European Central Bank View citations (22)
    See also Journal Article Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment, Journal of Empirical Finance, Elsevier (2018) View citations (23) (2018)

2016

11. Sovereign to corporate risk spillovers
    Working Paper Series, European Central Bank View citations (26)
    See also Journal Article Sovereign to Corporate Risk Spillovers, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (56) (2018)
12. The ECB's asset purchase programme: an early assessment
    Working Paper Series, European Central Bank View citations (146)

2013

13. Competition between high-frequency traders, and market quality
    MPRA Paper, University Library of Munich, Germany View citations (29)

Journal Articles

2024

1. A diverse investor base impacts the effectiveness of large-scale asset purchases
   Research Bulletin, 2024, 120
2. Competition among high-frequency traders and market quality
   Journal of Economic Dynamics and Control, 2024, 166, (C)
   See also Working Paper Competition among high-frequency traders, and market quality, Working Paper Series (2019) View citations (14) (2019)

2023

3. Navigating liquidity crises in non-banks: An assessment of central bank policies
   Research Bulletin, 2023, 108

2021

4. Bank leverage constraints and bond market illiquidity during the COVID-19 crisis
   Research Bulletin, 2021, 89 View citations (2)

2020

5. How does competition among high-frequency traders affect market liquidity?
   Research Bulletin, 2020, 78 View citations (1)

2018

6. Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment
   Journal of Empirical Finance, 2018, 49, (C), 247-262 View citations (23)
   See also Working Paper Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment, Working Paper Series (2018) View citations (22) (2018)
7. How is a firm’s credit risk affected by sovereign risk?
   Research Bulletin, 2018, 53 View citations (1)
8. Sovereign to Corporate Risk Spillovers
   Journal of Money, Credit and Banking, 2018, 50, (5), 857-891 View citations (56)
   See also Working Paper Sovereign to corporate risk spillovers, Working Paper Series (2016) View citations (26) (2016)