EconPapers    
Economics at your fingertips  
 

Details about Falko Fecht

Homepage:https://sites.google.com/site/falkofecht/
Workplace:Frankfurt School of Finance and Management, (more information at EDIRC)
Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Falko Fecht.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pfe38


Jump to Journal Articles Chapters

Working Papers

2023

  1. Financial fragility in open-ended mutual funds: the role of liquidity management tools
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (1)
  2. Information Transmission between Banks and the Market for Corporate Control
    ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2022) Downloads
  3. Liquidity support and distress resilience in bank-affiliated mutual funds
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2023) Downloads View citations (2)

2022

  1. A Theory of the Boundaries of Banks with Implications for Financial Integration and Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2015) Downloads View citations (2)

2021

  1. Banks’ Equity Stakes in Firms: A Blessing or Curse in Credit Markets?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Banks’ Equity Stakes in Firms: A Blessing or Curse in Credit Markets?
    Working Papers, Barcelona School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021) Downloads
  3. Contagious zombies
    Discussion Papers, Deutsche Bundesbank Downloads

2019

  1. Fear, deposit insurance schemes, and deposit reallocation in the German banking system
    Discussion Papers, Deutsche Bundesbank Downloads View citations (15)
    See also Journal Article Fear, deposit insurance schemes, and deposit reallocation in the German banking system, Journal of Banking & Finance, Elsevier (2019) Downloads View citations (13) (2019)
  2. The fire-sale channels of universal banks in the European sovereign debt crisis
    Discussion Papers, Deutsche Bundesbank Downloads View citations (4)

2018

  1. Dealer behaviour in the Euro money market during times of crisis
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (2)
    See also Journal Article Dealer behaviour in the Euro money market during times of crisis, Applied Economics, Taylor & Francis Journals (2018) Downloads View citations (2) (2018)
  2. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads View citations (1)
    Working Papers, Federal Reserve Bank of Boston (2017) Downloads View citations (1)

2017

  1. International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises
    Working Papers, Barcelona School of Economics Downloads

2016

  1. Collateral, Central Bank Repos, and Systemic Arbitrage
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) Downloads View citations (8)
  2. How central is central counterparty clearing? A deep dive into a European repo market during the crisis
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
  3. Relationship lending in the interbank market and the price of liquidity
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (25)
    Also in Discussion Papers, Deutsche Bundesbank (2012) Downloads View citations (48)

    See also Journal Article Relationship Lending in the Interbank Market and the Price of Liquidity, Review of Finance, European Finance Association (2017) Downloads View citations (51) (2017)

2015

  1. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in Discussion Papers, Deutsche Bundesbank (2014) View citations (37)
  2. Euro money market trading during times of crisis
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads
  3. On the role of market makers for money market liquidity and tensions
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads
  4. The intraday interest rate: What's that?
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)

2014

  1. Banks, markets, and financial stability
    Discussion Papers, Deutsche Bundesbank Downloads
    Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads
  2. Corporate Transparency and Bond Liquidity
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (5)
  3. The Role of Interbank Relationships and Liquidity Needs
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2013) Downloads View citations (3)

    See also Journal Article The role of interbank relationships and liquidity needs, Journal of Banking & Finance, Elsevier (2015) Downloads View citations (43) (2015)

2013

  1. How stressed are banks in the interbank market?
    Discussion Papers, Deutsche Bundesbank Downloads View citations (13)
  2. Is proprietary trading detrimental to retail investors?
    Discussion Papers, Deutsche Bundesbank Downloads View citations (8)
    See also Journal Article Is Proprietary Trading Detrimental to Retail Investors?, Journal of Finance, American Finance Association (2018) Downloads View citations (21) (2018)

2012

  1. Financial Integration, Specialization, and Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (27)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) Downloads View citations (6)

    See also Journal Article Financial integration, specialization, and systemic risk, Journal of International Economics, Elsevier (2012) Downloads View citations (24) (2012)

2011

  1. Substitution between net and gross settlement systems: A concern for financial stability?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2011) Downloads
  2. The price of liquidity: the effects of market conditions and bank characteristics
    Working Paper Series, European Central Bank Downloads View citations (65)
    See also Journal Article The price of liquidity: The effects of market conditions and bank characteristics, Journal of Financial Economics, Elsevier (2011) Downloads View citations (71) (2011)

2010

  1. The Price of Liquidity: Bank Characteristics and Market Conditions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in CESifo Working Paper Series, CESifo (2009) Downloads View citations (3)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) Downloads View citations (5)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) Downloads View citations (12)

2009

  1. The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (3)
    See also Journal Article The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany, Journal of Financial Intermediation, Elsevier (2014) Downloads View citations (13) (2014)

2008

  1. Open-End Real Estate Funds in Germany - Genesis and Crisis
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main Downloads
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2007) Downloads View citations (7)

2007

  1. Financial Intermediaries, Markets, and Growth
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005) Downloads View citations (1)
    Research Working Paper, Federal Reserve Bank of Kansas City (2004) Downloads View citations (5)
    Working Papers, Federal Reserve Bank of Philadelphia (2004) Downloads View citations (3)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (46)

    See also Journal Article Financial Intermediaries, Markets, and Growth, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (18) (2008)
  2. The marketability of bank assets and managerial rents: implications for financial stability
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (3)
  3. Welfare Effects of Financial Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2007) Downloads View citations (7)

2006

  1. Limits to international banking consolidation
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article Limits to International Banking Consolidation, Open Economies Review, Springer (2008) Downloads View citations (4) (2008)
  2. Money market derivatives and the allocation of liquidity risk in the banking sector
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads
  3. The Eurosystem money market auctions: a banking perspective
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2005) Downloads

    See also Journal Article The eurosystem money market auctions: A banking perspective, Journal of Banking & Finance, Elsevier (2007) Downloads View citations (24) (2007)

2005

  1. Banks, Markets, and Efficiency
    Finance, University Library of Munich, Germany Downloads
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2005) Downloads
    Staff Reports, Federal Reserve Bank of New York (2005) Downloads

    See also Journal Article Banks, markets, and efficiency, Annals of Finance, Springer (2009) Downloads View citations (2) (2009)
  2. Financial Integration and Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2005) Downloads View citations (6)

2004

  1. Financial Intermediation, markets, and growth
    2004 Meeting Papers, Society for Economic Dynamics Downloads
  2. Optimal Lender of Last Resort Policy in Different Financial Systems
    Finance, University Library of Munich, Germany Downloads View citations (3)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2004) Downloads View citations (3)

2003

  1. On the Stability of Different Financial Systems
    Finance, University Library of Munich, Germany Downloads View citations (13)
    Also in Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main (2003) Downloads
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2003) Downloads View citations (1)

    See also Journal Article On the Stability of Different Financial Systems, Journal of the European Economic Association, MIT Press (2004) Downloads View citations (25) (2004)

Journal Articles

2023

  1. Who borrows from the Eurosystem’s lender-of-the-last-resort facility?
    Journal of Banking & Finance, 2023, 150, (C) Downloads

2022

  1. Cross-border interbank liquidity, crises, and monetary policy
    Journal of International Economics, 2022, 139, (C) Downloads View citations (1)
  2. Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions
    Journal of Banking & Finance, 2022, 136, (C) Downloads View citations (1)

2019

  1. Fear, deposit insurance schemes, and deposit reallocation in the German banking system
    Journal of Banking & Finance, 2019, 105, (C), 151-165 Downloads View citations (13)
    See also Working Paper Fear, deposit insurance schemes, and deposit reallocation in the German banking system, Discussion Papers (2019) Downloads View citations (15) (2019)
  2. What We Can Learn from the Introduction of Blanket Deposit Guarantees in Germany 2008 about the Benefits of EDIS
    ifo DICE Report, 2019, 17, (01), 26-29 Downloads View citations (2)

2018

  1. Dealer behaviour in the Euro money market during times of crisis
    Applied Economics, 2018, 50, (48), 5204-5219 Downloads View citations (2)
    See also Working Paper Dealer behaviour in the Euro money market during times of crisis, Open Access Publications from Kiel Institute for the World Economy (2018) Downloads View citations (2) (2018)
  2. Is Proprietary Trading Detrimental to Retail Investors?
    Journal of Finance, 2018, 73, (3), 1323-1361 Downloads View citations (21)
    See also Working Paper Is proprietary trading detrimental to retail investors?, Discussion Papers (2013) Downloads View citations (8) (2013)

2017

  1. Relationship Lending in the Interbank Market and the Price of Liquidity
    Review of Finance, 2017, 21, (1), 33-75 Downloads View citations (51)
    See also Working Paper Relationship lending in the interbank market and the price of liquidity, Working Papers (2016) Downloads View citations (25) (2016)
  2. Variations in Market Liquidity and the Intraday Interest Rate
    Journal of Money, Credit and Banking, 2017, 49, (4), 733-765 Downloads View citations (13)

2015

  1. The role of interbank relationships and liquidity needs
    Journal of Banking & Finance, 2015, 53, (C), 99-111 Downloads View citations (43)
    See also Working Paper The Role of Interbank Relationships and Liquidity Needs, Working Papers (Old Series) (2014) Downloads (2014)

2014

  1. The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany
    Journal of Financial Intermediation, 2014, 23, (3), 376-399 Downloads View citations (13)
    See also Working Paper The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany, Discussion Paper Series 2: Banking and Financial Studies (2009) Downloads View citations (3) (2009)

2012

  1. Financial integration, specialization, and systemic risk
    Journal of International Economics, 2012, 88, (1), 150-161 Downloads View citations (24)
    See also Working Paper Financial Integration, Specialization, and Systemic Risk, CEPR Discussion Papers (2012) Downloads View citations (27) (2012)

2011

  1. The price of liquidity: The effects of market conditions and bank characteristics
    Journal of Financial Economics, 2011, 102, (2), 344-362 Downloads View citations (71)
    See also Working Paper The price of liquidity: the effects of market conditions and bank characteristics, Working Paper Series (2011) Downloads View citations (65) (2011)

2009

  1. Bad Banks: Is the concept of the German government convincing?
    ifo Schnelldienst, 2009, 62, (13), 03-13 Downloads
  2. Banks, markets, and efficiency
    Annals of Finance, 2009, 5, (2), 131-160 Downloads View citations (2)
    See also Working Paper Banks, Markets, and Efficiency, Finance (2005) Downloads (2005)
  3. The marketability of bank assets, managerial rents and banking stability
    Journal of Financial Stability, 2009, 5, (3), 272-282 Downloads View citations (1)

2008

  1. Financial Intermediaries, Markets, and Growth
    Journal of Money, Credit and Banking, 2008, 40, (4), 701-720 View citations (18)
    Also in Journal of Money, Credit and Banking, 2008, 40, (4), 701-720 (2008) Downloads View citations (6)

    See also Working Paper Financial Intermediaries, Markets, and Growth, Vanderbilt University Department of Economics Working Papers (2007) Downloads (2007)
  2. Limits to International Banking Consolidation
    Open Economies Review, 2008, 19, (5), 651-666 Downloads View citations (4)
    See also Working Paper Limits to international banking consolidation, Discussion Paper Series 2: Banking and Financial Studies (2006) Downloads View citations (1) (2006)
  3. Liquidity management and overnight rate calendar effects: Evidence from German banks
    The North American Journal of Economics and Finance, 2008, 19, (1), 7-21 Downloads View citations (8)

2007

  1. Hölscher, J., and Tomann, H. (eds.): Globalization of Capital Markets and Monetary Policy
    Journal of Economics, 2007, 90, (1), 109-111 Downloads
  2. The eurosystem money market auctions: A banking perspective
    Journal of Banking & Finance, 2007, 31, (9), 2925-2944 Downloads View citations (24)
    See also Working Paper The Eurosystem money market auctions: a banking perspective, Working Papers (Old Series) (2006) Downloads (2006)

2006

  1. Is competition in the financial sector a good thing?
    Journal of Financial Transformation, 2006, 17, 123-129

2004

  1. On the Stability of Different Financial Systems
    Journal of the European Economic Association, 2004, 2, (6), 969-1014 Downloads View citations (25)
    See also Working Paper On the Stability of Different Financial Systems, Finance (2003) Downloads View citations (13) (2003)

Chapters

2017

  1. Capturing depositors' expectations with Google data
    A chapter in Big Data, 2017, vol. 44 Downloads

2009

  1. Financial Globalization and Stability
    Chapter 5 in Globalization And Systemic Risk, 2009, pp 53-83 Downloads View citations (3)

2006

  1. Financial Integration Through the Interbank Market: Stability and Welfare Implications
    Chapter 22 in Financial Development, Integration and Stability, 2006 Downloads

2003

  1. The institutional Design of Central Banks
    Chapter 23 in Handbook of International Banking, 2003 Downloads View citations (1)
 
Page updated 2024-06-25