Details about Mark Kerssenfischer

Access statistics for papers by Mark Kerssenfischer.

Last updated 2024-06-12. Update your information in the RePEc Author Service.

Short-id: pke298

Working Papers

2024

1. Outages in sovereign bond markets
   Working Paper Series, European Central Bank

2022

2. What moves markets?
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article What moves markets?, Journal of Monetary Economics, Elsevier (2024) View citations (1) (2024)

2019

3. Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data
   VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association View citations (39)
   Also in Discussion Papers, Deutsche Bundesbank (2019) View citations (41)

2017

4. The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model
   Discussion Papers, Deutsche Bundesbank

2016

5. The response of asset prices to monetary policy shocks: stronger than thought
   Working Paper Series, European Central Bank View citations (8)
   See also Journal Article The response of asset prices to monetary policy shocks: Stronger than thought, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (20) (2019)

Journal Articles

2024

1. What moves markets?
   Journal of Monetary Economics, 2024, 145, (C) View citations (1)
   See also Working Paper What moves markets?, Discussion Papers (2022) (2022)

2022

2. Information effects of euro area monetary policy
   Economics Letters, 2022, 216, (C) View citations (8)

2019

3. The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
   Journal of Applied Econometrics, 2019, 34, (1), 18-25 View citations (14)
4. The response of asset prices to monetary policy shocks: Stronger than thought
   Journal of Applied Econometrics, 2019, 34, (5), 661-672 View citations (20)
   See also Working Paper The response of asset prices to monetary policy shocks: stronger than thought, Working Paper Series (2016) View citations (8) (2016)