Details about Mark Kerssenfischer

Access statistics for papers by Mark Kerssenfischer.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pke298

Working Papers

2022

1. What moves markets?
   Discussion Papers, Deutsche Bundesbank

2019

2. 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 (36)
   Also in Discussion Papers, Deutsche Bundesbank (2019) View citations (38)

2017

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

2016

4. The response of asset prices to monetary policy shocks: stronger than thought
   Working Paper Series, European Central Bank View citations (7)
   See also Journal Article in Journal of Applied Econometrics (2019)

Journal Articles

2022

1. Information effects of euro area monetary policy
   Economics Letters, 2022, 216, (C) View citations (5)

2019

2. 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)
3. The response of asset prices to monetary policy shocks: Stronger than thought
   Journal of Applied Econometrics, 2019, 34, (5), 661-672 View citations (18)
   See also Working Paper (2016)