Details about Martin Schmitz

Access statistics for papers by Martin Schmitz.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: psc239

Working Papers

2024

1. Determinants of currency choice in cross-border bank loans
   BIS Working Papers, Bank for International Settlements
   Also in Working Paper Series, European Central Bank (2024)
2. Dominant currency pricing in international trade of services
   Working Paper Series, European Central Bank
3. Intangible assets of multinational enterprises in Ireland and their impact on euro area activity
   Occasional Paper Series, European Central Bank
4. The ECB’s enhanced effective exchange rates and harmonised competitiveness indicators: An updated weighting scheme including trade in services
   Statistics Paper Series, European Central Bank
5. The Geography of Capital Allocation in the Euro Area
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in SocArXiv, Center for Open Science (2023) View citations (11)
   Research Papers, Stanford University, Graduate School of Business (2023) View citations (5)

2023

6. Cross-Border Investment in Emerging Market Bonds: Stylized Facts and Security-Level Evidence from Europe
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
7. Foreign institutional investors, monetary policy, and reaching for yield
   BIS Working Papers, Bank for International Settlements View citations (1)

2022

8. Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum
   Working Paper Series, European Central Bank View citations (1)
9. Euro area monetary policy and TARGET balances: a trilogy
   Working Paper Series, European Central Bank
   See also Journal Article Euro area monetary policy and TARGET balances: A trilogy, Journal of International Money and Finance, Elsevier (2024) (2024)

2021

10. Automatic for the (tax) people: information sharing and cross-border investment in tax havens
    Economic Papers, Trinity College Dublin, Economics Department View citations (1)
11. Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds
    Working Paper Series, European Central Bank View citations (6)
    See also Journal Article Shifts in the portfolio holdings of euro area investors in the midst of COVID‐19: Looking‐through investment funds, Review of International Economics, Wiley Blackwell (2023) (2023)
12. The implications of globalisation for the ECB monetary policy strategy
    Occasional Paper Series, European Central Bank View citations (2)
13. The shock absorbing role of cross-border investments: net positions versus currency composition
    Economic Papers, Trinity College Dublin, Economics Department
    See also Journal Article The Shock Absorbing Role of Cross-border Investments: Net Positions Versus Currency Composition, Open Economies Review, Springer (2024) (2024)

2020

14. Cross-Border Currency Exposures. New evidence based on an enhanced and updated dataset
    Economic Papers, Trinity College Dublin, Economics Department View citations (10)
    Also in Working Paper Series, European Central Bank (2020) View citations (12)
15. Distance(s) and the Volatility of International Trade(s)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (1)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2019) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (1)
    Working Paper Series, European Central Bank (2019) View citations (1)
16. International Capital Flows at the Security Level – Evidence from the ECB’s Asset Purchase Programme
    IMF Working Papers, International Monetary Fund View citations (15)
    Also in Working Paper Series, European Central Bank (2020) View citations (11)
    ECMI Papers, Centre for European Policy Studies (2018) View citations (8)

2019

17. America First? A US-centric view of global capital flows
    Research Technical Papers, Central Bank of Ireland View citations (11)
    Also in Working Paper Series, European Central Bank (2019) View citations (12)
18. Cross-Border Currency Exposures
    IMF Working Papers, International Monetary Fund View citations (15)
19. The impact of global value chains on the euro area economy
    Occasional Paper Series, European Central Bank View citations (7)

2018

20. Cross-border banking in the EU since the crisis: what is driving the great retrenchment?
    Working Paper Series, European Central Bank View citations (23)
    See also Journal Article Cross-border banking in the EU since the crisis: What is driving the great retrenchment?, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2019) View citations (20) (2019)
21. Real exchange rate misalignments in the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (7)
    Also in Working Paper Series, European Central Bank (2017) View citations (15)
    See also Journal Article Real Exchange Rate Misalignments in the Euro Area, Open Economies Review, Springer (2021) View citations (15) (2021)

2017

22. Reducing large net foreign liabilities
    Working Paper Series, European Central Bank View citations (3)
    See also Journal Article Reducing large net foreign liabilities, Review of International Economics, Wiley Blackwell (2019) View citations (1) (2019)
23. The Eurosystem’s asset purchase programme and TARGET balances
    Occasional Paper Series, European Central Bank View citations (29)

2016

24. Taking gravity online: the role of virtual proximity in international finance
    Working Paper Series, European Central Bank View citations (1)
    See also Journal Article Taking gravity online: The role of virtual proximity in international finance, Journal of International Money and Finance, Elsevier (2017) View citations (36) (2017)
25. The great moderation in international capital flows: a global phenomenon?
    Working Paper Series, European Central Bank View citations (9)
    See also Journal Article The great moderation in international capital flows: A global phenomenon?, Journal of International Money and Finance, Elsevier (2017) View citations (29) (2017)

2015

26. Virtual proximity and audiovisual services trade
    Working Paper Series, European Central Bank View citations (31)
    See also Journal Article Virtual proximity and audiovisual services trade, European Economic Review, Elsevier (2015) View citations (27) (2015)

2012

27. Financial markets and international risk sharing in emerging market economics
    Working Paper Series, European Central Bank View citations (1)
    See also Journal Article FINANCIAL MARKETS AND INTERNATIONAL RISK SHARING IN EMERGING MARKET ECONOMIES, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2013) View citations (3) (2013)
28. Revisiting the effective exchange rates of the euro
    Occasional Paper Series, European Central Bank View citations (51)

2011

29. Financial remoteness and the net external position
    Working Paper Series, European Central Bank View citations (2)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2010) View citations (3)
    See also Journal Article Financial remoteness and the net external position, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2014) View citations (3) (2014)

2009

30. Financial Reforms and Capital Flows to Emerging Europe
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
    See also Journal Article Financial reforms and capital flows to emerging Europe, Empirica, Springer (2011) View citations (12) (2011)

2008

31. Channels of international risk-sharing: capital gains versus income flows
    Working Paper Series, European Central Bank View citations (12)
    See also Journal Article Channels of international risk-sharing: capital gains versus income flows, International Economics and Economic Policy, Springer (2011) View citations (19) (2011)

2007

32. Financial Markets and International Risk Sharing
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (5)
    See also Journal Article Financial Markets and International Risk Sharing, Open Economies Review, Springer (2010) View citations (12) (2010)

Journal Articles

2024

1. Euro area monetary policy and TARGET balances: A trilogy
   Journal of International Money and Finance, 2024, 141, (C)
   See also Working Paper Euro area monetary policy and TARGET balances: a trilogy, Working Paper Series (2022) (2022)
2. The Shock Absorbing Role of Cross-border Investments: Net Positions Versus Currency Composition
   Open Economies Review, 2024, 35, (2), 363-394
   See also Working Paper The shock absorbing role of cross-border investments: net positions versus currency composition, Economic Papers (2021) (2021)

2023

3. Shifts in the portfolio holdings of euro area investors in the midst of COVID‐19: Looking‐through investment funds
   Review of International Economics, 2023, 31, (5), 1641-1687
   See also Working Paper Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds, Working Paper Series (2021) View citations (6) (2021)
4. The euro area current account after the pandemic and energy shock
   Economic Bulletin Articles, 2023, 6 View citations (2)
5. The great retrenchment in euro area external financial flows in 2022 – insights from more granular balance of payments statistics
   Economic Bulletin Boxes, 2023, 4

2022

6. Euro area linkages with Russia: latest insights from the balance of payments
   Economic Bulletin Boxes, 2022, 7

2021

7. Developments in the euro area current account during the pandemic
   Economic Bulletin Boxes, 2021, 4
8. Real Exchange Rate Misalignments in the Euro Area
   Open Economies Review, 2021, 32, (1), 71-107 View citations (15)
   See also Working Paper Real exchange rate misalignments in the euro area, Temi di discussione (Economic working papers) (2018) View citations (7) (2018)

2020

9. Multinational enterprises, financial centres and their implications for external imbalances: a euro area perspective
   Economic Bulletin Articles, 2020, 2 View citations (8)
10. The ECB’s enhanced effective exchange rate measures
    Economic Bulletin Boxes, 2020, 6 View citations (2)

2019

11. Cross-border banking in the EU since the crisis: What is driving the great retrenchment?
    Review of World Economics (Weltwirtschaftliches Archiv), 2019, 155, (2), 287-326 View citations (20)
    See also Working Paper Cross-border banking in the EU since the crisis: what is driving the great retrenchment?, Working Paper Series (2018) View citations (23) (2018)
12. Reducing large net foreign liabilities
    Review of International Economics, 2019, 27, (2), 549-577 View citations (1)
    See also Working Paper Reducing large net foreign liabilities, Working Paper Series (2017) View citations (3) (2017)
13. The decrease in euro area net financial outflows in 2018: foreign direct investment retrenchment and portfolio investment slowdown
    Economic Bulletin Boxes, 2019, 4

2018

14. Factors driving the recent improvement in the euro area’s international investment position
    Economic Bulletin Boxes, 2018, 3 View citations (2)
15. The geography of the euro area current account balance
    Economic Bulletin Boxes, 2018, 7

2017

16. Cross-Border Banking in the Euro Area since the Crisis: What is Driving the Great Retrenchment?
    Financial Stability Review, 2017, 2 View citations (1)
17. Taking gravity online: The role of virtual proximity in international finance
    Journal of International Money and Finance, 2017, 77, (C), 164-179 View citations (36)
    See also Working Paper Taking gravity online: the role of virtual proximity in international finance, Working Paper Series (2016) View citations (1) (2016)
18. The great moderation in international capital flows: A global phenomenon?
    Journal of International Money and Finance, 2017, 73, (PA), 188-212 View citations (29)
    See also Working Paper The great moderation in international capital flows: a global phenomenon?, Working Paper Series (2016) View citations (9) (2016)

2016

19. The impact of cultural exceptions: audiovisual services trade and trade policy
    Applied Economics Letters, 2016, 23, (10), 695-700

2015

20. Virtual proximity and audiovisual services trade
    European Economic Review, 2015, 77, (C), 82-101 View citations (27)
    See also Working Paper Virtual proximity and audiovisual services trade, Working Paper Series (2015) View citations (31) (2015)

2014

21. Financial remoteness and the net external position
    Review of World Economics (Weltwirtschaftliches Archiv), 2014, 150, (1), 191-219 View citations (3)
    See also Working Paper Financial remoteness and the net external position, Working Paper Series (2011) View citations (2) (2011)

2013

22. FINANCIAL MARKETS AND INTERNATIONAL RISK SHARING IN EMERGING MARKET ECONOMIES
    International Journal of Finance & Economics, 2013, 18, (3), 266-277 View citations (3)
    See also Working Paper Financial markets and international risk sharing in emerging market economics, Working Paper Series (2012) View citations (1) (2012)

2011

23. Channels of international risk-sharing: capital gains versus income flows
    International Economics and Economic Policy, 2011, 8, (1), 45-78 View citations (19)
    See also Working Paper Channels of international risk-sharing: capital gains versus income flows, Working Paper Series (2008) View citations (12) (2008)
24. Financial reforms and capital flows to emerging Europe
    Empirica, 2011, 38, (4), 579-605 View citations (12)
    See also Working Paper Financial Reforms and Capital Flows to Emerging Europe, The Institute for International Integration Studies Discussion Paper Series (2009) View citations (2) (2009)

2010

25. Financial Markets and International Risk Sharing
    Open Economies Review, 2010, 21, (3), 413-431 View citations (12)
    See also Working Paper Financial Markets and International Risk Sharing, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (5) (2007)

Chapters

2023

1. Who stands behind European FDI investors? A novel characterisation of pass-through within the EU
   A chapter in Post-pandemic landscape for central bank statistics, 2023, vol. 58

2021

2. An assessment of euro area households' missing foreign assets
   A chapter in New developments in central bank statistics around the world, 2021, vol. 55
3. The more the merrier: enhancing traditional cross-border portfolio investment statistics using security-by-security information
   A chapter in New developments in central bank statistics around the world, 2021, vol. 55

2020

4. Central banks and external statistics: evolution or revolution?
   A chapter in Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, 2020, vol. 52

2019

5. International financial flows and the Eurosystem’s asset purchase programme: evidence from b.o.p and security by security data
   A chapter in Are post-crisis statistical initiatives completed?, 2019, vol. 49 View citations (2)

2013

6. Euro area exchange rate-based competitiveness indicators: a comparison of methodologies and empirical results
   A chapter in Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., 2013, vol. 36, pp 325-339 View citations (2)