The Climate and the Economy

Autor: Johannes Breckenfelder, Bartosz Maćkowiak, David Marques-Ibanez, Conny Olovsson, Alexander A. Popov, Davide Porcellacchia, Glenn Schepens

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0942d1fbba0fd934f0d5cfab491c1562
https://doi.org/10.2139/ssrn.4381865

Financial Markets and Green Innovation

Autor: Philippe Aghion, Lena Boneva, Johannes Breckenfelder, Luc A. Laeven, Conny Olovsson, Alexander A. Popov, Elena Rancoita

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a0f64336dea99fd13e3c188cef8e9bd0
https://doi.org/10.2139/ssrn.4173682

Bank Balance Sheet Constraints and Bond Liquidity

Autor: Johannes Breckenfelder, Victoria Ivashina

Publikováno v: SSRN Electronic Journal.

We explore the ties between bonds and individual dealers formed through home advantage and the persistence of previous underwriting relationships. Building on these connections, we show that the introduction of the leverage ratio for the European ban

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8a0efdcdb9fe7c94d462bf2e4e002dd2
https://doi.org/10.2139/ssrn.3858543

Do Non-Banks Need Access to the Lender of Last Resort? Evidence from Mutual Fund Runs

Autor: Marie Hoerova, Grimm N, Johannes Breckenfelder

Publikováno v: SSRN Electronic Journal.

When a liquidity crisis hits non-bank financial intermediaries, which central bank interventions help? We show that investment funds faced large investor outflows as the COVID-19 shock hit and assess the effectiveness of central bank asset purchases

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e008f2e508d43fd3aabf9438fde27196
https://doi.org/10.2139/ssrn.3843356

Sovereign to Corporate Risk Spillovers

Autor: Johannes Breckenfelder, Hamid Boustanifar, Jan Schnitzler, Patrick Augustin

Publikováno v: Augustin, P, Boustanifar, H, Breckenfelder, J & Schnitzler, J 2018, ' Sovereign to Corporate Risk Spillovers ', Journal of Money, Credit and Banking, vol. 50, no. 5, pp. 857-891 . https://doi.org/10.1111/jmcb.12497
Journal of Money, Credit and Banking, 50(5), 857-891. Wiley-Blackwell

The first Greek bailout on April 11, 2010 triggered a significant reevaluation of sovereign credit risk across Europe. We exploit this event to examine the transmission of sovereign to corporate credit risk. A 10% increase in sovereign credit risk ra

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18f9de78dd39c9678569defbac1a3fb9
https://doi.org/10.1111/jmcb.12497