Johannes Tischer
Personal Details
First Name: | Johannes |
Middle Name: | |
Last Name: | Tischer |
Suffix: | |
RePEc Short-ID: | pti261 |
[This author has chosen not to make the email address public] | |
Affiliation
Deutsche Bundesbank
Frankfurt, Germanyhttp://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Isabel Schnabel & Johannes Tischer, 2018.
"Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy,"
CRC TR 224 Discussion Paper Series
crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
- Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017. "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers 19/2017, Deutsche Bundesbank.
- Gill, Andrej & Hett, Florian & Tischer, Johannes, 2018. "Measuring time inconsistency using financial transaction data," SAFE White Paper Series 55, Leibniz Institute for Financial Research SAFE.
- Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
- Tischer, Johannes & Podlich, Natalia & Schnabel, Isabel, 2016. "Banks' Trading after the Lehman Crisis - Flight to Liquidity But No Fire Sales," VfS Annual Conference 2016 (Augsburg): Demographic Change 145805, Verein für Socialpolitik / German Economic Association.
- Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.
Articles
- Puriya Abbassi & Falko Fecht & Johannes Tischer, 2017. "Variations in Market Liquidity and the Intraday Interest Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 733-765, June.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Isabel Schnabel & Johannes Tischer, 2018.
"Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy,"
CRC TR 224 Discussion Paper Series
crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
- Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017. "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers 19/2017, Deutsche Bundesbank.
Cited by:
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020.
"Do conventional monetary policy instruments matter in unconventional times?,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019. "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers 27/2019, Deutsche Bundesbank.
- Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Tischer, Johannes, 2018.
"Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany,"
Discussion Papers
20/2018, Deutsche Bundesbank.
Cited by:
- Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020.
"Do conventional monetary policy instruments matter in unconventional times?,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019. "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers 27/2019, Deutsche Bundesbank.
- Margherita Bottero & Camelia Minoiu & José-Luis Peydró & Andrea Polo & Andrea F. Presbitero & Enrico Sette, 2019.
"Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy,"
Working Papers
1090, Barcelona School of Economics.
- Margherita Bottero & Camelia Minoiu & José-Luis Peydró & Andrea Polo & Andrea F. Presbitero & Enrico Sette, 2019. "Expansionary yet different: credit supply and real effects of negative interest rate policy," Economics Working Papers 1649, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2020.
- Margherita Bottero & Enrico Sette, 2020. "Expansionary yet different: credit supply and real effects of negative interest rate policy," Temi di discussione (Economic working papers) 1269, Bank of Italy, Economic Research and International Relations Area.
- Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & Polo, Andrea & Presbitero, Andrea & Sette, Enrico, 2020. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," EconStor Preprints 216807, ZBW - Leibniz Information Centre for Economics, revised 2020.
- Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & Polo, Andrea & Presbitero, Andrea F. & Sette, Enrico, 2022. "Expansionary yet different: Credit supply and real effects of negative interest rate policy," Journal of Financial Economics, Elsevier, vol. 146(2), pages 754-778.
- Polo, Andrea & Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & , & Sette, Enrico, 2019. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," CEPR Discussion Papers 14233, C.E.P.R. Discussion Papers.
- Iustina Alina Boitan & Kamilla Marchewka-Bartkowiak, 2021. "The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States," Risks, MDPI, vol. 9(5), pages 1-21, May.
- Paludkiewicz, Karol, 2018.
"Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181669, Verein für Socialpolitik / German Economic Association.
- Paludkiewicz, Karol, 2018. "Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel," Discussion Papers 22/2018, Deutsche Bundesbank.
- Eiblmeier, Sebastian, 2023. "Differential Effects of Unconventional Monetary Policy," Hannover Economic Papers (HEP) dp-707, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
- Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, december.
- Jakub Jakl, 2019. "The SER Spread Under the ECB Quantitative Easing," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2019(2), pages 43-70.
- Tischer, Johannes & Podlich, Natalia & Schnabel, Isabel, 2016.
"Banks' Trading after the Lehman Crisis - Flight to Liquidity But No Fire Sales,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145805, Verein für Socialpolitik / German Economic Association.
Cited by:
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020.
"Do conventional monetary policy instruments matter in unconventional times?,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2019. "Do conventional monetary policy instruments matter in unconventional times?," Discussion Papers 27/2019, Deutsche Bundesbank.
- Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020.
"Do conventional monetary policy instruments matter in unconventional times?,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015.
"The intraday interest rate: What's that?,"
Discussion Papers
24/2015, Deutsche Bundesbank.
Cited by:
- Nellen, Thomas, 2019. "Intraday liquidity facilities, late settlement fee and coordination," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 124-131.
- B. Craig & D. Salakhova & M. Saldias, 2018. "Payments delay: propagation and punishment," Working papers 671, Banque de France.
Articles
- Puriya Abbassi & Falko Fecht & Johannes Tischer, 2017.
"Variations in Market Liquidity and the Intraday Interest Rate,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 733-765, June.
Cited by:
- Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023.
"Liquidity Risk and Funding Cost,"
Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
- Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2019. "Liquidity Risk and Funding Cost," Working Papers on Finance 1903, University of St. Gallen, School of Finance, revised Aug 2020.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016.
"Unsecured and Secured Funding,"
Working Papers on Finance
1616, University of St. Gallen, School of Finance.
- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022. "Unsecured and Secured Funding," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019. "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
- Teruyoshi Kobayashi & Taro Takaguchi, 2017.
"Identifying relationship lending in the interbank market: A network approach,"
Papers
1708.08594, arXiv.org, revised Apr 2018.
- Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
- Christian Pfister, 2018. "(Real-)Time Is Money," Working papers 675, Banque de France.
- Vahidin Jeleskovic & Anastasios Demertzidis, 2018. "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics 201839, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.
- Lee, Suzanne S. & Wang, Minho, 2020. "Tales of tails: Jumps in currency markets," Journal of Financial Markets, Elsevier, vol. 48(C).
- Isabel Schnabel & Johannes Tischer, 2018.
"Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy,"
CRC TR 224 Discussion Paper Series
crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
- Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017. "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers 19/2017, Deutsche Bundesbank.
- Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
- Fecht, Falko & Reitz, Stefan, 2018.
"Dealer behaviour in the Euro money market during times of crisis,"
Open Access Publications from Kiel Institute for the World Economy
184750, Kiel Institute for the World Economy (IfW Kiel).
- Falko Fecht & Stefan Reitz, 2018. "Dealer behaviour in the Euro money market during times of crisis," Applied Economics, Taylor & Francis Journals, vol. 50(48), pages 5204-5219, October.
- Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023.
"Liquidity Risk and Funding Cost,"
Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (4) 2015-08-30 2017-07-23 2018-08-27 2019-01-28. Author is listed
- NEP-MON: Monetary Economics (3) 2015-08-30 2017-07-23 2019-01-28. Author is listed
- NEP-BAN: Banking (1) 2018-08-27
- NEP-BIG: Big Data (1) 2018-09-17
- NEP-CBA: Central Banking (1) 2019-01-28
- NEP-CBE: Cognitive and Behavioural Economics (1) 2018-09-17
- NEP-EEC: European Economics (1) 2019-01-28
- NEP-GER: German Papers (1) 2015-08-30
- NEP-HME: Heterodox Microeconomics (1) 2018-09-17
- NEP-MST: Market Microstructure (1) 2019-01-28
- NEP-UPT: Utility Models and Prospect Theory (1) 2018-09-17
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