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Martin Schmitz

Personal Details

First Name:Martin
Middle Name:
Last Name:Schmitz
Suffix:
RePEc Short-ID:psc239
[This author has chosen not to make the email address public]
http://www.martinschmitz.org

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Working Paper Series 2238, European Central Bank.
  2. Mehl, Arnaud & Schmitz, Martin & Tille, Cédric, 2019. "Distance(s) and the volatility of international trade(s)," Working Paper Series 2252, European Central Bank.
  3. Gunnella, Vanessa & Al-Haschimi, Alexander & Benkovskis, Konstantins & Chiacchio, Francesco & de Soyres, François & Di Lupidio, Benedetta & Fidora, Michael & Franco-Bedoya, Sebastian & Frohm, Erik & G, 2019. "The impact of global value chains on the euro area economy," Occasional Paper Series 221, European Central Bank.
  4. Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
  5. Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018. "International capital flows at the security level – evidence from the ECB’s asset purchase programme," ECMI Papers 13926, Centre for European Policy Studies.
  6. Fidora, Michael & Schmitz, Martin & Tcheng, Céline, 2017. "Reducing large net foreign liabilities," Working Paper Series 2074, European Central Bank.
  7. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
  8. Eisenschmidt, Jens & Kedan, Danielle & Schmitz, Martin & Adalid, Ramón & Papsdorf, Patrick, 2017. "The Eurosystem’s asset purchase programme and TARGET balances," Occasional Paper Series 196, European Central Bank.
  9. Schmitz, Martin & McQuade, Peter, 2016. "The great moderation in international capital flows: a global phenomenon?," Working Paper Series 1952, European Central Bank.
  10. Schmitz, Martin & Hellmanzik, Christiane, 2016. "Taking gravity online: the role of virtual proximity in international finance," Working Paper Series 1879, European Central Bank.
  11. Schmitz, Martin & Hellmanzik, Christiane, 2015. "Virtual proximity and audiovisual services trade," Working Paper Series 1826, European Central Bank.
  12. Schmitz, Martin & De Clercq, Maarten & Fidora, Michael & Lauro, Bernadette & Pinheiro, Cristina, 2012. "Revisiting the effective exchange rates of the euro," Occasional Paper Series 134, European Central Bank.
  13. Schmitz, Martin, 2012. "Financial markets and international risk sharing in emerging market economics," Working Paper Series 1451, European Central Bank.
  14. Martin Schmitz, 2010. "Financial Remoteness and the Net External Position," The Institute for International Integration Studies Discussion Paper Series iiisdp332, IIIS.
  15. Martin Schmitz, 2009. "Financial Reforms and Capital Flows to Emerging Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp278, IIIS.
  16. Bracke, Thierry & Schmitz, Martin, 2008. "Channels of international risk-sharing: capital gains versus income flows," Working Paper Series 938, European Central Bank.
  17. Martin Schmitz, 2007. "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp233, IIIS.

Articles

  1. Michael Fidora & Martin Schmitz & Céline Tcheng, 2019. "Reducing large net foreign liabilities," Review of International Economics, Wiley Blackwell, vol. 27(2), pages 549-577, May.
  2. Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019. "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
  3. Fidora, Michael & Schmitz, Martin, 2019. "The decrease in euro area net financial outflows in 2018: foreign direct investment retrenchment and portfolio investment slowdown," Economic Bulletin Boxes, European Central Bank, vol. 4.
  4. Fidora, Michael & Schmitz, Martin, 2018. "The geography of the euro area current account balance," Economic Bulletin Boxes, European Central Bank, vol. 7.
  5. Fidora, Michael & Schmitz, Martin, 2018. "Factors driving the recent improvement in the euro area’s international investment position," Economic Bulletin Boxes, European Central Bank, vol. 3.
  6. McQuade, Peter & Schmitz, Martin, 2017. "The great moderation in international capital flows: A global phenomenon?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 188-212.
  7. Hellmanzik, Christiane & Schmitz, Martin, 2017. "Taking gravity online: The role of virtual proximity in international finance," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 164-179.
  8. Schmitz, Martin & Tirpák, Marcel, 2017. "Cross-Border Banking in the Euro Area since the Crisis: What is Driving the Great Retrenchment?," Financial Stability Review, European Central Bank, vol. 2.
  9. Christiane Hellmanzik & Martin Schmitz, 2016. "The impact of cultural exceptions: audiovisual services trade and trade policy," Applied Economics Letters, Taylor & Francis Journals, vol. 23(10), pages 695-700, July.
  10. Hellmanzik, Christiane & Schmitz, Martin, 2015. "Virtual proximity and audiovisual services trade," European Economic Review, Elsevier, vol. 77(C), pages 82-101.
  11. Martin Schmitz, 2014. "Financial remoteness and the net external position," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(1), pages 191-219, February.
  12. Martin Schmitz, 2013. "Financial Markets And International Risk Sharing In Emerging Market Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(3), pages 266-277, July.
  13. Thierry Bracke & Martin Schmitz, 2011. "Channels of international risk-sharing: capital gains versus income flows," International Economics and Economic Policy, Springer, vol. 8(1), pages 45-78, April.
  14. Martin Schmitz, 2011. "Financial reforms and capital flows to emerging Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(4), pages 579-605, November.
  15. Martin Schmitz, 2010. "Financial Markets and International Risk Sharing," Open Economies Review, Springer, vol. 21(3), pages 413-431, July.

Chapters

  1. Katharina Bergant & Martin Schmitz, 2019. "International financial flows and the Eurosystem’s asset purchase programme: evidence from b.o.p and security by security data," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49 Bank for International Settlements.
  2. Bernadette Lauro & Martin Schmitz, 2013. "Euro area exchange rate-based competitiveness indicators: a comparison of methodologies and empirical results," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 325-339 Bank for International Settlements.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Eisenschmidt, Jens & Kedan, Danielle & Schmitz, Martin & Adalid, Ramón & Papsdorf, Patrick, 2017. "The Eurosystem’s asset purchase programme and TARGET balances," Occasional Paper Series 196, European Central Bank.

    Mentioned in:

    1. TARGET2 Balances Mask Reduced Financial Fragmentation in the Euro Area
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-07-09 12:49:07

Working papers

  1. McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Working Paper Series 2238, European Central Bank.

    Cited by:

    1. Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.

  2. Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.

    Cited by:

    1. McCauley, Robert N. & Bénétrix, Agustín S. & McGuire, Patrick M. & von Peter, Goetz, 2019. "Financial deglobalisation in banking?," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 116-131.
    2. JoãooValle e Azeved & DianaBonfim, 2019. "Deposit Insurance and Cross-Border Banks," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 14-20, May.
    3. Nicolas Stoffels & Cédric Tille, 2018. "Do Swiss foreign assets hedge the business cycle?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 69(01), pages 1-40, December.
    4. Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.

  3. Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018. "International capital flows at the security level – evidence from the ECB’s asset purchase programme," ECMI Papers 13926, Centre for European Policy Studies.

    Cited by:

    1. McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Research Technical Papers 2/RT/19, Central Bank of Ireland.
    2. Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019. "Tracing the impact of the ECB’s asset purchase programme on the yield curve," Working Paper Series 2293, European Central Bank.
    3. Stephanos Papadamou & Nikolaos A. Kyriazis & Panayiotis G. Tzeremes, 2019. "Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-20, April.
    4. Katharina Bergant & Martin Schmitz, 2019. "International financial flows and the Eurosystem’s asset purchase programme: evidence from b.o.p and security by security data," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49 Bank for International Settlements.

  4. Fidora, Michael & Schmitz, Martin & Tcheng, Céline, 2017. "Reducing large net foreign liabilities," Working Paper Series 2074, European Central Bank.

    Cited by:

    1. Katharina Bergant, 2017. "The Role of Stock-Flow Adjustment during the Global Financial Crisis," Trinity Economics Papers tep1317, Trinity College Dublin, Department of Economics.
    2. Zorell, Nico, 2017. "Large net foreign liabilities of euro area countries," Occasional Paper Series 198, European Central Bank.

  5. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.

    Cited by:

    1. Gamboa-Estrada, Fredy, 2019. "The effectiveness of foreign exchange intervention in Latin America: A nonlinear approach to the coordination channel," Global Finance Journal, Elsevier, vol. 40(C), pages 13-27.
    2. Galstyan, Vahagn & Herzberg, Valerie, 2018. "External Balance Sheet Risks in Ireland," Financial Stability Notes 9/FS/18, Central Bank of Ireland.
    3. Alberto Felettigh & Claire Giordano, 2018. "Rethinking prices and markets underlying price-competitiveness indicators," Questioni di Economia e Finanza (Occasional Papers) 447, Bank of Italy, Economic Research and International Relations Area.
    4. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
    5. Fischer, Christoph, 2019. "Equilibrium Real Exchange Rate Estimates Across Time and Space," Globalization Institute Working Papers 362, Federal Reserve Bank of Dallas.
    6. Loewald, Christopher & Wörgötter, Andreas, 2019. "Do monetary unions dream of structural reforms?," ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy 01/2019, Vienna University of Technology, Institute for Mathematical Methods in Economics, Research Group Economics (ECON).
    7. Dąbrowski, Marek A. & Wróblewska, Justyna, 2019. "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," MPRA Paper 93813, University Library of Munich, Germany.

  6. Eisenschmidt, Jens & Kedan, Danielle & Schmitz, Martin & Adalid, Ramón & Papsdorf, Patrick, 2017. "The Eurosystem’s asset purchase programme and TARGET balances," Occasional Paper Series 196, European Central Bank.

    Cited by:

    1. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019. "Capital flows in the euro area and TARGET2 balances," Discussion Papers 24/2019, Deutsche Bundesbank.
    2. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    3. Martin Hellwig, 2019. "Target-Falle oder Empörungsfalle? – Zur deutschen Diskussion um die Europäische Währungsunion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_05, Max Planck Institute for Research on Collective Goods.
    4. Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018. "International capital flows at the security level – evidence from the ECB’s asset purchase programme," ECMI Papers 13926, Centre for European Policy Studies.
    5. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2017. "Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201718.
    6. Valerio Della Corte & Stefano Federico & Enrico Tosti, 2018. "Unwinding external stock imbalances? The case of Italy’s net international investment position," Questioni di Economia e Finanza (Occasional Papers) 446, Bank of Italy, Economic Research and International Relations Area.
    7. Krahnen, Jan Pieter, 2018. "Über Scheinriesen: Was TARGET-Salden tatsächlich bedeuten. Eine finanzökonomische Überprüfung," SAFE White Paper Series 56, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    8. Timmer , Yannick, 2015. "TARGET2 balances and the adjustment of capital flows in the Euro area," European Economic Letters, European Economics Letters Group, vol. 4(1), pages 15-19.
    9. Baldo, Luca & Hallinger, Benoît & Helmus, Caspar & Herrala, Niko & Martins, Débora & Mohing, Felix & Petroulakis, Filippos & Resinek, Marc & Vergote, Olivier & Usciati, Benoît & Wang, Yizhou, 2017. "The distribution of excess liquidity in the euro area," Occasional Paper Series 200, European Central Bank.
    10. Stefan Avdjiev & Mary Everett & Hyun Song Shin, 2019. "Following the imprint of the ECB's asset purchase programme on global bond and deposit flows," BIS Quarterly Review, Bank for International Settlements, March.

  7. Schmitz, Martin & McQuade, Peter, 2016. "The great moderation in international capital flows: a global phenomenon?," Working Paper Series 1952, European Central Bank.

    Cited by:

    1. McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Research Technical Papers 2/RT/19, Central Bank of Ireland.
    2. Islamaj, Ergys & Kose, Ayhan & Ohnsorge, Franziska & Ye, Lei Sandy, 2017. "Weakness in Investment Growth: Causes, Implications and Policy Responses," CEPR Discussion Papers 11886, C.E.P.R. Discussion Papers.
    3. McCauley, Robert N. & Bénétrix, Agustín S. & McGuire, Patrick M. & von Peter, Goetz, 2019. "Financial deglobalisation in banking?," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 116-131.
    4. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018. "Benchmarking Portfolio Flows," NBER Working Papers 24761, National Bureau of Economic Research, Inc.
    5. Bussière, Matthieu & Schmidt, Julia & Valla, Natacha, 2016. "International financial flows in the new normal: Key patterns (and why we should care)," EIB Working Papers 2016/02, European Investment Bank (EIB).
    6. Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019. "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
    7. Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.
    8. Signe Krogstrup & Cédric Tille, 2018. "Foreign Currency Bank Funding and Global Factors," IMF Working Papers 18/97, International Monetary Fund.
    9. Eleonora Cavallaro & Eleonora Cutrini, 2018. "Institutional quality and cross-border asset trade: are banks less worried about diversification abroad?," Working Papers 186, University of Rome La Sapienza, Department of Public Economics.

  8. Schmitz, Martin & Hellmanzik, Christiane, 2016. "Taking gravity online: the role of virtual proximity in international finance," Working Paper Series 1879, European Central Bank.

    Cited by:

    1. Mehl, Arnaud & Schmitz, Martin & Tille, Cédric, 2019. "Distance(s) and the Volatility of International Trade(s)," CEPR Discussion Papers 13630, C.E.P.R. Discussion Papers.
    2. McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Research Technical Papers 2/RT/19, Central Bank of Ireland.
    3. Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2019. "International debt and Special Purpose Entities: evidence from Ireland," Working Paper Series 2301, European Central Bank.
    4. Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers tep0818, Trinity College Dublin, Department of Economics.
    5. Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019. "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
    6. Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Transaction Patterns and Gravity," Trinity Economics Papers tep0218, Trinity College Dublin, Department of Economics, revised Feb 2018.

  9. Schmitz, Martin & Hellmanzik, Christiane, 2015. "Virtual proximity and audiovisual services trade," Working Paper Series 1826, European Central Bank.

    Cited by:

    1. JdD Tena & G. Meloni & D. Paolini, 2014. "American Beauty: trade flows and export costs of US movies," Working Paper CRENoS 201410, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. Hellmanzik, Christiane & Schmitz, Martin, 2017. "Taking gravity online: The role of virtual proximity in international finance," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 164-179.
    3. Philipp Harms & Daria Shuvalova, 2016. "Cultural Distance and International Trade in Services: A Disaggregate View," Working Papers 1606, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    4. Christiane Hellmanzik & Martin Schmitz, 2016. "The impact of cultural exceptions: audiovisual services trade and trade policy," Applied Economics Letters, Taylor & Francis Journals, vol. 23(10), pages 695-700, July.
    5. Naoto JINJI & Ayumu TANAKA, 2019. "How Does UNESCO's Convention on Cultural Diversity Affect Trade in Cultural Goods?," Discussion papers e-18-008, Graduate School of Economics , Kyoto University.
    6. Xianhai Huang & Xueyin Song & Xinyue Hu, 2018. "Does “Internet Plus” Promote New Export Space for Firms? Evidence from China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 26(6), pages 50-71, November.

  10. Schmitz, Martin & De Clercq, Maarten & Fidora, Michael & Lauro, Bernadette & Pinheiro, Cristina, 2012. "Revisiting the effective exchange rates of the euro," Occasional Paper Series 134, European Central Bank.

    Cited by:

    1. Fischer, Christoph & Hossfeld, Oliver, 2014. "A consistent set of multilateral productivity approach-based indicators of price competitiveness," Working Paper Series 1706, European Central Bank.
    2. Erika Arraño & Faruk Miguel, 2015. "Tipo de Cambio Real: Revisión Internacional," Economic Statistics Series 112, Central Bank of Chile.
    3. Christoph Fischer & Oliver Hossfeld & Karin Radeck, 2018. "On the Suitability of Alternative Competitiveness Indicators for Explaining Real Exports of Advanced Economies," Open Economies Review, Springer, vol. 29(1), pages 119-139, February.
    4. Douglas L. Campbell, 2015. "Measurement Matters: Productivity-Adjusted Weighted Average Relative Price Indices," Working Papers w0216, New Economic School (NES).
    5. Rudolfs Bems & Robert C. Johnson, 2015. "Demand for Value Added and Value-Added Exchange Rates," IMF Working Papers 15/199, International Monetary Fund.
    6. Comunale, Mariarosaria, 2017. "Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 350-370.
    7. Alberto Felettigh & Claire Giordano & Giacomo Oddo & Valentina Romano, 2015. "Reassessing Price-Competitiveness Indicators of the Four Largest Euro-Area Countries and of their Main Trading Partners," Questioni di Economia e Finanza (Occasional Papers) 280, Bank of Italy, Economic Research and International Relations Area.
    8. Alberto Felettigh & Claire Giordano, 2018. "Rethinking prices and markets underlying price-competitiveness indicators," Questioni di Economia e Finanza (Occasional Papers) 447, Bank of Italy, Economic Research and International Relations Area.
    9. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
    10. Elena Bobeica & Olegs Tkacevs & Styliani Christodoulopoulou, 2016. "The role of price and cost competitiveness for intra- and extra-euro area trade of euro area countries," Working Papers 2016/04, Latvijas Banka.
    11. Rudolfs Bems & Robert C. Johnson, 2012. "Value-Added Exchange Rates," NBER Working Papers 18498, National Bureau of Economic Research, Inc.
    12. Fischer, Christoph & Hossfeld, Oliver, 2014. "A consistent set of multilateral productivity approach-based indicators of price competitiveness – Results for Pacific Rim economies," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 152-169.
    13. Campbell, Douglas L & Pyun, Ju Hyun, 2014. "Through the Looking Glass: A WARPed View of Real Exchange Rate History," MPRA Paper 55870, University Library of Munich, Germany.
    14. Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013. "Real financial market exchange rates and capital flows," Discussion Papers 50/2013, Deutsche Bundesbank.
    15. Paulo Esteves & António Rua, 2015. "Is there a role for domestic demand pressure on export performance?," Empirical Economics, Springer, vol. 49(4), pages 1173-1189, December.
    16. Bernadette Lauro & Martin Schmitz, 2013. "Euro area exchange rate-based competitiveness indicators: a comparison of methodologies and empirical results," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 325-339 Bank for International Settlements.
    17. Benkovskis, Konstantins & Wörz, Julia, 2013. "What drives the market share changes? : Price versus non-price factors," BOFIT Discussion Papers 18/2013, Bank of Finland, Institute for Economies in Transition.
    18. Entrop, Oliver & Merkel, Matthias F., 2018. "Managers' research education, the use of FX derivatives and corporate speculation," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-32-18, University of Passau, Faculty of Business and Economics.
    19. J. Bardaji & J.-C. Bricongne & B. Campagne & G. Gaulier, 2015. "Compared performances of French companies on the domestic and foreign markets," Documents de Travail de l'Insee - INSEE Working Papers g2015-16, Institut National de la Statistique et des Etudes Economiques.
    20. Entrop, Oliver & Merkel, Matthias F., 2018. ""Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-31-18, University of Passau, Faculty of Business and Economics.
    21. Lucian Claudiu ANGHEL & Laurentiu-Mihai TREAPAT, 2015. "Main Economic Policies in order to Manage an Optimum Accession of Romania to the Euro Zone," Management Dynamics in the Knowledge Economy Journal, College of Management, National University of Political Studies and Public Administration, vol. 3(1), pages 151-169, March.
    22. Mariarosaria Comunale & Jeroen Hessel, 2014. "Current account imbalances in the Euro area: Competitiveness or financial cycle?," DNB Working Papers 443, Netherlands Central Bank, Research Department.
    23. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.
    24. Olga Kuzmina & Olga Kuznetsova, 2017. "Operational and Financial Hedging: Evidence from Export and Import Behavior," Working Papers w0242, Center for Economic and Financial Research (CEFIR).
    25. Tkačevs, Olegs & Christodoulopoulou, Styliani, 2014. "Measuring the effectiveness of cost and price competitiveness in external rebalancing of euro area countries: What do alternative HCIs tell us?," Working Paper Series 1736, European Central Bank.
    26. Gunnella, Vanessa & Al-Haschimi, Alexander & Benkovskis, Konstantins & Chiacchio, Francesco & de Soyres, François & Di Lupidio, Benedetta & Fidora, Michael & Franco-Bedoya, Sebastian & Frohm, Erik & G, 2019. "The impact of global value chains on the euro area economy," Occasional Paper Series 221, European Central Bank.
    27. Mariarosaria Comunale, 2015. "Long-run determinants and misalignments of the real effective exchange rate in the EU," Bank of Lithuania Working Paper Series 18, Bank of Lithuania.
    28. Papanikos, Gregory T., 2015. "The real exchange rate of euro and Greek economic growth," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 100-109.

  11. Schmitz, Martin, 2012. "Financial markets and international risk sharing in emerging market economics," Working Paper Series 1451, European Central Bank.

    Cited by:

    1. Joseph P. Joyce, 2018. "External balance sheets as countercyclical crisis buffers," International Economics and Economic Policy, Springer, vol. 15(2), pages 305-329, April.
    2. McQuade, Peter & Schmitz, Martin, 2017. "The great moderation in international capital flows: A global phenomenon?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 188-212.
    3. Malik, Samreen, 2014. "Ex-ante implications of sovereign default," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 386-397.

  12. Martin Schmitz, 2010. "Financial Remoteness and the Net External Position," The Institute for International Integration Studies Discussion Paper Series iiisdp332, IIIS.

    Cited by:

    1. Litsios, Ioannis & Pilbeam, Keith, 2017. "An empirical analysis of the nexus between investment, fiscal balances and current account balances in Greece, Portugal and Spain," Economic Modelling, Elsevier, vol. 63(C), pages 143-152.
    2. Philip R. Lane, 2013. "External imbalances and macroeconomic policy," New Zealand Economic Papers, Taylor & Francis Journals, vol. 47(1), pages 53-70, April.
    3. McQuade, Peter & Schmitz, Martin, 2017. "The great moderation in international capital flows: A global phenomenon?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 188-212.
    4. Fidora, Michael & Schmitz, Martin & Tcheng, Céline, 2017. "Reducing large net foreign liabilities," Working Paper Series 2074, European Central Bank.
    5. Philip R. Lane, 2011. "External Imbalances and Macroeconomic Policy in New Zealand," The Institute for International Integration Studies Discussion Paper Series iiisdp376, IIIS.

  13. Martin Schmitz, 2009. "Financial Reforms and Capital Flows to Emerging Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp278, IIIS.

    Cited by:

    1. Konstantinos Dellis, 2018. "Financial development and FDI flows: evidence from advanced economies," Working Papers 254, Bank of Greece.
    2. Philip Lane & Peter McQuade, 2013. "Domestic Credit Growth and International Capital Flows," The Institute for International Integration Studies Discussion Paper Series iiisdp428, IIIS.
    3. Wenwen Sheng & M. C. Sunny Wong, 2017. "Capital Flow Management Policies and Riskiness of External Liability Structures: the Role of Local Financial Markets," Open Economies Review, Springer, vol. 28(3), pages 461-498, July.
    4. McQuade, Peter & Schmitz, Martin, 2017. "The great moderation in international capital flows: A global phenomenon?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 188-212.
    5. Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019. "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
    6. Philip Lane, 2013. "Financial Globalisation and the Crisis," Open Economies Review, Springer, vol. 24(3), pages 555-580, July.
    7. William Gabriel Brafu-Insaidoo & Nicholas Biekpe, 2014. "Determinants of foreign capital flows: The experience of selected Sub-Saharan African countries," Journal of Applied Economics, Universidad del CEMA, vol. 17, pages 63-88, May.
    8. Tomislav Globan, 2015. "Financial integration, push factors and volatility of capital flows: evidence from EU new member states," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 643-672, August.
    9. Philip Lane, 2013. "International Capital Flows and Domestic Financial Conditions: Lessons for Emerging Asia," The Institute for International Integration Studies Discussion Paper Series iiisdp438, IIIS.

  14. Bracke, Thierry & Schmitz, Martin, 2008. "Channels of international risk-sharing: capital gains versus income flows," Working Paper Series 938, European Central Bank.

    Cited by:

    1. Faruk Balli & Syed Abul Basher & Hatice Ozer Balli, 2013. "International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009," CAMA Working Papers 2013-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Holinski Nils & Kool Clemens & Muysken Joan, 2009. "Taking Home Bias Seriously: Absolute and Relative Measures Explaining Consumption Risk-Sharing," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    3. Schröder, Marcel, 2019. "Valuation effects and risk sharing during the era of financial globalization," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 467-480.
    4. Martin Schmitz, 2013. "Financial Markets And International Risk Sharing In Emerging Market Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(3), pages 266-277, July.
    5. N. Holinski & C.J.M. Kool & J. Muysken, 2011. "The Impact of International Portfolio Composition on Consumption Risk Sharing," Working Papers 11-20, Utrecht School of Economics.
    6. Filippo M. Pericoli & Eleonora Pierucci & Luigi Ventura, 2015. "International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 5(4), pages 364-391.
    7. Joseph P. Joyce, 2018. "External balance sheets as countercyclical crisis buffers," International Economics and Economic Policy, Springer, vol. 15(2), pages 305-329, April.
    8. Balli, Faruk & Basher, Syed Abul & Rana, Faisal, 2014. "The determinants of the volatility of returns on cross-border asset holdings," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 1-23.
    9. Guido Baldi & Björn Bremer & Thore Schlaak, 2017. "International Investments and Current Account Imbalances: The Importance of Valuation Changes," DIW Roundup: Politik im Fokus 117, DIW Berlin, German Institute for Economic Research.
    10. Faruk Balli & Sebnem Kalemli-Ozcan & Bent Sorensen, 2011. "Risk Sharing through Capital Gains," NBER Working Papers 17612, National Bureau of Economic Research, Inc.
    11. Nnyanzi John Bosco, 2015. "Financial Openness, Capital Flows and Risk Sharing in Africa," Global Economy Journal, De Gruyter, vol. 15(1), pages 51-82, March.
    12. Faruk, Balli & Eleonora, Pierucci, 2016. "Risk sharing among economic sectors," MPRA Paper 72452, University Library of Munich, Germany.
    13. Eleonora Pierucci & Luigi Ventura, 2011. "On international risk sharing and financial globalization: some gloomy evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0124, Department of Economics - University Roma Tre.
    14. Katharina Bergant, 2017. "The Role of Stock-Flow Adjustment during the Global Financial Crisis," Trinity Economics Papers tep1317, Trinity College Dublin, Department of Economics.
    15. Nnyanzi John Bosco, 2016. "Trade Openness and Risk Sharing in Sub-Saharan Africa: Do Institutions and Financial Depth Matter?," Global Economy Journal, De Gruyter, vol. 16(1), pages 161-187, March.
    16. Guido Baldi & Björn Bremer & Thore Schlaak, 2017. "Internationale Investitionen und Leistungsbilanzungleichgewichte: Die Bedeutung von Wertschwankungen," DIW Roundup: Politik im Fokus 117, DIW Berlin, German Institute for Economic Research.
    17. Zorell, Nico, 2017. "Large net foreign liabilities of euro area countries," Occasional Paper Series 198, European Central Bank.
    18. Habib, Maurizio Michael, 2010. "Excess returns on net foreign assets: the exorbitant privilege from a global perspective," Working Paper Series 1158, European Central Bank.

  15. Martin Schmitz, 2007. "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp233, IIIS.

    Cited by:

    1. Philip R. Lane, 2008. "EMU and Financial Market Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp248, IIIS.
    2. Martin Schmitz, 2013. "Financial Markets And International Risk Sharing In Emerging Market Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(3), pages 266-277, July.
    3. Davide Furceri & Aleksandra Zdzienicka, 2013. "The Euro Area Crisis; Need for a Supranational Fiscal Risk Sharing Mechanism?," IMF Working Papers 13/198, International Monetary Fund.
    4. Agustin S. Benetrix, 2015. "International Risk Sharing and the Irish Economy," The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 29-49.
    5. Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018. "Private and public risk sharing in the euro area," Working Paper Series 2148, European Central Bank.
    6. Bracke, Thierry & Schmitz, Martin, 2008. "Channels of international risk-sharing: capital gains versus income flows," Working Paper Series 938, European Central Bank.
    7. Philip R. Lane, 2008. "EMU and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp272, IIIS.
    8. Eleonora Pierucci & Luigi Ventura, 2011. "On international risk sharing and financial globalization: some gloomy evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0124, Department of Economics - University Roma Tre.
    9. Katharina Bergant, 2017. "The Role of Stock-Flow Adjustment during the Global Financial Crisis," Trinity Economics Papers tep1317, Trinity College Dublin, Department of Economics.
    10. Guido Baldi & Björn Bremer & Thore Schlaak, 2017. "Internationale Investitionen und Leistungsbilanzungleichgewichte: Die Bedeutung von Wertschwankungen," DIW Roundup: Politik im Fokus 117, DIW Berlin, German Institute for Economic Research.
    11. Udo Broll & Peter Welzel & Kit Wong, 2015. "Exchange Rate Risk and the Impact of Regret on Trade," Open Economies Review, Springer, vol. 26(1), pages 109-119, February.

Articles

  1. Michael Fidora & Martin Schmitz & Céline Tcheng, 2019. "Reducing large net foreign liabilities," Review of International Economics, Wiley Blackwell, vol. 27(2), pages 549-577, May.
    See citations under working paper version above.
  2. Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019. "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
    See citations under working paper version above.
  3. Fidora, Michael & Schmitz, Martin, 2018. "Factors driving the recent improvement in the euro area’s international investment position," Economic Bulletin Boxes, European Central Bank, vol. 3.

    Cited by:

    1. Ito, Hiro & McCauley, Robert N., 2019. "A key currency view of global imbalances," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 97-115.

  4. McQuade, Peter & Schmitz, Martin, 2017. "The great moderation in international capital flows: A global phenomenon?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 188-212.
    See citations under working paper version above.
  5. Hellmanzik, Christiane & Schmitz, Martin, 2017. "Taking gravity online: The role of virtual proximity in international finance," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 164-179.
    See citations under working paper version above.
  6. Hellmanzik, Christiane & Schmitz, Martin, 2015. "Virtual proximity and audiovisual services trade," European Economic Review, Elsevier, vol. 77(C), pages 82-101.
    See citations under working paper version above.
  7. Martin Schmitz, 2014. "Financial remoteness and the net external position," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(1), pages 191-219, February. See citations under working paper version above.
  8. Martin Schmitz, 2013. "Financial Markets And International Risk Sharing In Emerging Market Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(3), pages 266-277, July. See citations under working paper version above.
  9. Thierry Bracke & Martin Schmitz, 2011. "Channels of international risk-sharing: capital gains versus income flows," International Economics and Economic Policy, Springer, vol. 8(1), pages 45-78, April.
    See citations under working paper version above.
  10. Martin Schmitz, 2011. "Financial reforms and capital flows to emerging Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(4), pages 579-605, November. See citations under working paper version above.
  11. Martin Schmitz, 2010. "Financial Markets and International Risk Sharing," Open Economies Review, Springer, vol. 21(3), pages 413-431, July. See citations under working paper version above.

Chapters

  1. Katharina Bergant & Martin Schmitz, 2019. "International financial flows and the Eurosystem’s asset purchase programme: evidence from b.o.p and security by security data," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49 Bank for International Settlements.

    Cited by:

    1. Katharina Bergant & Martin Schmitz, 2019. "International financial flows and the Eurosystem’s asset purchase programme: evidence from b.o.p and security by security data," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49 Bank for International Settlements.

  2. Bernadette Lauro & Martin Schmitz, 2013. "Euro area exchange rate-based competitiveness indicators: a comparison of methodologies and empirical results," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 325-339 Bank for International Settlements.

    Cited by:

    1. Erika Arraño & Faruk Miguel, 2015. "Tipo de Cambio Real: Revisión Internacional," Economic Statistics Series 112, Central Bank of Chile.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 21 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.
  1. NEP-OPM: Open Economy Macroeconomics (11) 2009-02-14 2010-08-14 2011-04-30 2012-09-16 2016-10-02 2017-06-25 2017-11-12 2018-04-09 2019-02-25 2019-04-22 2019-05-13. Author is listed
  2. NEP-EEC: European Economics (8) 2009-02-14 2017-06-25 2017-09-17 2017-11-12 2018-04-02 2018-04-09 2019-03-11 2019-05-13. Author is listed
  3. NEP-MON: Monetary Economics (7) 2016-10-02 2017-09-17 2017-11-12 2018-04-09 2019-02-25 2019-03-11 2019-04-22. Author is listed
  4. NEP-IFN: International Finance (6) 2010-08-14 2011-04-30 2012-09-16 2016-02-29 2016-10-02 2019-03-11. Author is listed
  5. NEP-INT: International Trade (6) 2015-09-18 2019-04-01 2019-04-08 2019-04-15 2019-04-22 2019-05-13. Author is listed
  6. NEP-FMK: Financial Markets (2) 2007-11-17 2012-09-16
  7. NEP-BAN: Banking (1) 2018-04-02
  8. NEP-CBA: Central Banking (1) 2012-09-16
  9. NEP-CUL: Cultural Economics (1) 2015-09-18
  10. NEP-ICT: Information & Communication Technologies (1) 2019-04-22
  11. NEP-MAC: Macroeconomics (1) 2018-04-09
  12. NEP-TRA: Transition Economics (1) 2009-02-14

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