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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, Germany
http://www.bundesbank.de/

: 0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. Gill, Andrej & Hett, Florian & Tischer, Johannes, 2018. "Measuring time inconsistency using financial transaction data," SAFE White Paper Series 55, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  3. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
  4. Tischer, Johannes & Podlich, Natalia & Schnabel, Isabel, 2016. "Banks' Trading after the Lehman Crisis - Flight to Liquidity But No Fire Sales," Annual Conference 2016 (Augsburg): Demographic Change 145805, Verein für Socialpolitik / German Economic Association.
  5. Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.

Articles

  1. 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

  1. 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.

    Cited by:

    1. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
    2. 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).

  2. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.

    Cited by:

    1. Paludkiewicz, Karol, 2018. "Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181669, Verein für Socialpolitik / German Economic Association.
    2. 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).

  3. Tischer, Johannes & Podlich, Natalia & Schnabel, Isabel, 2016. "Banks' Trading after the Lehman Crisis - Flight to Liquidity But No Fire Sales," Annual Conference 2016 (Augsburg): Demographic Change 145805, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. 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).

  4. Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.

    Cited by:

    1. B. Craig & D. Salakhova & M. Saldias, 2018. "Payments delay: propagation and punishment," Working papers 671, Banque de France.

Articles

  1. 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:

    1. Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
    2. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
    3. Christian Pfister, 2018. "(Real-)Time Is Money," Working papers 675, Banque de France.
    4. 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).
    5. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.
    6. 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.
    7. 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).

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.
  1. NEP-MAC: Macroeconomics (4) 2015-08-30 2017-07-23 2018-08-27 2019-01-28. Author is listed
  2. NEP-MON: Monetary Economics (3) 2015-08-30 2017-07-23 2019-01-28. Author is listed
  3. NEP-BAN: Banking (1) 2018-08-27
  4. NEP-BIG: Big Data (1) 2018-09-17
  5. NEP-CBA: Central Banking (1) 2019-01-28
  6. NEP-CBE: Cognitive & Behavioural Economics (1) 2018-09-17
  7. NEP-EEC: European Economics (1) 2019-01-28
  8. NEP-GER: German Papers (1) 2015-08-30
  9. NEP-HME: Heterodox Microeconomics (1) 2018-09-17
  10. NEP-MST: Market Microstructure (1) 2019-01-28
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2018-09-17

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