Magdalena Grothe

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 40,942

SSRN RANKINGS

Top 40,942

in Total Papers Downloads

1,517

SSRN CITATIONS
Rank 23,700

SSRN RANKINGS

Top 23,700

in Total Papers Citations

12

CROSSREF CITATIONS

29

Scholarly Papers (9)

1.

The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets

ECB Occasional Paper No. 122
Number of pages: 36 Posted: 19 Jan 2011
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 865 (36,272)
Citation 7

Abstract:

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covered bonds, liquidity, primary market, secondary market

2.

Liquidity and Credit Risk Premia in Government Bond Yields

ECB Working Paper No. 1440
Number of pages: 42 Posted: 09 Jul 2012
Jacob Ejsing, Magdalena Grothe and Oliver Grothe
European Central Bank (ECB), European Central Bank (ECB) and KIT
Downloads 309 (128,376)
Citation 4

Abstract:

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Liquidity premium, sovereign credit risk, yield curve modeling, bond markets, state space models

3.

Economic Surprises and Inflation Expectations: Has Anchoring of Expectations Survived the Crisis?

ECB Working Paper No 1671
Number of pages: 31 Posted: 03 Jul 2014
Søren Autrup and Magdalena Grothe
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 121 (297,803)

Abstract:

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inflation expectations, inflation markets, break-even inflation rates, macroeconomic announcements, nominal and real bond yields

4.

Market Pricing of Credit Rating Signals

ECB Working Paper No. 1623
Number of pages: 24 Posted: 04 Jan 2014
Magdalena Grothe
European Central Bank (ECB)
Downloads 78 (395,491)

Abstract:

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corporate bond spreads; credit ratings; pricing of risk

5.

Price and Trading Response to Public Information

ECB Working Paper No. 1177
Number of pages: 36 Posted: 26 Apr 2010
Magdalena Grothe
European Central Bank (ECB)
Downloads 63 (443,547)

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information processing, market microstructure, macroeconomic announcements, price adjustment

6.

Risk Characteristics of Covered Bonds: Monitoring Beyond Ratings

ECB Working Paper No. 2393
Number of pages: 69 Posted: 20 Apr 2020
Magdalena Grothe and Jana Zeyer
European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 39 (543,878)
Citation 1

Abstract:

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covered bonds, covered bond transparency data, credit ratings, risk indicators, risk monitoring

7.

Home, Safe Home: Cross-Country Monitoring Framework for Vulnerabilities in the Residential Real Estate Sector

ECB Working Paper No. 2096
Number of pages: 56 Posted: 07 Sep 2017
Elias Bengtsson, Magdalena Grothe and Etienne Lepers
Halmstad University, European Central Bank (ECB) and Organisation for Economic Co-operation and Development
Downloads 22 (645,218)
Citation 2

Abstract:

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Real Estate Vulnerabilities, Real Estate Crises, Early Warning Models, Risk Monitoring

8.

Will Video Kill the Radio Star? Digitalisation and the Future of Banking

ESRB: Advisory Scientific Committee Reports 2022/12
Number of pages: 64 Posted: 19 Jan 2022
Florence School of Banking and Finance, National Bureau of Economic Research (NBER)Brandeis International Business School, European Central Bank (ECB), Nematrian Limited, Leibniz Institute for Financial Research SAFE and European Systemic Risk Board
Downloads 10 (735,762)

Abstract:

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9.

Empirical Analysis of Collateral at Central Counterparties

ESRB: Working Paper Series 2021/131
Number of pages: 31 Posted: 30 Dec 2021
Magdalena Grothe, N. Aaron Pancost and Stathis Tompaidis
European Central Bank (ECB), University of Texas at Austin McCombs School of Business and University of Texas at Austin - McCombs School of Business
Downloads 10 (735,762)

Abstract:

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CCP, initial margin, risk management, variation margin