  (Abridged) We observed one transit and one occultation of the hot Jupiter
WASP-43b simultaneously in the g'r'i'z'JHK bands using the GROND instrument on
the MPG/ESO 2.2-meter telescope. From the transit event, we have independently
derived WASP-43's system parameters with high precision, and improved the
period to be 0.81347437(13) days. No significant variation in transit depths is
detected, with the largest deviations coming from the i', H, and K bands. Given
the observational uncertainties, the broad-band transmission spectrum can be
explained by either a flat featureless straight line that indicates thick
clouds, synthetic spectra with absorption signatures of atomic Na/K or
molecular TiO/VO that indicate cloud-free atmosphere, or a Rayleigh scattering
profile that indicates high-altitude hazes. From the occultation event, we have
detected planetary dayside thermal emission in the K-band with a flux ratio of
0.197 +/- 0.042%, which confirms previous detections obtained in the 2.09
micron narrow band and Ks-band. The K-band brightness temperature 1878
+108/-116 K favors an atmosphere with poor day- to night-side heat
redistribution. We also have a marginal detection in the i'-band (0.037
+0.023/-0.021%), which is either a false positive, a signature of non-blackbody
radiation at this wavelength, or an indication of reflective hazes at high
altitude.
