(Abridged) We observed one transit and one occultation of the hot Jupiter WASP-43b simultaneously in the grizJHK bands using the GROND instrument on the MPG/ESO 2.2-meter telescope. From the transit event, we have independently derived WASP-43s 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.
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