Marcel Fratzscher

DIW Berlin

Mohrenstraße 58

Berlin, 10117

Germany

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

  • DIW Berlin

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

74

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19,681

SSRN CITATIONS
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764

CROSSREF CITATIONS

3,833

Scholarly Papers (74)

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1.

On the International Spillovers of US Quantitative Easing

Downloads 1,694 ( 10,032)
Citation 62

On the International Spillovers of US Quantitative Easing

DIW Berlin Discussion Paper No. 1304
Number of pages: 64 Posted: 10 Jun 2013
Marcel Fratzscher, Marco Lo Duca and Roland Straub
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,590 (10,924)
Citation 92

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monetary policy, quantitative easing, portfolio choice, capital flows, Federal Reserve, United States, policy responses, emerging markets, panel data

On the International Spillovers of US Quantitative Easing

ECB Working Paper No. 1557
Number of pages: 64 Posted: 19 Jul 2013
Marcel Fratzscher, Marco Lo Duca and Roland Straub
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 104 (269,631)

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monetary policy, quantitative easing, portfolio choice, capital flows, Federal Reserve, United States, policy responses, emerging markets, panel data

On the International Spillovers of US Quantitative Easing

The Economic Journal, Vol. 128, Issue 608, pp. 330-377, 2018
Number of pages: 48 Posted: 08 Feb 2018
Marcel Fratzscher, Marco Lo Duca and Roland Straub
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
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2.

A Global Monetary Tsunami? On the Spillovers of US Quantitative Easing

Number of pages: 60 Posted: 20 Oct 2012
Marcel Fratzscher, Marco Lo Duca and Roland Straub
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,447 (12,882)
Citation 25

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monetary policy, quantitative easing, capital flows, Federal Reserve, policy responses, emerging markets, panel data

3.

Global Crises and Equity Market Contagion

Downloads 1,366 ( 14,136)
Citation 24

Global Crises and Equity Market Contagion

Number of pages: 56 Posted: 03 Jun 2011 Last Revised: 26 Jul 2012
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 1,147 (18,096)
Citation 1

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contagion; financial crisis; equity markets; global transmission; market integration; country risk; factor model; financial policies; FX reserves, current account

Global Crises and Equity Market Contagion

ECB Working Paper No. 1381
Number of pages: 48 Posted: 13 Sep 2011
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 85 (307,952)

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Contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

Global Crises and Equity Market Contagion

Number of pages: 55 Posted: 16 Mar 2012
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 67 (354,202)
Citation 4

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contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

Global Crises and Equity Market Contagion

Netspar Discussion Paper No. 05/2011-070
Number of pages: 57 Posted: 31 Aug 2011 Last Revised: 23 Nov 2012
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 39 (454,357)
Citation 1

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contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

Global Crises and Equity Market Contagion

NBER Working Paper No. w17121
Number of pages: 57 Posted: 20 Jun 2011
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 23 (540,373)
Citation 3

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Global Crises and Equity Market Contagion

CEPR Discussion Paper No. DP8438
Number of pages: 44 Posted: 16 Jun 2011
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 5 (667,101)
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contagion, country risk, current account, equity markets, factor model, financial crisis, financial policies, FX reserves, global transmission, market integration

4.

Towards a New Early Warning System of Financial Crises

ECB Working Paper No. 145
Number of pages: 67 Posted: 17 Jan 2003
Matthieu Bussière and Marcel Fratzscher
Banque de France and DIW Berlin
Downloads 1,131 (18,817)
Citation 5

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Currency crises, Early Warning System, crisis prediction

5.

Taking Stock: Monetary Policy Transmission to Equity Markets

ECB Working Paper No. 354
Number of pages: 48 Posted: 22 Oct 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 979 (23,319)
Citation 8

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monetary policy, stock market, credit channel, Tobin's q, financial constraints, S&P500, propensity score matching

6.

Capital Controls and Macroprudential Measures: What Are They Good For?

Downloads 750 ( 33,917)
Citation 14

Capital Controls and Macroprudential Measures: What Are They Good For?

MIT Sloan Research Paper No. 5061-13
Number of pages: 56 Posted: 07 Mar 2014
Kristin J. Forbes, Marcel Fratzscher and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin and European Central Bank (ECB)
Downloads 750 (33,403)
Citation 18

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capital controls, macroprudential measures, propensity-score matching, selection bias, capital flows, emerging markets

Capital Controls and Macroprudential Measures: What are They Good for?

CEPR Discussion Paper No. DP9798
Number of pages: 58 Posted: 02 Jun 2014
Kristin J. Forbes, Marcel Fratzscher and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin and European Central Bank (ECB)
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capital controls, capital flows, emerging markets, macroprudential measures, propensity-score matching, selection bias

7.

Financial Market Integration in Europe: On the Effects of Emu on Stock Markets

ECB Working Paper No. 48
Number of pages: 45 Posted: 03 Mar 2003
Marcel Fratzscher
DIW Berlin
Downloads 568 (49,245)
Citation 4

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financial integration, stock markets, EMU, exchange rate volatility, GARCH model, time-variation

8.

Current Account Dynamics in OECD and EU Acceding Countries - an Intertemporal Approach

ECB Working Paper No. 311
Number of pages: 40 Posted: 15 May 2004
Matthieu Bussière, Marcel Fratzscher and Gernot J. Müller
Banque de France, DIW Berlin and University of Tuebingen - Department of Economics
Downloads 555 (50,600)
Citation 1

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Current account, habit persistence, liquidity constraints, panel regressions, acceding countries

9.

Financial Openness and Growth: Short-Run Gain, Long-Run Pain?

Downloads 513 ( 55,992)
Citation 22

Financial Openness and Growth: Short-Run Gain, Long-Run Pain?

ECB Working Paper No. 348
Number of pages: 43 Posted: 10 Sep 2004
Marcel Fratzscher and Matthieu Bussière
DIW Berlin and Banque de France
Downloads 489 (58,820)
Citation 2

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liberalisation, capital account, economic growth, intertemporal trade-off, quality of institutions, composition of capital flows, sequencing

Financial Openness and Growth: Short-Run Gain, Long-Run Pain?

Review of International Economics, Vol. 16, No. 1, pp. 69-95, February 2008
Number of pages: 27 Posted: 30 Dec 2007
Matthieu Bussière and Marcel Fratzscher
Banque de France and DIW Berlin
Downloads 24 (533,896)
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10.

European Integration: What Lessons for Other Regions? The Case of Latin America

ECB Working Paper No. 185
Number of pages: 51 Posted: 27 Feb 2003
Ettore Dorrucci, Stefano Firpo, Marcel Fratzscher and Francesco Paolo Mongelli
European Central Bank (ECB), European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 495 (58,588)
Citation 8

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Regional integration in Europe and Latin America, intra-regional exchange rate variability

11.

Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence

Downloads 441 ( 67,401)
Citation 267

Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence

ECB Working Paper No. 898
Number of pages: 57 Posted: 14 May 2008
Alan S. Blinder, Michael Ehrmann, Marcel Fratzscher, Jakob de Haan and David-Jan Jansen
Princeton University - Department of Economics, European Central Bank (ECB), DIW Berlin, University of Groningen - Faculty of Economics and Business and De Nederlandsche Bank
Downloads 258 (122,594)
Citation 26

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Communication, central bank, monetary policy

Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence

NBER Working Paper No. w13932
Number of pages: 74 Posted: 11 Apr 2008 Last Revised: 28 Jul 2010
Alan S. Blinder, Michael Ehrmann, Marcel Fratzscher, Jakob de Haan and David-Jan Jansen
Princeton University - Department of Economics, European Central Bank (ECB), DIW Berlin, University of Groningen - Faculty of Economics and Business and De Nederlandsche Bank
Downloads 183 (171,163)

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12.

Productivity Shocks, Budget Deficits and the Current Account

ECB Working Paper No. 509
Number of pages: 36 Posted: 25 Aug 2005
Matthieu Bussière, Marcel Fratzscher and Gernot J. Müller
Banque de France, DIW Berlin and University of Tuebingen - Department of Economics
Downloads 417 (72,189)
Citation 1

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Current account, productivity, investment, budget deficit

13.

Oil Prices, Exchange Rates and Asset Prices

Downloads 396 ( 76,742)
Citation 15

Oil Prices, Exchange Rates and Asset Prices

ECB Working Paper No. 1689
Number of pages: 47 Posted: 11 Jul 2014
Marcel Fratzscher, Daniel Schneider and Ine Van Robays
DIW Berlin, Goethe University Frankfurt and European Central Bank
Downloads 235 (134,869)

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oil prices, asset prices, exchange rates, US dollar, identification, time-varying correlation

Oil Prices, Exchange Rates and Asset Prices

DIW Berlin Discussion Paper No. 1302
Number of pages: 41 Posted: 24 May 2013
Marcel Fratzscher, Daniel Schneider and Ine Van Robays
DIW Berlin, Goethe University Frankfurt and European Central Bank
Downloads 106 (265,978)
Citation 22

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oil prices, asset prices, exchange rates, US dollar, identification, time-varying correlation

Oil Prices, Exchange Rates and Asset Prices

CESifo Working Paper Series No. 4264
Number of pages: 40 Posted: 12 Jun 2013
Marcel Fratzscher, Daniel Schneider and Ine Van Robays
DIW Berlin, Goethe University Frankfurt and European Central Bank
Downloads 55 (392,053)

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oil prices, asset prices, exchange rates, US dollar, identification, time-varying correlation

14.

On Currency Crises and Contagion

ECB Working Paper No. 139
Number of pages: 42 Posted: 20 Jan 2003
Marcel Fratzscher
DIW Berlin
Downloads 395 (76,932)

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Currency crises, contagion, Markov-switching, panel data, prediction

15.

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

Downloads 373 ( 82,233)
Citation 77

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

EFA 2005 Moscow Meetings Paper, ECB Working Paper No. 452
Number of pages: 49 Posted: 21 Feb 2005
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 325 (95,491)

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international financial markets, integration, transmission, financial market linkages, identification, heteroskedasticity, asset pricing, United States, euro area

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

NBER Working Paper No. w11166
Number of pages: 41 Posted: 30 Mar 2005 Last Revised: 07 Jul 2010
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 48 (417,120)
Citation 7

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16.

Currency Mismatch, Uncertainty and Debt Maturity Structure

ECB Working Paper No. 409
Number of pages: 44 Posted: 13 Dec 2004
Matthieu Bussière, Marcel Fratzscher and Winfried Koeniger
Banque de France, DIW Berlin and University of St. Gallen
Downloads 363 (84,864)

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maturity mismatch, currency mismatch, uncertainty, debt, emerging markets

17.

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Downloads 352 ( 87,940)
Citation 17

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

DIW Berlin Discussion Paper No. 1518
Number of pages: 67 Posted: 19 Nov 2015 Last Revised: 19 Dec 2017
Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff, Lucio Sarno and Tobias Stoehr
DIW Berlin, Leibniz Universität Hannover, German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School and Kiel Institute for the World Economy
Downloads 220 (143,941)
Citation 7

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Foreign exchange intervention, exchange rate regimes, effectiveness measures, communication, capital controls

When is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Number of pages: 62 Posted: 05 Nov 2015 Last Revised: 12 Jul 2016
Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff, Lucio Sarno and Tobias Stoehr
DIW Berlin, Leibniz Universität Hannover, German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School and Kiel Institute for the World Economy
Downloads 132 (225,930)
Citation 6

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foreign exchange intervention, exchange rate regimes, effectiveness measures, communication, capital controls

When is Foreign Exchange Intervention Effective? Evidence from 33 Countries

CEPR Discussion Paper No. DP12510
Number of pages: 68 Posted: 19 Dec 2017
Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff, Lucio Sarno and Tobias Stoehr
DIW Berlin, Leibniz Universität Hannover, German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School and Kiel Institute for the World Economy
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Citation 4
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Foreign exchange intervention; exchange rate regimes; effectiveness measures; communication.

18.

The Scapegoat Theory of Exchange Rates: The First Tests

Downloads 342 ( 90,863)
Citation 168

The Scapegoat Theory of Exchange Rates: The First Tests

Number of pages: 59 Posted: 15 Jan 2012 Last Revised: 07 May 2014
Marcel Fratzscher, Dagfinn Rime, Lucio Sarno and Gabriele Zinna
DIW Berlin, BI Norwegian Business School, University of Cambridge - Judge Business School and Bank of Italy
Downloads 134 (223,305)
Citation 8

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scapegoat, exchange rates, economic fundamentals, survey data, order flow

The Scapegoat Theory of Exchange Rates: The First Tests

Bank of Italy Temi di Discussione (Working Paper) No. 991
Number of pages: 68 Posted: 28 Feb 2015
Marcel Fratzscher, Dagfinn Rime, Lucio Sarno and Gabriele Zinna
DIW Berlin, BI Norwegian Business School, University of Cambridge - Judge Business School and Bank of Italy
Downloads 84 (310,237)
Citation 20

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scapegoat, exchange rates, economic fundamentals, survey data

The Scapegoat Theory of Exchange Rates: The First Tests

ECB Working Paper No. 1418
Number of pages: 50 Posted: 06 Feb 2012
Marcel Fratzscher, Lucio Sarno and Gabriele Zinna
DIW Berlin, University of Cambridge - Judge Business School and Bank of Italy
Downloads 81 (317,331)

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scapegoat, exchange rates, economic fundamentals, survey data, order flow

The Scapegoat Theory of Exchange Rates: The First Tests

DIW Berlin Discussion Paper No. 1290
Number of pages: 58 Posted: 14 May 2013
Marcel Fratzscher, Lucio Sarno and Gabriele Zinna
DIW Berlin, University of Cambridge - Judge Business School and Bank of Italy
Downloads 40 (449,856)

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scapegoat, exchange rates, economic fundamentals, survey data

The Scapegoat Theory of Exchange Rates: The First Tests

CEPR Discussion Paper No. DP8812
Number of pages: 49 Posted: 01 Mar 2012
Marcel Fratzscher, Lucio Sarno and Gabriele Zinna
DIW Berlin, University of Cambridge - Judge Business School and Bank of Italy
Downloads 3 (683,726)
Citation 6
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economic fundamentals, exchange rates, order flow, scapegoat, survey data

19.

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

Downloads 321 ( 97,452)
Citation 42

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

MIT Sloan Research Paper No. 4962-12
Number of pages: 48 Posted: 12 May 2012
Kristin J. Forbes, Marcel Fratzscher, Thomas Kostka and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 270 (116,841)

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capital controls, externalities, spillovers, portfolio effects, signalling, mutual funds, Brazil, emerging markets

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

ECB Working Paper No. 1456
Number of pages: 52 Posted: 20 Aug 2012
Kristin J. Forbes, Marcel Fratzscher, Thomas Kostka and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 34 (477,352)

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capital controls, externalities, spillovers, portfolio effects, signalling, mutual funds, Brazil, emerging markets

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

NBER Working Paper No. w18052
Number of pages: 48 Posted: 12 May 2012 Last Revised: 24 May 2012
Kristin J. Forbes, Marcel Fratzscher, Thomas Kostka and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 13 (608,516)

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Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

CEPR Discussion Paper No. DP8979
Number of pages: 50 Posted: 28 Sep 2012
Kristin J. Forbes, Marcel Fratzscher and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin and European Central Bank (ECB)
Downloads 4 (674,944)
Citation 6
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Brazil, capital controls, emerging markets, externalities, mutual funds, portfolio effects, signalling, spillovers

20.

Home Bias in Global Bond and Equity Markets: The Role of Real Exchange Rate Volatility

ECB Working Paper No. 685
Number of pages: 48 Posted: 07 Nov 2006
Michael Fidora, Marcel Fratzscher and Christian Thimann
European Central Bank (ECB), DIW Berlin and AXA Group
Downloads 294 (107,287)
Citation 2

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home bias, exchange rate volatility, risk, portfolio investment, global financial

21.

Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-2011 Sovereign Debt Crisis

ECB Working Paper No. 1416
Number of pages: 48 Posted: 06 Feb 2012
Alexander Chudik and Marcel Fratzscher
Federal Reserve Banks - Federal Reserve Bank of Dallas and DIW Berlin
Downloads 277 (114,364)

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global financial crisis, sovereign debt crisis, liquidity, risk, capital flows, transmission, high dimensional VARs, advanced economies, emerging market economies

22.

Communication and Decision-Making by Central Bank Committees: Different Strategies, Same Effectiveness?

ECB Working Paper No. 488
Number of pages: 56 Posted: 01 Jun 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 266 (119,291)
Citation 31

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communication, monetary policy, committee, effectiveness, strategies, Federal Reserve, Bank of England, European Central Bank

23.

Systematic Intervention and Currency Risk Premia

Number of pages: 61 Posted: 13 Feb 2018 Last Revised: 24 Mar 2019
Marcel Fratzscher, Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Tobias Stoehr
DIW Berlin, German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and Kiel Institute for the World Economy
Downloads 257 (123,697)
Citation 2

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Foreign exchange intervention, Currency risk, Carry, Momentum, Value

24.

Asset Prices, Exchange Rates and the Current Account

Downloads 249 (127,784)
Citation 22

Asset Prices, Exchange Rates and the Current Account

ECB Working Paper No. 790
Number of pages: 48 Posted: 10 Aug 2007
Marcel Fratzscher, Lucio Sarno and Luciana Juvenal
DIW Berlin, University of Cambridge - Judge Business School and University of Warwick - Department of Economics
Downloads 194 (162,222)

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current account, global imbalances, exchange rates, Bayesian VAR, sign restrictions

Asset Prices, Exchange Rates and the Current Account

FRB of St. Louis Working Paper No. 2008-031B
Number of pages: 36 Posted: 27 Aug 2008 Last Revised: 20 May 2009
Marcel Fratzscher, Luciana Juvenal and Lucio Sarno
DIW Berlin, University of Warwick - Department of Economics and University of Cambridge - Judge Business School
Downloads 52 (402,477)
Citation 1

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current account, global imbalances, exchange rates, Bayesian VAR, sign restrictions

Asset Prices, Exchange Rates and the Current Account

CEPR Discussion Paper No. DP7614
Number of pages: 36 Posted: 11 Jan 2010
Marcel Fratzscher, Luciana Juvenal and Lucio Sarno
DIW Berlin, Federal Reserve Bank of Saint Louis and University of Cambridge - Judge Business School
Downloads 3 (683,726)
Citation 3
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Bayesian VAR, current account, exchange rates, global imbalances

25.

The Euro Bloc, the Dollar Bloc and the Yen Bloc: How Much Monetary Policy Independence Can Exchange Rate Flexibility Buy in an Interdependent World?

ECB Working Paper No. 154
Number of pages: 44 Posted: 14 May 2003
Marcel Fratzscher
DIW Berlin
Downloads 246 (129,358)

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Exchange rate regime, monetary policy, international transmission, GARCH, error correction model

26.

Exchange Rates and Fundamentals: New Evidence from Real-Time Data

ECB Working Paper No. 365
Number of pages: 47 Posted: 01 Dec 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 243 (130,960)
Citation 1

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exchange rates, fundamentals, announcements, news, real-time data, United States, euro area, interdependence, US dollar euro, EMU

27.

The Transmission of Emerging Market Shocks to Global Equity Markets

Downloads 229 (138,824)
Citation 3

The Transmission of Emerging Market Shocks to Global Equity Markets

ECB Working Paper No. 724
Number of pages: 43 Posted: 06 Feb 2007
Lucía Cuadro Sáez, Marcel Fratzscher and Christian Thimann
Banco de España, DIW Berlin and AXA Group
Downloads 161 (191,495)

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global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States

The Transmission of Emerging Market Shocks to Global Equity Markets

Banco de España Research Paper No. WP-0727
Number of pages: 35 Posted: 12 Oct 2007
Lucía Cuadro Sáez, Marcel Fratzscher and Christian Thimann
Banco de España, DIW Berlin and AXA Group
Downloads 68 (351,327)
Citation 3

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global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States

28.

What Explains Global Exchange Rate Movements during the Financial Crisis

ECB Working Paper No. 1060
Number of pages: 44 Posted: 08 Jun 2009
Marcel Fratzscher
DIW Berlin
Downloads 220 (144,333)
Citation 3

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Financial crisis, exchange rates, global imbalances, shocks, United States, US dollar, transmission channels

29.

Global Financial Transmission of Monetary Policy Shocks

Downloads 219 (144,960)
Citation 44

Global Financial Transmission of Monetary Policy Shocks

ECB Working Paper No. 616, CESifo Working Paper Series No. 1710
Number of pages: 56 Posted: 05 May 2006
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 215 (147,112)
Citation 18

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global financial markets, monetary policy, transmission, financial integration, United States, advanced economies, emerging market economies

Global Financial Transmission of Monetary Policy Shocks

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 6, pp. 739-759, December 2009
Number of pages: 21 Posted: 20 Oct 2009
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 4 (674,944)
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30.

Interdependence between the Euro Area and the Us: What Role for Emu?

ECB Working Paper No. 200; EFA 2003 Annual Conference Paper
Number of pages: 54 Posted: 04 Feb 2003
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 216 (146,804)
Citation 1

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Interdependence, announcements, money markets, real-time data, euro area

31.

How Should Central Banks Communicate?

ECB Working Paper No. 557
Number of pages: 46 Posted: 05 Dec 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 206 (153,524)

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communication, monetary policy, committee, effectiveness, economic outlook, Federal Reserve, Bank of England, European Central Bank

32.

Transparency, Disclosure and the Federal Reserve

ECB Working Paper No. 457
Number of pages: 45 Posted: 11 May 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 204 (154,923)
Citation 2

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transparency; monetary policy; announcements; communication; disclosure

33.

Risk Sharing, Finance and Institutions in International Portfolios

Downloads 180 (173,763)
Citation 20

Risk Sharing, Finance and Institutions in International Portfolios

ECB Working Paper No. 826
Number of pages: 39 Posted: 31 Oct 2007
Marcel Fratzscher and Jean M. Imbs
DIW Berlin and Paris School of Economics (PSE)
Downloads 101 (275,175)

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Risk sharing, Diversification, Portfolio Choice, Financial Integration, Cross-Border Investment

Risk Sharing, Finance and Institutions in International Portfolios

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 10 Dec 2008
Jean M. Imbs and Marcel Fratzscher
Paris School of Economics (PSE) and DIW Berlin
Downloads 77 (327,115)
Citation 1

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Risk sharing, Diversification, Portfolio Choice, Financial Integration, Cross-Border Investment

Risk Sharing, Finance and Institutions in International Portfolios

CEPR Discussion Paper No. DP6496
Number of pages: 41 Posted: 02 Jun 2008
Marcel Fratzscher and Jean M. Imbs
DIW Berlin and Paris School of Economics (PSE)
Downloads 2 (694,512)
Citation 4
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Cross-Border Investment, Diversification, Financial Integration, Portfolio Choice, Risk sharing

34.

Explaining Monetary Policy in Press Conferences

ECB Working Paper No. 767
Number of pages: 43 Posted: 28 Jun 2007
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 173 (179,932)
Citation 19

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Monetary policy, financial markets, real-time analysis, press conference, communication, European Central Bank

35.

How Successful are Exchange Rate Communication and Interventions? Evidence from Time-Series and Event-Study Approaches

ECB Working Paper No. 528
Number of pages: 60 Posted: 19 Oct 2005
Marcel Fratzscher
DIW Berlin
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communication, exchange rate, intervention, policy, time-series analysis

36.

Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States

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Citation 52

Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States

ECB Working Paper No. 342
Number of pages: 52 Posted: 25 Aug 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 79 (322,183)
Citation 1

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interdependence, announcements, news, money markets, real-time data, United States, euro area

Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States

FRB International Finance Discussion Paper No. 800
Number of pages: 40 Posted: 29 May 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 71 (342,985)
Citation 15

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Interdependence, announcements, news, money markets, real-time data, United States, euro area

Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States

Economic Journal, Vol. 115, No. 506, pp. 928-948, October 2005
Number of pages: 21 Posted: 06 Dec 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
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37.

The Pecking Order of Cross-Border Investment

ECB Working Paper No. 590
Number of pages: 54 Posted: 21 Mar 2006
Christian Daude and Marcel Fratzscher
Inter-American Development Bank (IADB) and DIW Berlin
Downloads 153 (199,827)
Citation 22

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Foreign investment, pecking order, capital flows, information frictions, institutions, home bias, gravity

38.

Central Bank Communication on Financial Stability

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Citation 29

Central Bank Communication on Financial Stability

ECB Working Paper No. 1332
Number of pages: 38 Posted: 25 Apr 2011
Benjamin Born, Michael Ehrmann and Marcel Fratzscher
Frankfurt School of Finance & Management gemeinnützige GmbH, European Central Bank (ECB) and DIW Berlin
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central bank, financial stability, communication, event study

Central Bank Communication on Financial Stability

National Bank of Poland Working Paper No. 93
Number of pages: 39 Posted: 15 Sep 2011 Last Revised: 08 Jul 2016
Benjamin Born, Michael Ehrmann and Marcel Fratzscher
Frankfurt School of Finance & Management gemeinnützige GmbH, European Central Bank (ECB) and DIW Berlin
Downloads 67 (354,202)
Citation 14

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central bank, financial stability, communication, event study

Central Bank Communication on Financial Stability

The Economic Journal, Vol. 124, Issue 577, pp. 701-734, 2014
Number of pages: 34 Posted: 17 Jun 2014
Benjamin Born, Michael Ehrmann and Marcel Fratzscher
Frankfurt School of Finance & Management gemeinnützige GmbH, European Central Bank (ECB) and DIW Berlin
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Citation 5
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39.

Monetary Policy in the Media

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Citation 12

Monetary Policy in the Media

ECB Working Paper No. 679
Number of pages: 55 Posted: 10 Oct 2006
Helge Berger, Michael Ehrmann and Marcel Fratzscher
Free University Berlin - Department of Economics, European Central Bank (ECB) and DIW Berlin
Downloads 146 (208,198)

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monetary policy, ECB, communication, media, press, coverage, transparency, accountability

Monetary Policy in the Media

CEPR Discussion Paper No. DP8192
Number of pages: 27 Posted: 31 Jan 2011
Helge Berger, Michael Ehrmann and Marcel Fratzscher
Free University Berlin - Department of Economics, European Central Bank (ECB) and DIW Berlin
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communication, coverage, ECB, media, monetary policy, press

40.

Convergence and Anchoring of Yield Curves in the Euro Area

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Citation 50

Convergence and Anchoring of Yield Curves in the Euro Area

ECB Working Paper No. 817
Number of pages: 52 Posted: 19 Oct 2007
Michael Ehrmann, Marcel Fratzscher, Refet S. Gürkaynak and Eric T. Swanson
European Central Bank (ECB), DIW Berlin, Bilkent University - Department of Economics and University of California, Irvine - Department of Economics
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bond markets, euro area, EMU, convergence, anchoring, credibility, monetary policy

Convergence and Anchoring of Yield Curves in the Euro Area

FRB of San Francisco Working Paper No. 2007-24
Number of pages: 46 Posted: 02 Nov 2007
Michael Ehrmann, Marcel Fratzscher, Refet S. Gürkaynak and Eric T. Swanson
European Central Bank (ECB), DIW Berlin, Bilkent University - Department of Economics and University of California, Irvine - Department of Economics
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Citation 25

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bond markets, euro area, EMU; convergence, anchoring, credibility

Convergence and Anchoring of Yield Curves in the Euro Area

CEPR Discussion Paper No. DP6456
Number of pages: 48 Posted: 30 May 2008
Michael Ehrmann, Marcel Fratzscher, Refet S. Gürkaynak and Eric T. Swanson
European Central Bank (ECB), DIW Berlin, Bilkent University - Department of Economics and University of California, Irvine - Department of Economics
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Citation 4
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anchoring, bond markets, convergence, credibility, EMU, euro area, monetary policy

41.

IMF Surveillance and Financial Markets - A Political Economy Analysis

CESifo Working Paper Series No. 3089
Number of pages: 40 Posted: 20 Jun 2010
Marcel Fratzscher and Julien P. M. Reynaud
DIW Berlin and International Monetary Fund (IMF)
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IMF, surveillance, political economy, sovereign spreads, financial markets, emerging market economies

42.

Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography

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Citation 4

Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography

ECB Working Paper No. 578
Number of pages: 49 Posted: 17 Jan 2006
Michael Ehrmann, Marcel Fratzscher and Helge Berger
European Central Bank (ECB), DIW Berlin and Free University Berlin - Department of Economics
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monetary policy, ECB, forecast, geography, history, heterogeneity, Taylor rule, learning, transmission, survey data, communication

Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography

IMF Working Paper No. 06/41
Number of pages: 42 Posted: 23 Mar 2006
Helge Berger, Michael Ehrmann and Marcel Fratzscher
Free University Berlin - Department of Economics, European Central Bank (ECB) and DIW Berlin
Downloads 61 (372,272)

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monetary policy, ECB, forecast, geography, history, heterogeneity, Taylor rule, learning, transmission, survey data, communication

43.

Communication and Exchange Rate Policy

ECB Working Paper No. 363
Number of pages: 44 Posted: 01 Dec 2004
Marcel Fratzscher
DIW Berlin
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Citation 2

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communication, exchange rate, intervention, policy, United States, euro area, Japan

44.

Capital Controls and Foreign Exchange Policy

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Citation 9

Capital Controls and Foreign Exchange Policy

ECB Working Paper No. 1415
Number of pages: 44 Posted: 06 Feb 2012
Marcel Fratzscher
DIW Berlin
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capital controls, capital flows, exchange rates, financial stability, economic policy, G20

Capital Controls and Foreign Exchange Policy

CEPR Discussion Paper No. DP8788
Number of pages: 43 Posted: 31 Jan 2012
Marcel Fratzscher
DIW Berlin
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capital controls, capital flows, economic policy, exchange rates, financial stability, G20

45.

China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System

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Citation 27

China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System

ECB Working Paper No. 1392
Number of pages: 46 Posted: 05 Nov 2011
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
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International monetary system, exchange rates, tri-polarity, China, renminbi, US dollar, euro, German dominance hypothesis

China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System

CEPR Discussion Paper No. DP8671
Number of pages: 42 Posted: 22 Dec 2011
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
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Citation 3
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China, euro, exchange rates, German dominance hypothesis, International monetary system, renminbi, tri-polarity, US dollar

China's Dominance Hypothesis and the Emergence of a Tri‐Polar Global Currency System

The Economic Journal, Vol. 124, Issue 581, pp. 1343-1370, 2014
Number of pages: 28 Posted: 10 Dec 2014
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
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46.

The Global Crisis and Equity Market Contagion

DIW Berlin Discussion Paper No. 1352, Columbia Business School Research Paper No. 14-26
Number of pages: 64 Posted: 30 Jan 2014 Last Revised: 15 Sep 2014
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 108 (260,963)
Citation 26

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contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

47.

Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis

Downloads 107 (262,700)

Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis

Number of pages: 46 Posted: 16 Mar 2012
Marcel Fratzscher and Alexander Chudik
DIW Berlin and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 104 (269,631)
Citation 2

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global financial crisis, sovereign debt crisis, liquidity, risk, capital flows, transmission, high dimensional VARs, advanced economies, emerging market economies

Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis

CEPR Discussion Paper No. DP8787
Number of pages: 46 Posted: 31 Jan 2012
Alexander Chudik and Marcel Fratzscher
Federal Reserve Banks - Federal Reserve Bank of Dallas and DIW Berlin
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advanced economies, capital flows, emerging market economies, global financial crisis, high dimensional VARs, liquidity, risk, sovereign debt crisis, transmission

48.

Capital Flows, Push versus Pull Factors and the Global Financial Crisis

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Citation 142

Capital Flows, Push versus Pull Factors and the Global Financial Crisis

ECB Working Paper No. 1364
Number of pages: 54 Posted: 29 Jul 2011
Marcel Fratzscher
DIW Berlin
Downloads 72 (340,190)
Citation 2

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capital flows, factor model, common shocks, liquidity, risk, push factors, pull factors, emerging markets, advanced economies

Capital Flows, Push Versus Pull Factors and the Global Financial Crisis

NBER Working Paper No. w17357
Number of pages: 49 Posted: 29 Aug 2011
Marcel Fratzscher
DIW Berlin
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Capital Flows, Push Versus Pull Factors and the Global Financial Crisis

CEPR Discussion Paper No. DP8496
Number of pages: 51 Posted: 28 Jul 2011
Marcel Fratzscher
DIW Berlin
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Citation 20
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advanced economies, capital flows, common shocks, emerging markets, factor model, liquidity, pull factors, push factors, risk

49.

Social Value of Public Information - Testing the Limits to Transparency

ECB Working Paper No. 821
Number of pages: 42 Posted: 01 Nov 2007
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 103 (269,758)
Citation 2

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Communication, transparency, monetary policy, predictability

50.

The Timing of Central Bank Communication

ECB Working Paper No. 565
Number of pages: 34 Posted: 29 Dec 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
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Citation 10

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communication, central bank, monetary policy, timing

51.

The Political Economy Under Monetary Union: Has the Euro Made a Difference?

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Citation 5

The Political Economy Under Monetary Union: Has the Euro Made a Difference?

ECB Working Paper No. 956
Number of pages: 48 Posted: 20 Nov 2008
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
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EMU, political economy, political news, monetary policy, fiscal policy, stock markets, transmission

The Political Economy Under Monetary Union: Has the Euro Made a Difference?

Economic Policy, Vol. 24, Issue 58, pp. 307-348, April 2009
Number of pages: 42 Posted: 27 Apr 2009
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
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Citation 2
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52.

The Role of Central Bank Transparency for Guiding Private Sector Forecasts

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Citation 16

The Role of Central Bank Transparency for Guiding Private Sector Forecasts

ECB Working Paper No. 1146
Number of pages: 44 Posted: 26 Jan 2010
Michael Ehrmann, Sylvester C. W. Eijffinger and Marcel Fratzscher
European Central Bank (ECB), Tilburg University (CentER) - Department of Economics and DIW Berlin
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central banking, transparency, disagreement, survey expectations, monetary policy, inflation targeting, central bank communication, forecasting

The Role of Central Bank Transparency for Guiding Private Sector Forecasts

CEPR Discussion Paper No. DP7585
Number of pages: 41 Posted: 11 Jan 2010
Michael Ehrmann, Sylvester C. W. Eijffinger and Marcel Fratzscher
European Central Bank (ECB), Tilburg University (CentER) - Department of Economics and DIW Berlin
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Citation 1
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central bank communication, central banking, disagreement, forecasting, inflation targeting, monetary policy, survey expectations, transparency

The Role of Central Bank Transparency for Guiding Private Sector Forecasts

The Scandinavian Journal of Economics, Vol. 114, Issue 3, pp. 1018-1052, 2012
Number of pages: 35 Posted: 23 Aug 2012
Michael Ehrmann, Sylvester C. W. Eijffinger and Marcel Fratzscher
European Central Bank (ECB), Tilburg University (CentER) - Department of Economics and DIW Berlin
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Central bank communication, disagreement, inflation targeting, monetary policy, survey expectations

53.

Geography or Skills: What Explains Fed Watchers' Forecast Accuracy of Us Monetary Policy?

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Citation 3

Geography or Skills: What Explains Fed Watchers' Forecast Accuracy of Us Monetary Policy?

ECB Working Paper No. 695
Number of pages: 40 Posted: 07 Dec 2006
Helge Berger, Michael Ehrmann and Marcel Fratzscher
Free University Berlin - Department of Economics, European Central Bank (ECB) and DIW Berlin
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monetary policy, forecast; Federal Reserve, FOMC, geography, skills, heterogeneity, survey data, communication, United States

Geography or Skills: What Explains Fed Watchers' Forecast Accuracy of US Monetary Policy?

AFA 2008 New Orleans Meetings Paper
Number of pages: 32 Posted: 12 Feb 2007
Helge Berger, Michael Ehrmann and Marcel Fratzscher
Free University Berlin - Department of Economics, European Central Bank (ECB) and DIW Berlin
Downloads 37 (463,250)
Citation 3

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monetary policy, forecast, Federal Reserve, FOMC, geography, skills, heterogeneity, survey data, communication, United States

54.

Euro Area Government Bonds: Integration and Fragmentation During the Sovereign Debt Crisis

DIW Berlin Discussion Paper No. 1479
Number of pages: 37 Posted: 08 May 2015
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 83 (309,871)
Citation 3

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Sovereign debt, European crisis, integration, fragmentation, contagion, policy, ECB, high-frequency data, identification

55.

Asset Prices and Current Account Fluctuations in G7 Economies

ECB Working Paper No. 1014
Number of pages: 38 Posted: 06 Mar 2009
Marcel Fratzscher and Roland Straub
DIW Berlin and European Central Bank (ECB)
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asset prices, current account, identification, Bayesian VAR, financial markets, industrialized economies

56.

US Shocks and Global Exchange Rate Configurations

Downloads 82 (312,129)
Citation 4

US Shocks and Global Exchange Rate Configurations

ECB Working Paper No. 835
Number of pages: 60 Posted: 06 Dec 2007
Marcel Fratzscher
DIW Berlin
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Exchange rate, US dollar, cross-rates, shocks, heterogeneity, global distribution, transmission channels.

US Shocks and Global Exchange Rate Configurations

Economic Policy, Vol. 23, Issue 54, pp. 363-409, April 2008
Number of pages: 46 Posted: 19 Mar 2008
Marcel Fratzscher
DIW Berlin
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57.

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

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Citation 90

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

ECB Working Paper No. 1625
Number of pages: 41 Posted: 04 Jan 2014
John Beirne and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
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Sovereign risk, contagion, sovereign debt crisis, bond spreads, CDS spreads, ratings

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

CEPR Discussion Paper No. DP9249
Number of pages: 38 Posted: 01 Feb 2013
John Beirne and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
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Citation 6
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bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk

58.

Does it Pay to Have the Euro? Italy's Troubled Politics and Financial Markets Under the Lira and the Euro

Second Singapore International Conference on Finance 2008
Number of pages: 42 Posted: 13 Feb 2008
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
Downloads 80 (316,747)

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Euro; Italy, political economy, exchange rates, asset prices, financial markets, shocks

59.

Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model

Downloads 78 (321,452)
Citation 47

Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model

ECB Working Paper No. 1285
Number of pages: 37 Posted: 11 Jan 2011
Alexander Chudik and Marcel Fratzscher
Federal Reserve Banks - Federal Reserve Bank of Dallas and DIW Berlin
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Liquidity, risk, financial crisis, global transmission, global VAR (GVAR), shocks, modelling, US, advanced economies, emerging market economies

Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model

CEPR Discussion Paper No. DP8093
Number of pages: 33 Posted: 29 Nov 2010
Alexander Chudik and Marcel Fratzscher
Federal Reserve Banks - Federal Reserve Bank of Dallas and DIW Berlin
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Citation 3
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advanced economies, emerging market economies, financial crisis, global transmission, global VAR (GVAR), Liquidity, risk, shocks, US

60.

Monetary Policy Shocks and Portfolio Choice

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Citation 4

Monetary Policy Shocks and Portfolio Choice

ECB Working Paper No. 1122
Number of pages: 50 Posted: 09 Dec 2009
Marcel Fratzscher, Christian Saborowski and Roland Straub
DIW Berlin, International Monetary Fund (IMF) and European Central Bank (ECB)
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monetary policy, trade balance, capital flows, portfolio choice, asset prices, United States, vector auto regressions, sign restrictions

Monetary Policy Shocks and Portfolio Choice

CEPR Discussion Paper No. DP8099
Number of pages: 44 Posted: 29 Nov 2010
Marcel Fratzscher, Christian Saborowski and Roland Straub
DIW Berlin, International Monetary Fund (IMF) and European Central Bank (ECB)
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Citation 1
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asset prices, capital flows, monetary policy, portfolio choice, sign restrictions, trade balance, United States, vector autoregressions

61.

Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

Downloads 68 (347,171)
Citation 11

Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

DIW Berlin Discussion Paper No. 1448
Number of pages: 51 Posted: 11 Feb 2015
Marcel Fratzscher and Malte Rieth
DIW Berlin and German Institute for Economic Research (DIW Berlin)
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Citation 15

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Credit risk, banks, sovereigns, monetary policy, bank bailout, heteroscedasticity, spillovers

Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

CEPR Discussion Paper No. DP10370
Number of pages: 51 Posted: 02 Feb 2015
Marcel Fratzscher and Malte Hendrik Rieth
DIW Berlin and University of Dortmund - Department of Economics
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bank bailout, banks, credit risk, heteroscedasticity, monetary policy, sovereigns, spillovers

62.

Does it Pay to Have the Euro? Italy's Politics and Financial Markets under the Lira and the Euro

ECB Working Paper No. 1064
Number of pages: 43 Posted: 16 Jun 2009
Marcel Fratzscher and Livio Stracca
DIW Berlin and European Central Bank (ECB)
Downloads 61 (367,224)

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Euro, Italy, political economy, exchange rates, asset prices, financial markets, shocks

63.

Purdah: On the Rationale for Central Bank Silence Around Policy Meetings

ECB Working Paper No. 868
Number of pages: 39 Posted: 26 Feb 2008
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 58 (376,322)
Citation 3

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Purdah, communication, transparency, monetary policy, interest rates, effectiveness, Federal Reserve

64.

Do China and Oil Exporters Influence Major Currency Configurations?

ECB Working Paper No. 973
Number of pages: 47 Posted: 23 Dec 2008
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
Downloads 52 (395,923)

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communication, exchange rate regime, reserves, euro, dollar, emerging economies

65.

How Successful is the G7 in Managing Exchange Rates?

ECB Working Paper No. 952
Number of pages: 55 Posted: 20 Oct 2008
Marcel Fratzscher
DIW Berlin
Downloads 49 (406,286)
Citation 2

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Group of Seven, G7, exchange rate, communication, policy, adjustment, success, event-study methodology, US dollar, yen, euro

66.

Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis

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Citation 16

Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis

DIW Berlin Discussion Paper No. 1411
Number of pages: 42 Posted: 02 Oct 2014
Franziska Bremus and Marcel Fratzscher
German Institute for Economic Research (DIW Berlin) and DIW Berlin
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Citation 5

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Cross-border bank lending, financial integration, regulation, arbitrage, monetary policy, home bias

Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis

CEPR Discussion Paper No. DP10296
Number of pages: 41 Posted: 23 Jan 2015
Franziska Bremus and Marcel Fratzscher
German Institute for Economic Research (DIW Berlin) and DIW Berlin
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arbitrage, cross-border bank lending, financial integration, home bias, monetary policy, regulation

67.

Inflation Targeting as a Shock Absorber

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Citation 1

Inflation Targeting as a Shock Absorber

Banque de France Working Paper No. 655
Number of pages: 60 Posted: 03 Jan 2018
Marcel Fratzscher, Christoph Grosse Steffen and Malte Rieth
DIW Berlin, Banque de France and German Institute for Economic Research (DIW Berlin)
Downloads 32 (487,383)
Citation 1

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Monetary Policy, Central Banks, Monetary Regimes, Dynamic Effects

Inflation Targeting as a Shock Absorber

DIW Berlin Discussion Paper No. 1721
Number of pages: 53 Posted: 02 Mar 2018
Marcel Fratzscher, Christoph Grosse Steffen and Malte Rieth
DIW Berlin, Banque de France and German Institute for Economic Research (DIW Berlin)
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Monetary Policy, Central Banks, Monetary Regimes, Dynamic Effects

68.

Capital Flow Management Measures: What are They Good for?

NBER Working Paper No. w20860
Number of pages: 57 Posted: 20 Jan 2015 Last Revised: 02 Feb 2015
Kristin J. Forbes, Marcel Fratzscher and Roland Straub
Massachusetts Institute of Technology (MIT) - Sloan School of Management, DIW Berlin and European Central Bank (ECB)
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Citation 12

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69.

130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies

CEPR Discussion Paper No. DP8612
Number of pages: 55 Posted: 01 Nov 2011
Marcel Fratzscher, Arnaud Mehl and Isabel Vansteenkiste
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
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advanced economies, banking crises, currency crashes, exchange rates, fiscal vulnerability, foreign debt, reserve currencies, total debt level

70.

Macroprudential Policy and Central Bank Communication

CEPR Discussion Paper No. DP8094
Number of pages: 44 Posted: 29 Nov 2010
Benjamin Born, Michael Ehrmann and Marcel Fratzscher
Frankfurt School of Finance & Management gemeinnützige GmbH, European Central Bank (ECB) and DIW Berlin
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central bank, communication, economic policy, financial stability, macroprudential

71.

Politics and Monetary Policy

CEPR Discussion Paper No. DP8143
Number of pages: 44 Posted: 06 Dec 2010
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
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Citation 1
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delegation, European Central Bank, interest rates, monetary policy, time inconsistency

72.

Asset Prices, News Shocks and the Current Account

CEPR Discussion Paper No. DP8080
Number of pages: 52 Posted: 22 Nov 2010
Marcel Fratzscher and Roland Straub
DIW Berlin and European Central Bank (ECB)
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asset prices, Bayesian VAR, current account, financial markets, home bias, identification, news shocks, wealth effects

73.

Oral Interventions versus Actual Interventions in FX Markets - An Event-Study Approach

Economic Journal, Vol. 118, Issue 530, pp. 1079-1106, July 2008
Number of pages: 28 Posted: 18 Jun 2008
Marcel Fratzscher
DIW Berlin
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74.

Euro Area Government Bonds-Integration and Fragmentation During the Sovereign Debt Crisis

CEPR Discussion Paper No. DP10583
Number of pages: 37 Posted: 12 May 2015
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
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Citation 7
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contagion, ECB, European crisis, fragmentation, high-frequency data, identification, integration, policy, sovereign debt

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1.

The Transmission of Emerging Market Shocks to Global Equity Markets

ECB Working Paper No. 724
Number of pages: 43 Posted: 19 Feb 2007
Lucía Cuadro Sáez, Marcel Fratzscher and Christian Thimann
Banco de España, DIW Berlin and AXA Group
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Abstract:

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global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States