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

73

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1,093

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3,858

Scholarly Papers (73)

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1.

On the International Spillovers of US Quantitative Easing

Downloads 1,801 (16,020)
Citation 110

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 1,669 (17,748)
Citation 112

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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 132 (357,827)
Citation 45

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

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 1,740 (16,923)
Citation 27

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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 1,551 (20,178)
Citation 31

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 University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 1,226 (28,186)
Citation 2

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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 University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 104 (427,320)
Citation 3

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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 University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 90 (471,244)
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 University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 70 (548,390)
Citation 2

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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 Last Revised: 14 Apr 2023
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl
Columbia University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 56 (616,257)
Citation 6

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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 University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 5 (1,029,413)
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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

Number of pages: 67 Posted: 17 Jan 2003
Matthieu Bussière and Marcel Fratzscher
Banque de France and DIW Berlin
Downloads 1,185 (30,132)
Citation 16

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Currency crises, Early Warning System, crisis prediction

5.

Taking Stock: Monetary Policy Transmission to Equity Markets

Number of pages: 48 Posted: 22 Oct 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 1,092 (33,823)
Citation 11

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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 850 (48,062)
Citation 6

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 850 (47,371)
Citation 3

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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.

Oil Prices, Exchange Rates and Asset Prices

Downloads 821 (50,472)
Citation 17

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 576 (78,895)

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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 134 (353,743)
Citation 30

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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 111 (407,566)
Citation 3

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

8.

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

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 664 (66,775)
Citation 34

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

9.

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

Number of pages: 45 Posted: 03 Mar 2003
Marcel Fratzscher
DIW Berlin
Downloads 591 (77,368)
Citation 5

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

10.

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

Number of pages: 43 Posted: 10 Sep 2004
Marcel Fratzscher and Matthieu Bussière
DIW Berlin and Banque de France
Downloads 571 (80,716)
Citation 10

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

11.

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

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 571 (80,716)
Citation 9

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

12.

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

Downloads 538 (87,763)
Citation 369

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, 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 BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 314 (161,382)
Citation 65

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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 2022
Alan S. Blinder, Michael Ehrmann, Marcel Fratzscher, Jakob de Haan, 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 BusinessDe Nederlandsche Bank and De Nederlandsche Bank
Downloads 224 (227,792)

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13.

Systematic Intervention and Currency Risk Premia

Number of pages: 70 Posted: 13 Feb 2018 Last Revised: 08 Jan 2021
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 525 (89,642)
Citation 4

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

14.

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 466 (103,565)
Citation 28

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Current account, productivity, investment, budget deficit

15.

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Downloads 462 (104,657)
Citation 46

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 286 (177,036)
Citation 5

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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 176 (281,846)
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

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 36
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Foreign exchange intervention; exchange rate regimes; effectiveness measures; communication.

16.

The Scapegoat Theory of Exchange Rates: The First Tests

Downloads 460 (105,198)
Citation 176

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 175 (283,225)
Citation 6

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

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 110 (410,314)

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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 108 (415,782)
Citation 20

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scapegoat, exchange rates, economic fundamentals, survey data

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 64 (576,009)

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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 (1,046,372)
Citation 15
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economic fundamentals, exchange rates, order flow, scapegoat, survey data

17.

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 427 (114,742)

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

18.

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

Downloads 427 (115,374)
Citation 103

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 354 (140,951)

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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 2022
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 73 (544,054)
Citation 16

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19.

On Currency Crises and Contagion

Number of pages: 42 Posted: 20 Jan 2003
Marcel Fratzscher
DIW Berlin
Downloads 420 (117,022)

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

20.

Currency Mismatch, Uncertainty and Debt Maturity Structure

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 407 (121,340)
Citation 4

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

21.

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

Downloads 382 (130,863)
Citation 71

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 303 (167,093)

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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 48 (662,269)
Citation 26

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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: 30 Apr 2023
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 27 (815,259)

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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 (1,038,063)
Citation 16
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Brazil, capital controls, emerging markets, externalities, mutual funds, portfolio effects, signalling, spillovers

22.

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 337 (149,692)
Citation 8

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

23.

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 334 (151,113)
Citation 1

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

24.

Asset Prices, Exchange Rates and the Current Account

Downloads 299 (169,900)
Citation 25

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 217 (232,805)
Citation 1

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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 79 (510,980)
Citation 2

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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 (1,046,372)
Citation 5
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Bayesian VAR, current account, exchange rates, global imbalances

25.

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 298 (170,477)
Citation 22

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

26.

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

Number of pages: 56 Posted: 01 Jun 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 284 (179,305)
Citation 59

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

27.

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

Number of pages: 47 Posted: 01 Dec 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 283 (180,642)
Citation 22

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

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 278 (183,229)
Citation 15

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

29.

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

Number of pages: 44 Posted: 14 May 2003
Marcel Fratzscher
DIW Berlin
Downloads 276 (184,618)
Citation 6

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

30.

The Transmission of Emerging Market Shocks to Global Equity Markets

Downloads 263 (193,770)
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 177 (280,436)

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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 86 (485,045)
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

31.

Transparency, Disclosure and the Federal Reserve

Number of pages: 45 Posted: 11 May 2005
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 258 (197,481)
Citation 2

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transparency; monetary policy; announcements; communication; disclosure

32.

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
Downloads 250 (203,764)
Citation 10

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communication, exchange rate, intervention, policy, time-series analysis

33.

Central Bank Communication on Financial Stability

Downloads 249 (204,550)
Citation 31

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, European Central Bank (ECB) and DIW Berlin
Downloads 151 (321,326)
Citation 11

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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, European Central Bank (ECB) and DIW Berlin
Downloads 98 (445,519)
Citation 22

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central bank, financial stability, communication, event study

34.

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 243 (209,409)
Citation 23

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

35.

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

Number of pages: 54 Posted: 04 Feb 2003
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 242 (210,243)
Citation 1

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

36.

Capital Controls and Foreign Exchange Policy

Downloads 223 (227,536)
Citation 10

Capital Controls and Foreign Exchange Policy

ECB Working Paper No. 1415
Number of pages: 44 Posted: 06 Feb 2012
Marcel Fratzscher
DIW Berlin
Downloads 219 (230,849)

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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
Downloads 4 (1,038,063)
Citation 2
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capital controls, capital flows, economic policy, exchange rates, financial stability, G20

37.

Risk Sharing, Finance and Institutions in International Portfolios

Downloads 212 (238,531)
Citation 24

Risk Sharing, Finance and Institutions in International Portfolios

ECB Working Paper No. 826
Number of pages: 39 Posted: 31 Oct 2007
Marcel Fratzscher, Jean M. Imbs and Jean M. Imbs
DIW Berlin and Paris School of Economics (PSE)NYU Abu Dhabi
Downloads 118 (389,610)

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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, Jean M. Imbs and Marcel Fratzscher
Paris School of Economics (PSE)NYU Abu Dhabi and DIW Berlin
Downloads 92 (464,686)
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, Jean M. Imbs and Jean M. Imbs
DIW Berlin and Paris School of Economics (PSE)NYU Abu Dhabi
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Citation 4
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Cross-Border Investment, Diversification, Financial Integration, Portfolio Choice, Risk sharing

38.

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 University - Columbia Business School, Finance, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
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Citation 74

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

39.

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 183 (272,478)
Citation 26

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

40.

Convergence and Anchoring of Yield Curves in the Euro Area

Downloads 182 (273,731)
Citation 62

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
Downloads 111 (407,566)
Citation 11

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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 24

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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 6
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anchoring, bond markets, convergence, credibility, EMU, euro area, monetary policy

41.

Monetary Policy in the Media

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Citation 22

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 180 (276,260)

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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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Citation 7
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communication, coverage, ECB, media, monetary policy, press

42.

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

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Citation 215

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 103 (430,291)
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 Last Revised: 05 Jun 2023
Marcel Fratzscher
DIW Berlin
Downloads 70 (548,390)
Citation 76

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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 45
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advanced economies, capital flows, common shocks, emerging markets, factor model, liquidity, pull factors, push factors, risk

43.

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

Downloads 172 (287,604)
Citation 55

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

Number of pages: 52 Posted: 25 Aug 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 91 (468,000)
Citation 2

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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

Number of pages: 40 Posted: 29 May 2004
Michael Ehrmann and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 81 (503,338)
Citation 7

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

44.

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

Downloads 169 (291,928)
Citation 8

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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Citation 2

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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 80 (507,170)
Citation 1

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

45.

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, Julien P. M. Reynaud and Julien P. M. Reynaud
DIW Berlin and Université Paris I Panthéon-SorbonneInternational Monetary Fund (IMF)
Downloads 151 (320,940)
Citation 1

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IMF, surveillance, political economy, sovereign spreads, financial markets, emerging market economies

46.

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

Downloads 146 (329,748)
Citation 30

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)
Downloads 141 (339,724)

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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

47.

Communication and Exchange Rate Policy

Number of pages: 44 Posted: 01 Dec 2004
Marcel Fratzscher
DIW Berlin
Downloads 144 (333,420)
Citation 5

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

48.

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
Downloads 132 (356,758)
Citation 16

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communication, central bank, monetary policy, timing

49.

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 130 (360,974)
Citation 4

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

50.

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 130 (360,974)
Citation 2

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Communication, transparency, monetary policy, predictability

51.

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

Downloads 127 (367,289)
Citation 1

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 124 (375,310)
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

52.

Monetary Policy Shocks and Portfolio Choice

Downloads 122 (378,479)
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)
Downloads 121 (382,473)
Citation 3

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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

53.

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

Downloads 120 (385,476)
Citation 6

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
Downloads 64 (576,009)
Citation 2

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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 56 (621,671)
Citation 3

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

54.

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

Downloads 112 (402,734)
Citation 116

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
Downloads 103 (430,291)

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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 32
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bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk

55.

Inflation Targeting as a Shock Absorber

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Citation 9

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 71 (544,054)
Citation 2

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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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Citation 8

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Monetary Policy, Central Banks, Monetary Regimes, Dynamic Effects

56.

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)
Downloads 108 (413,388)

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EMU, political economy, political news, monetary policy, fiscal policy, stock markets, transmission

57.

The Role of Central Bank Transparency for Guiding Private Sector Forecasts

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Citation 18

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
Downloads 100 (439,427)
Citation 4

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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 3
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central bank communication, central banking, disagreement, forecasting, inflation targeting, monetary policy, survey expectations, transparency

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 101 (433,476)

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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 100 (436,419)
Citation 59

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
Downloads 98 (445,519)

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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 8
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advanced economies, emerging market economies, financial crisis, global transmission, global VAR (GVAR), Liquidity, risk, shocks, US

60.

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)
Downloads 97 (445,283)
Citation 2

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asset prices, current account, identification, Bayesian VAR, financial markets, industrialized economies

61.

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 91 (464,046)

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

62.

US Shocks and Global Exchange Rate Configurations

ECB Working Paper No. 835
Number of pages: 60 Posted: 06 Dec 2007
Marcel Fratzscher
DIW Berlin
Downloads 82 (494,504)

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Exchange rate, US dollar, cross-rates, shocks, heterogeneity, global distribution, transmission channels.

63.

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

Downloads 78 (509,225)
Citation 26

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)
Downloads 78 (514,962)
Citation 17

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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

64.

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 78 (509,225)
Citation 7

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

65.

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 70 (541,094)

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

66.

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 60 (585,544)
Citation 2

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

67.

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

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Citation 25

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
Downloads 54 (627,245)
Citation 6

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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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Citation 15
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arbitrage, cross-border bank lending, financial integration, home bias, monetary policy, regulation

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 Jul 2023
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 24 (815,945)
Citation 42

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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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Citation 2
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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, European Central Bank (ECB) and DIW Berlin
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Citation 1
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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 7
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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.

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 10
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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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global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States