Marcel Fratzscher

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

Year: 2005
Journal: Journal of Applied Econometrics
Authors: Michael Ehrmann; Marcel Fratzscher; Roberto Rigobon

Convergence and Anchoring of Yield Curves in the Euro Area

Year: 2007
Journal: Review of Economics and Statistics
Authors: Michael Ehrmann; Marcel Fratzscher; Refet S. Gürkaynak; Eric T. Swanson

Risk Sharing, Finance and Institutions in International Portfolios

Year: 2007
Journal: Journal of Financial Economics
Authors: Marcel Fratzscher; Jean Imbs

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

Year: 2008
Journal: Journal of Economic Literature
Authors: Alan S. Blinder; Michael Ehrmann; Marcel Fratzscher; Jakob de Haan; Davidjan Jansen

The Role of Central Bank Transparency for Guiding Private Sector Forecasts

Year: 2009
Journal: Scandinavian Journal of Economics
Authors: Michael Ehrmann; Sylvester C. W. Eijffinger; Marcel Fratzscher

Asset Prices, Exchange Rates and the Current Account

Year: 2009
Journal: European Economic Review
Authors: Marcel Fratzscher; Luciana Juvenal; Lucio Sarno

Asset Prices, News Shocks and the Current Account

Year: 2010
Journal: No Journal Matched
Authors: Marcel Fratzscher; Roland Straub

Politics and Monetary Policy

Year: 2010
Journal: Review of Economics and Statistics
Authors: Michael Ehrmann; Marcel Fratzscher

Monetary Policy Shocks and Portfolio Choice

Year: 2010
Journal: No Journal Matched
Authors: Marcel Fratzscher; Christian Saborowski; Roland Straub

Macroprudential Policy and Central Bank Communication

Year: 2010
Journal: No Journal Matched
Authors: Benjamin Born; Michael Ehrmann; Marcel Fratzscher

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

Year: 2010
Journal: No Journal Matched
Authors: Alexander Chudik; Marcel Fratzscher

Global Crises and Equity Market Contagion

Year: 2011
Journal: Journal of Finance
Authors: Geert Bekaert; Michael Ehrmann; Marcel Fratzscher; Arnaud J. Mehl

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

Year: 2011
Journal: Journal of International Economics
Authors: Marcel Fratzscher

Monetary Policy in the Media

Year: 2011
Journal: Journal of Money, Credit and Banking
Authors: Helge Berger; Michael Ehrmann; Marcel Fratzscher

Global Crises and Equity Market Contagion

Year: 2011
Journal: No Journal Matched
Authors: Geert Bekaert; Michael Ehrmann; Marcel Fratzscher; Arnaud Mehl

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

Year: 2011
Journal: Journal of International Economics
Authors: Marcel Fratzscher

130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies

Year: 2011
Journal: IMF Economic Review
Authors: Marcel Fratzscher; Arnaud Mehl; Isabel Vansteenkiste

China's Dominance Hypothesis and the Emergence of a Tripolar Global Currency System

Year: 2011
Journal: Economic Journal
Authors: Marcel Fratzscher; Arnaud Mehl

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

Year: 2012
Journal: No Journal Matched
Authors: Alexander Chudik; Marcel Fratzscher

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

Year: 2012
Journal: Journal of International Economics
Authors: Kristin Forbes; Marcel Fratzscher; Thomas Kostka; Roland Straub

A Global Monetary Tsunami on the Spillovers of US Quantitative Easing

Year: 2012
Journal: No Journal Matched
Authors: Marcel Fratzscher; Marco Lo Duca; Roland Straub

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

Year: 2012
Journal: Journal of International Money and Finance
Authors: John Beirne; Marcel Fratzscher

Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls

Year: 2012
Journal: Journal of International Economics
Authors: Kristin Forbes; Marcel Fratzscher; Thomas Kostka; Roland Straub

Capital Controls and Foreign Exchange Policy

Year: 2012
Journal: No Journal Matched
Authors: Marcel Fratzscher

The Scapegoat Theory of Exchange Rates: The First Tests

Year: 2012
Journal: Journal of Monetary Economics
Authors: Marcel Fratzscher; Lucio Sarno; Gabriele Zinna

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

Year: 2014
Journal: No Journal Matched
Authors: Kristin Forbes; Marcel Fratzscher; Roland Straub

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

Year: 2014
Journal: No Journal Matched
Authors: Franziska Bremus; Marcel Fratzscher

Capital Flow Management Measures: What Are They Good For?

Year: 2015
Journal: Journal of International Economics
Authors: Kristin Forbes; Marcel Fratzscher; Roland Straub

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

Year: 2015
Journal: No Journal Matched
Authors: Marcel Fratzscher; Malte Rieth

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

Year: 2015
Journal: No Journal Matched
Authors: Michael Ehrmann; Marcel Fratzscher

When is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Year: 2017
Journal: No Journal Matched
Authors: Marcel Fratzscher; Oliver Gloede; Lukas Menkhoff; Lucio Sarno; Tobias Sthr

Foreign Exchange Intervention: A New Database

Year: 2022
Journal: IMF Economic Review
Authors: Marcel Fratzscher; Tobias Heidland; Lukas Menkhoff; Lucio Sarno; Maik Schmeling