-
1by Fratzscher, Marcel Published in Journal of international economics (01.11.2012)“...The causes of the 2008 collapse and subsequent surge in global capital flows remain an open and highly controversial issue. Employing a factor model coupled...”
-
2by Fratzscher, Marcel“...“The new economic miracle,” “role model for Europe,” and “beacon of stability”—these and similar euphoric headlines in Germany about the nation and its economy...”
31.05.2018
-
3by Beirne, John Fratzscher, Marcel Published in Journal of international money and finance (01.04.2013)“...The paper analyses the drivers of sovereign risk for 31 advanced and emerging economies during the European sovereign debt crisis. It shows that a...”
-
4by GEERT BEKAERT MICHAEL EHRMANN MARCEL FRATZSCHER ARNAUD MEHL Published in The Journal of finance (New York) (01.12.2014)“...We analyze the transmission of the 2007 to 2009 financial crisis to 415 country-industry equity portfolios. We use a factor model to predict crisis returns,...”
-
5
-
6by Fratzscher, Marcel Lo Duca, Marco Straub, Roland Published in The Economic journal (London) (01.02.2018)“...This article analyses the effects of the Federal Reserve's quantitative easing (QE) on global portfolio flows, differentiating across recipient region of the...”
-
7by Fratzscher, Marcel Published in Inter economics (2018)“...Germany’s social contract, its “social market economy” for the past seven decades, has aimed at spreading wealth and providing a broad social safety net for...”
-
8by Marcel Fratzscher Published in The Economic journal (London) (01.07.2008)“...The article assesses whether exchange rate communication -- or oral intervention -- has been an effective policy tool for monetary authorities to influence...”
-
9by Fratzscher, Marcel Published in Journal of international money and finance (2009)“...A striking and unexpected feature of the financial crisis has been the sharp appreciation of the US dollar against virtually all currencies globally. The paper...”
-
10“...This study assesses whether the international monetary system is already tri-polar by testing what we call China's 'dominance hypothesis', i.e. whether the...”
-
11by MICHAEL EHRMANN MARCEL FRATZSCHER ROBERTO RIGOBON Published in Journal of applied econometrics (Chichester, England) (01.09.2011)“...Understanding the complexity of the financial transmission process across various assets—domestically as well as within and across asset classes—requires the...”
-
12by Bremus, Franziska Fratzscher, Marcel Published in Journal of international money and finance (01.04.2015)“...The paper analyzes the effects of changes to regulatory policy and to monetary policy on cross-border bank lending since the global financial crisis...”
-
13“...The paper assesses the communication strategies of the Federal Reserve, the Bank of England, and the European Central Bank and their effectiveness. We find...”
-
14“...Is there a pecking order of cross-border investment in that countries become financially integrated through some types of investment rather than others? Using...”
-
15by Benjamin Born Michael Ehrmann Marcel Fratzscher Published in The Economic journal (London) (01.06.2014)“...Central banks regularly communicate about financial stability issues. This article asks how such communications affect financial markets, based on a unique...”
-
16“...The paper analyses and compares the role that the tightening in liquidity conditions and the collapse in risk appetite played for the global transmission of...”
-
17by Bussiere, Matthieu Fratzscher, Marcel Published in Journal of international money and finance (2006)“...This paper develops a new early warning system (EWS) model, based on a multinomial logit model, for predicting financial crises. It is shown that commonly used...”
-
18“...This paper assesses the financial market impact of ECB unconventional monetary policy between 2007 and 2012. The paper looks at a broad range of asset prices...”
-
19
-
20by Fratzscher, Marcel Published in Journal of macroeconomics (2008)“...Monetary authorities in the G3 economies have shifted in recent years towards communication as their primary policy tool to influence exchange rates. The paper...”