Marcel Fratzscher
Personal Details
First Name: Marcel
Middle Name:
Last Name: Fratzscher
Suffix:
RePEc Short-ID: pfr34
Email:
Homepage:
http://www.fratzscher.eu
Postal Address: DIW Berlin, Mohrenstrasse 58, 10117 Berlin, Germany
Phone: +49 - 30 897890
Affiliation
- (99%) DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
- Location: Berlin, Germany
Homepage: http://www.diw.de/
Email:
Phone: xx49-30-89789-0
Fax: xx49-30-89789-200
Postal: Mohrenstraße 58, D-10117 Berlin
Handle: RePEc:edi:diwbede (more details at EDIRC) - (1%) Centre for Economic Policy Research (CEPR)
- Location: London, United Kingdom
Homepage: http://www.cepr.org/
Email:
Phone: +44 (0)20 7183 8801
Fax: +44 (0)20 7183 8820
Postal: 2nd Floor, 53-56 Great Sutton Street, London EC1V 0DG
Handle: RePEc:edi:cebruuk (more details at EDIRC)
Lists
This author is featured on the following reading lists, publication compilations or Wikipedia entries:- Marcel Fratzscher in Wikipedia (English)
- Marcel Fratzscher in Wikipedia (German)
Works
Working papers
- Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012.
"Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls,"
NBER Working Papers
18052, National Bureau of Economic Research, Inc.
- Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Working Paper Series 1456, European Central Bank.
- Forbes, Kristin & Fratzscher, Marcel & Straub, Roland, 2012. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," CEPR Discussion Papers 8979, C.E.P.R. Discussion Papers.
- Beirne, John & Fratzscher, Marcel, 2012. "The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis," CEPR Discussion Papers 9249, C.E.P.R. Discussion Papers.
- Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis," Working Paper Series 1416, European Central Bank.
- Fratzscher, Marcel & Lo Duca, Marco & Straub, Roland, 2012. "A global monetary tsunami? On the spillovers of US Quantitative Easing," CEPR Discussion Papers 9195, C.E.P.R. Discussion Papers.
- Chudik, Alexander & Fratzscher, Marcel, 2012. "Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis," CEPR Discussion Papers 8787, C.E.P.R. Discussion Papers.
- Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title," Globalization and Monetary Policy Institute Working Paper 107, Federal Reserve Bank of Dallas.
- Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012.
"The Scapegoat Theory of Exchange Rates: The First Tests,"
CEPR Discussion Papers
8812, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
- Marcel Fratzscher & Arnaud Mehl, 2011.
"China's dominance hypothesis and the emergence of a tri-polar global currency system,"
Working Paper Series
1392, European Central Bank.
- Fratzscher, Marcel & Mehl, Arnaud, 2011. "China’s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System," CEPR Discussion Papers 8671, C.E.P.R. Discussion Papers.
- Marcel Fratzscher, 2011.
"Capital Controls and Foreign Exchange Policy,"
Working Papers Central Bank of Chile
652, Central Bank of Chile.
- Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
- Marcel Fratzscher, 2012. "Capital controls and foreign exchange policy," Working Paper Series 1415, European Central Bank.
- Fratzscher, Marcel, 2012. "Capital controls and foreign exchange policy," CEPR Discussion Papers 8788, C.E.P.R. Discussion Papers.
- Marcel Fratzscher, 2011.
"Capital Flows, Push versus Pull Factors and the Global Financial Crisis,"
NBER Working Papers
17357, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel, 2012. "Capital flows, push versus pull factors and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 341-356.
- Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers 8496, C.E.P.R. Discussion Papers.
- Marcel Fratzscher, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series 1364, European Central Bank.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011.
"Global Crises and Equity Market Contagion,"
NBER Working Papers
17121, National Bureau of Economic Research, Inc.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2011. "Global crisis and equity market contagion," Working Paper Series 1381, European Central Bank.
- Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011. "Global crises and equity market contagion," CEPR Discussion Papers 8438, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Mehl, Arnaud & Vansteenkiste, Isabel, 2011.
"130 years of fiscal vulnerabilities and currency crashes in advanced economies,"
CEPR Discussion Papers
8612, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Arnaud Mehl & Isabel Vansteenkiste, 2011. "130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies," IMF Economic Review, Palgrave Macmillan, vol. 59(4), pages 683-716, November.
- Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011.
"Central bank communication on financial stability,"
Working Paper Series
1332, European Central Bank.
- Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011. "Central bank communication on financial stability," National Bank of Poland Working Papers 93, National Bank of Poland, Economic Institute.
- Ehrmann, Michael & Fratzscher, Marcel, 2010.
"Politics and Monetary Policy,"
CEPR Discussion Papers
8143, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Marcel Fratzscher, 2011. "Politics and Monetary Policy," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 941-960, August.
- Chudik, Alexander & Fratzscher, Marcel, 2010.
"Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model,"
CEPR Discussion Papers
8093, C.E.P.R. Discussion Papers.
- Alexander Chudik & Marcel Fratzscher, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series 1285, European Central Bank.
- Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers 8080, C.E.P.R. Discussion Papers.
- Born, Benjamin & Ehrmann, Michael & Fratzscher, Marcel, 2010.
"Macroprudential policy and central bank communication,"
CEPR Discussion Papers
8094, C.E.P.R. Discussion Papers.
- Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011. "Macroprudential policy and central bank communication," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 107-110 Bank for International Settlements.
- Marcel Fratzscher & Julien Reynaud, 2010.
"IMF Surveillance and Financial Markets - A Political Economy Analysis,"
CESifo Working Paper Series
3089, CESifo Group Munich.
- Fratzscher, Marcel & Reynaud, Julien, 2011. "IMF surveillance and financial markets--A political economy analysis," European Journal of Political Economy, Elsevier, vol. 27(3), pages 405-422, September.
- Ehrmann, Michael & Eijffinger, Sylvester C. W. & Fratzscher, Marcel, 2009.
"The role of central bank transparency for guiding private sector forecasts,"
CEPR Discussion Papers
7585, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, 09.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
- Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3763052, Tilburg University.
- Marcel Fratzscher, 2009.
"What Explains Global Exchange Rate Movements During the Financial Crisis?,"
Working Paper Series
1060, European Central Bank.
- Fratzscher, Marcel, 2009. "What explains global exchange rate movements during the financial crisis?," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1390-1407, December.
- Marcel Fratzscher & Christian Saborowski & Roland Straub, 2009.
"Monetary Policy Shocks and Portfolio Choice,"
Working Paper Series
1122, European Central Bank.
- Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2010. "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers 8099, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Livio Stracca, 2009. "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series 1064, European Central Bank.
- Marcel Fratzscher & Roland Straub, 2009.
"Asset Prices and Current Account Fluctuations in G7 Economies,"
Working Paper Series
1014, European Central Bank.
- Marcel Fratzscher & Roland Straub, 2009. "Asset Prices and Current Account Fluctuations in G-7 Economies," IMF Staff Papers, Palgrave Macmillan, vol. 56(3), pages 633-654, August.
- Marcel Fratzscher, 2008.
"How successful is the G7 in managing exchange rates?,"
Working Paper Series
952, European Central Bank.
- Fratzscher, Marcel, 2009. "How successful is the G7 in managing exchange rates?," Journal of International Economics, Elsevier, vol. 79(1), pages 78-88, September.
- Marcel Fratzscher, 2009. "How successful is the G7 in managing exchange rates?," Globalization and Monetary Policy Institute Working Paper 24, Federal Reserve Bank of Dallas.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence,"
NBER Working Papers
13932, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 910-45, December.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank communication and monetary policy - a survey of theory and evidence," Working Paper Series 898, European Central Bank.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Working Papers 1038, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob de Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," DNB Working Papers 170, Netherlands Central Bank, Research Department.
- Michael Ehrmann & Marcel Fratzscher, 2008.
"Purdah - on the rationale for central bank silence around policy meetings,"
Working Paper Series
868, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009. "Purdah-On the Rationale for Central Bank Silence around Policy Meetings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 517-528, 03.
- Marcel Fratzscher & Livio Stracca, 2008.
"The political economy under monetary union - has the euro made a difference?,"
Working Paper Series
956, European Central Bank.
- Marcel Fratzscher & Livio Stracca, 2009. "The political economy under monetary union: has the euro made a difference?," Economic Policy, CEPR & CES & MSH, vol. 24, pages 307-348, 04.
- Marcel Fratzscher & Arnaud Mehl, 2008.
"Do China and oil exporters influence major currency configurations?,"
Working Paper Series
973, European Central Bank.
- Fratzscher, Marcel & Mehl, Arnaud, 2009. "Do China and oil exporters influence major currency configurations?," Journal of Comparative Economics, Elsevier, vol. 37(3), pages 335-358, September.
- Marcel Fratzscher & Arnaud Mehl, 2009. "Do China and oil exporters influence major currency configurations?," Globalization and Monetary Policy Institute Working Paper 25, Federal Reserve Bank of Dallas.
- Michael Ehrmann & Marcel Fratzscher, 2007. "Social value of public information - testing the limits to transparency," Working Paper Series 821, European Central Bank.
- Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet S. & Swanson, Eric T, 2007.
"Convergence and Anchoring of Yield Curves in the Euro Area,"
CEPR Discussion Papers
6456, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson, 2011. "Convergence and Anchoring of Yield Curves in the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 350-364, February.
- Refet Gurkaynak & Marcel Fratzscher & Eric Swanson & Michael Ehrmann, 2009. "Convergence And Anchoring Of Yield Curves In The Euro Area," 2009 Meeting Papers 897, Society for Economic Dynamics.
- Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson, 2007. "Convergence and anchoring of yield curves in the euro area," Working Paper Series 817, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson, 2007. "Convergence and anchoring of yield curves in the Euro area," Working Paper Series 2007-24, Federal Reserve Bank of San Francisco.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2007.
"Asset prices, exchange rates and the current account,"
Working Paper Series
790, European Central Bank.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
- Fratzscher, Marcel & Imbs, Jean, 2007.
"Risk Sharing, Finance and Institutions in International Portfolios,"
CEPR Discussion Papers
6496, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Imbs, Jean, 2009. "Risk sharing, finance, and institutions in international portfolios," Journal of Financial Economics, Elsevier, vol. 94(3), pages 428-447, December.
- Marcel Fratzscher & Jean Imbs, 2007. "Risk sharing, finance and institutions in international portfolios," Working Paper Series 826, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2007.
"Explaining monetary policy in press conferences,"
Working Paper Series
767, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009. "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 42-84, June.
- Lucia Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007.
"The transmission of emerging market shocks to global equity markets,"
Working Paper Series
724, European Central Bank.
- Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2009. "The transmission of emerging market shocks to global equity markets," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 2-17, January.
- Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Banco de España Working Papers 0727, Banco de España.
- Marcel Fratzscher, 2007.
"US shocks and global exchange rate configurations,"
Working Paper Series
835, European Central Bank.
- Marcel Fratzscher, 2008. "US shocks and global exchange rate configurations," Economic Policy, CEPR & CES & MSH, vol. 23, pages 363-409, 04.
- Michael Ehrmann & Marcel Fratzscher & Helge Berger, 2006.
"Forecasting ECB Monetary Policy: Accuracy Is (Still) a Matter of Geography,"
IMF Working Papers
06/41, International Monetary Fund.
- Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2006. "Forecasting ECB monetary policy - accuracy is (still) a matter of geography," Working Paper Series 578, European Central Bank.
- Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Discussion Papers 2006/11, Free University Berlin, School of Business & Economics.
- Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2006.
"Geography or skills - What explains Fed watchers’ forecast accuracy of US monetary policy?,"
Working Paper Series
695, European Central Bank.
- Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2008. "Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?," Discussion Papers 2008/11, Free University Berlin, School of Business & Economics.
- Christian Daude & Marcel Fratzscher, 2006.
"The pecking order of cross-border investment,"
Working Paper Series
590, European Central Bank.
- Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
- Daude, Christian & Fratzscher, Marcel, 2008. "The pecking order of cross-border investment," Journal of International Economics, Elsevier, vol. 74(1), pages 94-119, January.
- Michael Ehrmann & Marcel Fratzscher, 2006.
"Global Financial Transmission of Monetary Policy Shocks,"
CESifo Working Paper Series
1710, CESifo Group Munich.
- Michael Ehrmann & Marcel Fratzscher, 2009. "Global Financial Transmission of Monetary Policy Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Michael Fidora & Marcel Fratzscher & Christian Thimann, 2006.
"Home bias in global bond and equity markets - the role of real exchange rate volatility,"
Working Paper Series
685, European Central Bank.
- Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007. "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 631-655, June.
- Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2006.
"Monetary policy in the media,"
Working Paper Series
679, European Central Bank.
- Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2011. "Monetary Policy in the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 689-709, 06.
- Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Monetary Policy in the Media," CEPR Discussion Papers 8192, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Marcel Fratzscher, 2005. "How should central banks communicate?," Working Paper Series 557, European Central Bank.
- Matthieu Bussière & Marcel Fratzscher & Gernot J. Müller, 2005.
"Productivity shocks, budget deficits and the current account,"
Working Paper Series
509, European Central Bank.
- Bussière, Matthieu & Fratzscher, Marcel & Müller, Gernot J., 2010. "Productivity shocks, budget deficits and the current account," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1562-1579, December.
- Michael Ehrmann & Marcel Fratzscher, 2005.
"The timing of central bank communication,"
Working Paper Series
565, European Central Bank.
- Ehrmann, Michael & Fratzscher, Marcel, 2007. "The timing of central bank communication," European Journal of Political Economy, Elsevier, vol. 23(1), pages 124-145, March.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005.
"Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission,"
NBER Working Papers
11166, National Bureau of Economic Research, Inc.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, 09.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, bonds, money markets and exchange rates - measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2005. "Communication and decision-making by central bank committees - different strategies, same effectiveness?," Working Paper Series 488, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2005.
"Transparency, disclosure and the Federal Reserve,"
Working Paper Series
457, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2007. "Transparency, Disclosure, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 179-225, March.
- Marcel Fratzscher, 2005. "How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches," Working Paper Series 528, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2004.
"Exchange rates and fundamentals - new evidence from real-time data,"
Working Paper Series
365, European Central Bank.
- Ehrmann, Michael & Fratzscher, Marcel, 2005. "Exchange rates and fundamentals: new evidence from real-time data," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 317-341, March.
- Marcel Fratzscher, 2004.
"Communication and exchange rate policy,"
Working Paper Series
363, European Central Bank.
- Fratzscher, Marcel, 2008. "Communication and exchange rate policy," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1651-1672, December.
- Michael Ehrmann & Marcel Fratzscher, 2004. "Taking stock: monetary policy transmission to equity markets," Working Paper Series 354, European Central Bank.
- Matthieu Bussière & Marcel Fratzscher & Author-Name: Gernot J. Müller, 2004. "Current account dynamics in OECD and EU acceding countries - an intertemporal approach," Working Paper Series 311, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2004.
"Equal size, equal role? interest rate interdependence between the euro area and the United States,"
International Finance Discussion Papers
800, Board of Governors of the Federal Reserve System (U.S.).
- Michael Ehrmann & Marcel Fratzscher, 2005. "Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States," Economic Journal, Royal Economic Society, vol. 115(506), pages 928-948, October.
- Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? Interest rate interdependence between the euro area and the United States," Working Paper Series 342, European Central Bank.
- Marcel Fratzscher & Matthieu Bussiere, 2004.
"Financial openness and growth: Short-run gain, long-run pain?,"
Working Paper Series
348, European Central Bank.
- Matthieu Bussière & Marcel Fratzscher, 2008. "Financial Openness and Growth: Short-run Gain, Long-run Pain?," Review of International Economics, Wiley Blackwell, vol. 16(1), pages 69-95, 02.
- Matthieu Bussière & Marcel Fratzscher & Winfried Koeniger, 2004. "Currency mismatch, uncertainty and debt maturity structure," Working Paper Series 409, European Central Bank.
- Winfried Koeniger & Matthieu Bussiere & Marcel Fratzscher, 2004. "Currency Mismatch, Uncertainty and Debt Structure," Econometric Society 2004 North American Summer Meetings 181, Econometric Society.
- Fratzscher, Marcel & Matthieu Bussiere, 2003.
"Towards A New Early Warning System of Financial Crises,"
Royal Economic Society Annual Conference 2003
81, Royal Economic Society.
- Bussiere, Matthieu & Fratzscher, Marcel, 2006. "Towards a new early warning system of financial crises," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 953-973, October.
- Marcel Fratzscher & Matthieu Bussiere, 2002. "Towards a new early warning system of financial crises," Working Paper Series 145, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2002.
"Interdependence between the euro area and the US: what role for EMU?,"
Working Paper Series
200, European Central Bank.
- M. Ehrmann & M. Fratzscher, 2003. "Interdependence between the Euro area and the U.S.: what role for EMU?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Ettore Dorrucci & Marcel Fratzscher & Francesco Paolo Mongelli & Stefano Firpo, 2002. "European Integration: what lessons for other regions? The case of Latin America," Working Paper Series 185, European Central Bank.
- Marcel Fratzscher, 2002. "The Euro bloc, the Dollar bloc and the Yen bloc: how much monetary policy independence can exchange rate flexibility buy in an interdependent world?," Working Paper Series 154, European Central Bank.
- Fratzscher, M., 2001.
"Financial Market Integration in Europe: On the Effects of EMU on Stock Markets,"
Papers
48, Quebec a Montreal - Recherche en gestion.
- Fratzscher, Marcel, 2002. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 165-93, July.
- Marcel Fratzscher, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank.
- Marcel Fratzscher, 2000.
"On Currency Crises and Contagion,"
Working Paper Series
WP00-9, Peterson Institute for International Economics.
- Marcel Fratzscher, 2003. "On currency crises and contagion," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 109-129.
- Marcel Fratzscher, 2002. "On currency crises and contagion," Working Paper Series 139, European Central Bank.
- Fratzscher, M., 1999. "What Causes Currency Crises: Sunspots, Contagion or Fundamentals?," Economics Working Papers eco99/39, European University Institute.
Articles
- Marcel Fratzscher, 2012.
"Capital Controls and Foreign Exchange Policy,"
Journal Economía Chilena (The Chilean Economy),
Central Bank of Chile, vol. 15(2), pages 66-98, August.
- Marcel Fratzscher, 2011. "Capital Controls and Foreign Exchange Policy," Working Papers Central Bank of Chile 652, Central Bank of Chile.
- Marcel Fratzscher, 2012. "Capital controls and foreign exchange policy," Working Paper Series 1415, European Central Bank.
- Fratzscher, Marcel, 2012. "Capital controls and foreign exchange policy," CEPR Discussion Papers 8788, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012.
"The Role of Central Bank Transparency for Guiding Private Sector Forecasts,"
Scandinavian Journal of Economics,
Wiley Blackwell, vol. 114(3), pages 1018-1052, 09.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
- Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3763052, Tilburg University.
- Ehrmann, Michael & Eijffinger, Sylvester C. W. & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
- Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2012. "Communicating About Macro-prudential Supervision – A New Challenge for Central Banks," International Finance, Wiley Blackwell, vol. 15(2), pages 179-203, 06.
- Fratzscher, Marcel, 2012.
"Capital flows, push versus pull factors and the global financial crisis,"
Journal of International Economics,
Elsevier, vol. 88(2), pages 341-356.
- Fratzscher, Marcel, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers 8496, C.E.P.R. Discussion Papers.
- Marcel Fratzscher, 2011. "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series 1364, European Central Bank.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers 17357, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel & Reynaud, Julien, 2011.
"IMF surveillance and financial markets--A political economy analysis,"
European Journal of Political Economy,
Elsevier, vol. 27(3), pages 405-422, September.
- Marcel Fratzscher & Julien Reynaud, 2010. "IMF Surveillance and Financial Markets - A Political Economy Analysis," CESifo Working Paper Series 3089, CESifo Group Munich.
- Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson, 2011.
"Convergence and Anchoring of Yield Curves in the Euro Area,"
The Review of Economics and Statistics,
MIT Press, vol. 93(1), pages 350-364, February.
- Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet S. & Swanson, Eric T, 2007. "Convergence and Anchoring of Yield Curves in the Euro Area," CEPR Discussion Papers 6456, C.E.P.R. Discussion Papers.
- Refet Gurkaynak & Marcel Fratzscher & Eric Swanson & Michael Ehrmann, 2009. "Convergence And Anchoring Of Yield Curves In The Euro Area," 2009 Meeting Papers 897, Society for Economic Dynamics.
- Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson, 2007. "Convergence and anchoring of yield curves in the euro area," Working Paper Series 817, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson, 2007. "Convergence and anchoring of yield curves in the Euro area," Working Paper Series 2007-24, Federal Reserve Bank of San Francisco.
- Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, vol. 55(3), pages 325-339, April.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.
"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, 09.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, bonds, money markets and exchange rates - measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Marcel Fratzscher & Arnaud Mehl & Isabel Vansteenkiste, 2011.
"130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies,"
IMF Economic Review,
Palgrave Macmillan, vol. 59(4), pages 683-716, November.
- Fratzscher, Marcel & Mehl, Arnaud & Vansteenkiste, Isabel, 2011. "130 years of fiscal vulnerabilities and currency crashes in advanced economies," CEPR Discussion Papers 8612, C.E.P.R. Discussion Papers.
- Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2011.
"Monetary Policy in the Media,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 43(4), pages 689-709, 06.
- Helge Berger & Michael Ehrmann & Marcel Fratzscher, 2006. "Monetary policy in the media," Working Paper Series 679, European Central Bank.
- Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Monetary Policy in the Media," CEPR Discussion Papers 8192, C.E.P.R. Discussion Papers.
- Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Geography, skills or both: What explains Fed watchers' forecast accuracy of US monetary policy?," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 420-437, September.
- Michael Ehrmann & Marcel Fratzscher, 2011.
"Politics and Monetary Policy,"
The Review of Economics and Statistics,
MIT Press, vol. 93(3), pages 941-960, August.
- Ehrmann, Michael & Fratzscher, Marcel, 2010. "Politics and Monetary Policy," CEPR Discussion Papers 8143, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010.
"Asset prices, exchange rates and the current account,"
European Economic Review,
Elsevier, vol. 54(5), pages 643-658, July.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
- Bussière, Matthieu & Fratzscher, Marcel & Müller, Gernot J., 2010.
"Productivity shocks, budget deficits and the current account,"
Journal of International Money and Finance,
Elsevier, vol. 29(8), pages 1562-1579, December.
- Matthieu Bussière & Marcel Fratzscher & Gernot J. Müller, 2005. "Productivity shocks, budget deficits and the current account," Working Paper Series 509, European Central Bank.
- Fratzscher, Marcel, 2009.
"What explains global exchange rate movements during the financial crisis?,"
Journal of International Money and Finance,
Elsevier, vol. 28(8), pages 1390-1407, December.
- Marcel Fratzscher, 2009. "What Explains Global Exchange Rate Movements During the Financial Crisis?," Working Paper Series 1060, European Central Bank.
- Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2009. "Forecasting ECB monetary policy: Accuracy is a matter of geography," European Economic Review, Elsevier, vol. 53(8), pages 1028-1041, November.
- Marcel Fratzscher & Roland Straub, 2009.
"Asset Prices and Current Account Fluctuations in G-7 Economies,"
IMF Staff Papers,
Palgrave Macmillan, vol. 56(3), pages 633-654, August.
- Marcel Fratzscher & Roland Straub, 2009. "Asset Prices and Current Account Fluctuations in G7 Economies," Working Paper Series 1014, European Central Bank.
- Fratzscher, Marcel & Mehl, Arnaud, 2009.
"Do China and oil exporters influence major currency configurations?,"
Journal of Comparative Economics,
Elsevier, vol. 37(3), pages 335-358, September.
- Marcel Fratzscher & Arnaud Mehl, 2008. "Do China and oil exporters influence major currency configurations?," Working Paper Series 973, European Central Bank.
- Marcel Fratzscher & Arnaud Mehl, 2009. "Do China and oil exporters influence major currency configurations?," Globalization and Monetary Policy Institute Working Paper 25, Federal Reserve Bank of Dallas.
- Marcel Fratzscher & Livio Stracca, 2009. "Does It Pay to Have the Euro? Italy's Troubled Politics and Financial Markets under the Lira and the Euro," International Finance, Wiley Blackwell, vol. 12(1), pages 1-31, 05.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Explaining Monetary Policy in Press Conferences,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 5(2), pages 42-84, June.
- Michael Ehrmann & Marcel Fratzscher, 2007. "Explaining monetary policy in press conferences," Working Paper Series 767, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Purdah-On the Rationale for Central Bank Silence around Policy Meetings,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 41(2-3), pages 517-528, 03.
- Michael Ehrmann & Marcel Fratzscher, 2008. "Purdah - on the rationale for central bank silence around policy meetings," Working Paper Series 868, European Central Bank.
- Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2009.
"The transmission of emerging market shocks to global equity markets,"
Journal of Empirical Finance,
Elsevier, vol. 16(1), pages 2-17, January.
- Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Banco de España Working Papers 0727, Banco de España.
- Lucia Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Working Paper Series 724, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Global Financial Transmission of Monetary Policy Shocks,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo Group Munich.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Fratzscher, Marcel, 2009.
"How successful is the G7 in managing exchange rates?,"
Journal of International Economics,
Elsevier, vol. 79(1), pages 78-88, September.
- Marcel Fratzscher, 2008. "How successful is the G7 in managing exchange rates?," Working Paper Series 952, European Central Bank.
- Marcel Fratzscher, 2009. "How successful is the G7 in managing exchange rates?," Globalization and Monetary Policy Institute Working Paper 24, Federal Reserve Bank of Dallas.
- Marcel Fratzscher & Livio Stracca, 2009.
"The political economy under monetary union: has the euro made a difference?,"
Economic Policy,
CEPR & CES & MSH, vol. 24, pages 307-348, 04.
- Marcel Fratzscher & Livio Stracca, 2008. "The political economy under monetary union - has the euro made a difference?," Working Paper Series 956, European Central Bank.
- Fratzscher, Marcel & Imbs, Jean, 2009.
"Risk sharing, finance, and institutions in international portfolios,"
Journal of Financial Economics,
Elsevier, vol. 94(3), pages 428-447, December.
- Fratzscher, Marcel & Imbs, Jean, 2007. "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers 6496, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Jean Imbs, 2007. "Risk sharing, finance and institutions in international portfolios," Working Paper Series 826, European Central Bank.
- Marcel Fratzscher, 2008. "Oral Interventions Versus Actual Interventions in Fx Markets - An Event-Study Approach," Economic Journal, Royal Economic Society, vol. 118(530), pages 1079-1106, 07.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence,"
Journal of Economic Literature,
American Economic Association, vol. 46(4), pages 910-45, December.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank communication and monetary policy - a survey of theory and evidence," Working Paper Series 898, European Central Bank.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," NBER Working Papers 13932, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Working Papers 1038, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob de Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," DNB Working Papers 170, Netherlands Central Bank, Research Department.
- Bussiere, Matthieu & Fratzscher, Marcel, 2008. "Low probability, high impact: Policy making and extreme events," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 111-121.
- Fratzscher, Marcel, 2008.
"Communication and exchange rate policy,"
Journal of Macroeconomics,
Elsevier, vol. 30(4), pages 1651-1672, December.
- Marcel Fratzscher, 2004. "Communication and exchange rate policy," Working Paper Series 363, European Central Bank.
- Matthieu Bussière & Marcel Fratzscher, 2008.
"Financial Openness and Growth: Short-run Gain, Long-run Pain?,"
Review of International Economics,
Wiley Blackwell, vol. 16(1), pages 69-95, 02.
- Marcel Fratzscher & Matthieu Bussiere, 2004. "Financial openness and growth: Short-run gain, long-run pain?," Working Paper Series 348, European Central Bank.
- Daude, Christian & Fratzscher, Marcel, 2008.
"The pecking order of cross-border investment,"
Journal of International Economics,
Elsevier, vol. 74(1), pages 94-119, January.
- Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
- Christian Daude & Marcel Fratzscher, 2006. "The pecking order of cross-border investment," Working Paper Series 590, European Central Bank.
- Marcel Fratzscher, 2008.
"US shocks and global exchange rate configurations,"
Economic Policy,
CEPR & CES & MSH, vol. 23, pages 363-409, 04.
- Marcel Fratzscher, 2007. "US shocks and global exchange rate configurations," Working Paper Series 835, European Central Bank.
- Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007.
"Home bias in global bond and equity markets: The role of real exchange rate volatility,"
Journal of International Money and Finance,
Elsevier, vol. 26(4), pages 631-655, June.
- Michael Fidora & Marcel Fratzscher & Christian Thimann, 2006. "Home bias in global bond and equity markets - the role of real exchange rate volatility," Working Paper Series 685, European Central Bank.
- Fratzscher, Marcel & Hartmann, Philipp, 2007. "Financial globalization and integration," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 495-499, June.
- Michael Ehrmann & Marcel Fratzscher, 2007.
"Transparency, Disclosure, and the Federal Reserve,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 3(1), pages 179-225, March.
- Michael Ehrmann & Marcel Fratzscher, 2005. "Transparency, disclosure and the Federal Reserve," Working Paper Series 457, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher, 2007. "Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 509-541, 03.
- Ehrmann, Michael & Fratzscher, Marcel, 2007.
"The timing of central bank communication,"
European Journal of Political Economy,
Elsevier, vol. 23(1), pages 124-145, March.
- Michael Ehrmann & Marcel Fratzscher, 2005. "The timing of central bank communication," Working Paper Series 565, European Central Bank.
- Bussiere, Matthieu & Fratzscher, Marcel, 2006.
"Towards a new early warning system of financial crises,"
Journal of International Money and Finance,
Elsevier, vol. 25(6), pages 953-973, October.
- Fratzscher, Marcel & Matthieu Bussiere, 2003. "Towards A New Early Warning System of Financial Crises," Royal Economic Society Annual Conference 2003 81, Royal Economic Society.
- Marcel Fratzscher & Matthieu Bussiere, 2002. "Towards a new early warning system of financial crises," Working Paper Series 145, European Central Bank.
- Matthieu Bussiere & Marcel Fratzscher & Winfried Koeniger, 2006. "Uncertainty and Debt-Maturity in Emerging Markets," The B.E. Journal of Macroeconomics, De Gruyter, vol. 0(1), pages 5.
- Bussière, Matthieu & Fratzscher, Marcel, 2006. "Current Account Dynamics in OECD Countries and in the New EU Member States: An Intertemporal Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 593-618.
- Fratzscher, Marcel, 2006. "On the long-term effectiveness of exchange rate communication and interventions," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 146-167, February.
- Fratzscher, Marcel, 2005. "Strategies of exchange rate policy in G3 economies," Economics Letters, Elsevier, vol. 89(1), pages 68-74, October.
- Michael Ehrmann & Marcel Fratzscher, 2005.
"Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States,"
Economic Journal,
Royal Economic Society, vol. 115(506), pages 928-948, October.
- Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers 800, Board of Governors of the Federal Reserve System (U.S.).
- Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? Interest rate interdependence between the euro area and the United States," Working Paper Series 342, European Central Bank.
- Ehrmann, Michael & Fratzscher, Marcel, 2005.
"Exchange rates and fundamentals: new evidence from real-time data,"
Journal of International Money and Finance,
Elsevier, vol. 24(2), pages 317-341, March.
- Michael Ehrmann & Marcel Fratzscher, 2004. "Exchange rates and fundamentals - new evidence from real-time data," Working Paper Series 365, European Central Bank.
- Ettore Dorrucci & Stefano Firpo & Marcel Fratzscher & Francesco Paolo Mongelli, 2004. "The Link between Institutional and Economic Integration: Insights for Latin America from the European Experience," Open Economies Review, Springer, vol. 15(3), pages 239-260, 07.
- Marcel Fratzscher, 2003.
"On currency crises and contagion,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 8(2), pages 109-129.
- Marcel Fratzscher, 2000. "On Currency Crises and Contagion," Working Paper Series WP00-9, Peterson Institute for International Economics.
- Marcel Fratzscher, 2002. "On currency crises and contagion," Working Paper Series 139, European Central Bank.
- M. Ehrmann & M. Fratzscher, 2003.
"Interdependence between the Euro area and the U.S.: what role for EMU?,"
Proceedings,
Board of Governors of the Federal Reserve System (U.S.).
- Michael Ehrmann & Marcel Fratzscher, 2002. "Interdependence between the euro area and the US: what role for EMU?," Working Paper Series 200, European Central Bank.
- Ehrmann, Michael & Fratzscher, Marcel, 2003. "Monetary Policy Announcements and Money Markets: A Transatlantic Perspective," International Finance, Wiley Blackwell, vol. 6(3), pages 309-28, Winter.
- Fratzscher, Marcel, 2002.
"Financial Market Integration in Europe: On the Effects of EMU on Stock Markets,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 7(3), pages 165-93, July.
- Marcel Fratzscher, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank.
- Fratzscher, M., 2001. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers 48, Quebec a Montreal - Recherche en gestion.
- Marcel Fratzscher & Federico Foders & Carsten-Patrick Meier & Shyamal Chowdhury, 2000. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(4), pages 753-763, December.
- Marcel Fratzscher, 1998. "Why are currency crises contagious? A comparison of the Latin American Crisis of 1994–1995 and the Asian Crisis of 1997–1998," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(4), pages 664-691, December.
Chapters
- Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011.
"Macroprudential policy and central bank communication,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 107-110
Bank for International Settlements.
- Born, Benjamin & Ehrmann, Michael & Fratzscher, Marcel, 2010. "Macroprudential policy and central bank communication," CEPR Discussion Papers 8094, C.E.P.R. Discussion Papers.
- Christian Daude & Marcel Fratzscher, 2007.
"The pecking order of cross-border investment,"
CGFS Papers chapters,
in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89
Bank for International Settlements.
- Daude, Christian & Fratzscher, Marcel, 2008. "The pecking order of cross-border investment," Journal of International Economics, Elsevier, vol. 74(1), pages 94-119, January.
- Christian Daude & Marcel Fratzscher, 2006. "The pecking order of cross-border investment," Working Paper Series 590, European Central Bank.
NEP Fields
77 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BAN: Banking (2) 2011-01-16 2011-04-30
- NEP-BEC: Business Economics (1) 2008-09-05
- NEP-CBA: Central Banking (53) 2005-03-13 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-01-24 2006-05-06 2006-06-03 2006-07-02 2006-11-04 2006-11-18 2006-12-01 2007-07-07 2007-09-24 2007-10-27 2007-11-17 2007-11-17 2007-12-08 2008-03-01 2008-04-12 2008-04-15 2008-05-31 2008-09-05 2008-11-04 2008-12-01 2008-12-01 2008-12-07 2009-03-22 2009-03-22 2009-08-08 2009-08-08 2009-12-19 2010-01-10 2010-02-05 2011-01-16 2011-04-30 2011-06-25 2011-08-02 2011-09-05 2011-09-22 2011-09-22 2011-10-22 2011-11-14 2011-12-13 2012-02-01 2012-03-28 2012-03-28 2012-06-13 2012-07-08 2012-07-08 2012-12-22. Author is listed
- NEP-CFN: Corporate Finance (4) 2005-03-13 2006-03-25 2007-10-06 2007-10-13
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-DCM: Discrete Choice Models (1) 2003-06-16
- NEP-EEC: European Economics (21) 2004-08-09 2005-03-13 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-01-24 2006-07-02 2006-11-04 2007-07-07 2007-09-24 2007-10-27 2007-11-17 2008-12-01 2009-08-08 2010-02-05 2012-12-22. Author is listed
- NEP-FIN: Finance (11) 2003-06-16 2005-03-13 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-01-24 2006-03-25 2006-05-06 2006-06-03. Author is listed
- NEP-FMK: Financial Markets (20) 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-01-24 2006-03-25 2006-05-06 2006-06-03 2006-07-02 2011-01-16 2011-06-25 2011-09-22. Author is listed
- NEP-FOR: Forecasting (5) 2006-01-24 2006-07-02 2006-12-01 2009-12-19 2010-02-05. Author is listed
- NEP-GEO: Economic Geography (1) 2006-07-02
- NEP-HIS: Business, Economic & Financial History (2) 2004-12-21 2011-10-22
- NEP-IFN: International Finance (37) 2003-07-21 2004-08-09 2004-10-30 2005-03-13 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-11-12 2006-06-03 2006-11-18 2007-12-08 2008-09-05 2008-11-04 2009-03-22 2009-08-08 2009-08-08 2009-08-08 2011-01-16 2011-06-25 2011-08-02 2011-09-05 2011-09-22 2011-10-22 2011-11-14 2011-12-13 2012-02-01 2012-03-28 2012-03-28 2012-05-22 2012-05-29 2012-06-13 2012-07-08 2012-09-16 2012-11-11 2012-12-22. Author is listed
- NEP-MAC: Macroeconomics (34) 2005-03-13 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-11-12 2005-12-09 2006-01-24 2006-01-24 2006-05-06 2006-06-03 2006-07-02 2006-11-04 2006-12-01 2007-07-07 2007-09-24 2007-10-27 2007-11-17 2007-11-17 2007-12-08 2008-03-01 2008-04-12 2008-04-15 2008-12-01 2008-12-01 2010-01-10 2010-02-05 2011-09-22 2012-02-01 2012-11-11. Author is listed
- NEP-MON: Monetary Economics (50) 2004-08-09 2005-03-13 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-11-12 2005-12-09 2006-01-24 2006-01-24 2006-05-06 2006-06-03 2006-07-02 2006-11-04 2006-12-01 2007-07-07 2007-09-24 2007-10-27 2007-11-17 2007-11-17 2008-03-01 2008-04-12 2008-04-15 2008-05-31 2008-11-04 2008-12-01 2008-12-01 2008-12-07 2009-03-22 2009-03-22 2009-08-08 2009-08-08 2009-12-19 2010-01-10 2010-02-05 2011-04-30 2011-09-22 2011-10-22 2011-11-14 2011-12-13 2012-02-01 2012-03-28 2012-03-28 2012-06-13 2012-07-08 2012-07-08 2012-11-11. Author is listed
- NEP-OPM: Open Economy Macroeconomic (16) 2008-09-05 2008-12-07 2009-03-22 2009-08-08 2009-08-08 2010-01-10 2011-08-02 2011-09-05 2011-10-22 2011-11-14 2012-02-01 2012-03-28 2012-07-08 2012-07-08 2012-09-16 2012-11-11. Author is listed
- NEP-PKE: Post Keynesian Economics (1) 2011-10-22
- NEP-POL: Positive Political Economics (1) 2008-12-01
- NEP-RMG: Risk Management (1) 2007-02-10
- NEP-SEA: South East Asia (3) 2005-03-13 2011-11-14 2011-12-13
Statistics
This author is among the top 5% authors according to these criteria:- Average Rank Score
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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- Closeness measure in co-authorship network
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Most cited item
- Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," NBER Working Papers 13932, National Bureau of Economic Research, Inc.
Most downloaded item (past 12 months)
- Bussiere, Matthieu & Fratzscher, Marcel, 2006. "Towards a new early warning system of financial crises," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 953-973, October.
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Corrections
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