Marcel Fratzscher - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

The scapegoat theory of the exchange rates: the first tests

Bank of Italy Working Papers [View] (Paper: 991, 19.11.2014)

JEL: F34, G12, G15

Oil prices, exchange rates and asset prices

European Central Bank Working papers [View] (Paper: 1689, 11.07.2014)

JEL: F30, G15

The pricing of sovereign risk and contagion during the European sovereign debt crisis

European Central Bank Working papers [View] (Paper: 1625, 19.12.2013)

On the international spillovers of US quantitative easing

European Central Bank Working papers [View] (Paper: 1557, 19.06.2013)

Bubble thy neighbor: portfolio effects and externalities from capital controls

European Central Bank Working papers [View] (Paper: 1456, 14.08.2012)

JEL: F3, F4, F5, G0, G1

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

Dallas Fed Institute Working Papers [View] (Paper: 0107, 22.03.2012)

JEL: C5, E44, F3

Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis,

European Central Bank Working papers [View] (Paper: 1416, 01.02.2012)

Capital controls and foreign exchange policy,

European Central Bank Working papers [View] (Paper: 1415, 01.02.2012)

The scapegoat theory of exchange rates: the first tests,

European Central Bank Working papers [View] (Paper: 1418, 01.02.2012)

China's dominance hypothesis and the emergence of a tri-polar global currency system,

European Central Bank Working papers [View] (Paper: 1392, 28.10.2011)

Global crises and equity market contagion,

European Central Bank Working papers [View] (Paper: 1381, 12.09.2011)

Central bank communication on financial stability

National Bank of Poland Working papers [View] (Paper: 093, 09.09.2011)

Capital flows, push versus pull factors and the global financial crisis,

European Central Bank Working papers [View] (Paper: 1364, 20.07.2011)

Central bank communication on financial stability,

European Central Bank Working papers [View] (Paper: 1332, 20.04.2011)

Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model,

European Central Bank Working papers [View] (Paper: 1285, 10.01.2011)

The role of central bank transparency for guiding private sector forecasts,

European Central Bank Working papers [View] (Paper: 1146, 22.01.2010)

Monetary Policy Shocks and Portfolio Choice,

European Central Bank Working papers [View] (Paper: 1122, 09.12.2009)

JEL: E52, F32, F4, G1

How Successful is the G7 in Managing Exchange Rates?

Dallas Fed Institute Working Papers [View] (Paper: 0024, 29.09.2009)

JEL: F31, F33, F50

Do China and Oil Exporters Influence Major Currency Configurations?

Dallas Fed Institute Working Papers [View] (Paper: 0025, 29.09.2009)

JEL: E58, F30, F31, F36, G15

Does it pay to have the euro? Italy¿s politics and financial markets under the lira and the euro

European Central Bank Working papers [View] (Paper: 1064, 17.06.2009)

JEL: F31, F33, G14

What explains global exchange rate movements during the financial crisis?

European Central Bank Working papers [View] (Paper: 1060, 08.06.2009)

JEL: F31, F4, G1

Explaining Monetary Policy in Press Conferences

IJCB International Journal of Central Banking [View] (Paper: 09q2a2, 02.06.2009)

JEL: E52, E58, G14

Asset prices and current account fluctuations in G7 economies

European Central Bank Working papers [View] (Paper: 1014, 25.02.2009)

JEL: E2, F32, F40, G1

Do China and oil exporters influence major currency configurations?

European Central Bank Working papers [View] (Paper: 0973, 04.12.2008)

JEL: E58, F30, F31, F36, G15

The political economy under monetary union: has the euro made a difference?

European Central Bank Working papers [View] (Paper: 0956, 07.11.2008)

JEL: F31, F33, G14

How successful is the G7 in managing exchange rates?

European Central Bank Working papers [View] (Paper: 0952, 16.10.2008)

JEL: F31, F33, F50

Asset Prices, Exchange Rates and the Current Account

St Louis Fed Working Papers [View] (Paper: 2008-031, 26.08.2008)

JEL: C30, F32, F40

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

Netherlands Bank DNB Working Papers [View] (Paper: 170, 09.04.2008)

Purdah: on the rationale for central bank silence around policy meetings

European Central Bank Working papers [View] (Paper: 0868, 25.02.2008)

JEL: E43, E52, E58

US shocks and global exchange rate configurations

European Central Bank Working papers [View] (Paper: 0835, 01.12.2007)

Risk sharing, finance and institutions in international portfolios

European Central Bank Working papers [View] (Paper: 0826, 29.10.2007)

Social value of public information: testing the limits to transparency

European Central Bank Working papers [View] (Paper: 0821, 24.10.2007)

JEL: D82, E52, E58

Convergence and Anchoring of Yield Curves in the Euro Area

San Francisco Fed Working Papers [View] (Paper: 2007-24, 19.10.2007)

JEL: E52, E58

Convergence and anchoring of yield curves in the euro area

European Central Bank Working papers [View] (Paper: 0817, 18.10.2007)

JEL: E52, E58

The transmission of emerging market shocks to global equity markets

Bank of Spain Working Papers [View] (Paper: 0727, 10.10.2007)

JEL: F30, F36, G15

Asset prices, exchange rates and the current account

European Central Bank Working papers [View] (Paper: 0790, 09.08.2007)

Explaining monetary policy in press conferences

European Central Bank Working papers [View] (Paper: 0767, 14.06.2007)

JEL: E52, E58, G14

Transparency, Disclosure and the Federal Reserve

IJCB International Journal of Central Banking [View] (Paper: 07q1a6, 01.03.2007)

JEL: E43, E52, E58, G12

The transmission of emerging market shocks to global equity markets

European Central Bank Working papers [View] (Paper: 0724, 03.02.2007)

JEL: F30, F36, G15

Global financial transmission of monetary policy shocks

European Central Bank Working papers [View] (Paper: 0616, 02.05.2006)

The pecking order of cross-border investment

European Central Bank Working papers [View] (Paper: 0590, 25.02.2006)

JEL: F21, F34, G11

The timing of central bank communication

European Central Bank Working papers [View] (Paper: 0565, 22.12.2005)

JEL: E43, E52, E58, G12

How should central banks communicate?

European Central Bank Working papers [View] (Paper: 0557, 29.11.2005)

JEL: E43, E52, E58, G12

How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches

European Central Bank Working papers [View] (Paper: 0528, 29.09.2005)

JEL: E58, E61, F31

Communication and decision-making by central bank committees: different strategies, same effectiveness?

European Central Bank Working papers [View] (Paper: 0488, 25.05.2005)

JEL: E43, E52, E58, G12

Transparency, disclosure and the federal reserve

European Central Bank Working papers [View] (Paper: 0457, 30.03.2005)

JEL: E43, E52, E58, G12

Exchange rates and fundamentals: new evidence from real-time data

European Central Bank Working papers [View] (Paper: 0365, 04.06.2004)

JEL: E52, F31, F42

Communication and exchange rate policy

European Central Bank Working papers [View] (Paper: 0363, 19.05.2004)

JEL: E58, E61, F31

Taking stock: monetary policy transmission to equity markets

European Central Bank Working papers [View] (Paper: 0354, 08.05.2004)

JEL: E44, E52, G14

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

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0800, 01.05.2004)

JEL: E43, E52, F42

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003