Marcel Fratzscher
Marcel Fratzscher
Professor of Macroeconomics, Humboldt-University Berlin and DIW Berlin
Verified email at diw.de
TitleCited byYear
Central bank communication and monetary policy: A survey of theory and evidence
AS Blinder, M Ehrmann, M Fratzscher, J De Haan, DJ Jansen
Journal of Economic Literature 46 (4), 910-45, 2008
11382008
Towards a new early warning system of financial crises
M Bussiere, M Fratzscher
journal of International Money and Finance 25 (6), 953-973, 2006
7862006
Capital flows, push versus pull factors and the global financial crisis
M Fratzscher
Journal of International Economics 88 (2), 341-356, 2012
7362012
The global crisis and equity market contagion
G Bekaert, M Ehrmann, M Fratzscher, A Mehl
The Journal of Finance 69 (6), 2597-2649, 2014
6192014
Financial market integration in Europe: on the effects of EMU on stock markets
M Fratzscher
International Journal of Finance & Economics 7 (3), 165-193, 2002
5992002
The pricing of sovereign risk and contagion during the European sovereign debt crisis
J Beirne, M Fratzscher
Journal of International Money and Finance 34, 60-82, 2013
4512013
Stocks, bonds, money markets and exchange rates: measuring international financial transmission
M Ehrmann, M Fratzscher, R Rigobon
Journal of Applied Econometrics 26 (6), 948-974, 2011
4512011
On the international spillovers of US quantitative easing
M Fratzscher, M Lo Duca, R Straub
The Economic Journal 128 (608), 330-377, 2018
4392018
Taking stock: Monetary policy transmission to equity markets
M Ehrmann, M Fratzscher
Journal of Money, Credit and Banking, 719-737, 2004
4272004
Communication by central bank committee members: different strategies, same effectiveness?
M Ehrmann, M Fratzscher
Journal of Money, Credit and Banking 39 (2‐3), 509-541, 2007
4092007
Home bias in global bond and equity markets: the role of real exchange rate volatility
M Fidora, M Fratzscher, C Thimann
Journal of international Money and Finance 26 (4), 631-655, 2007
3022007
On currency crises and contagion
M Fratzscher
International Journal of Finance & Economics 8 (2), 109-129, 2003
2832003
The pecking order of cross-border investment
C Daude, M Fratzscher
Journal of International Economics 74 (1), 94-119, 2008
2612008
Global financial transmission of monetary policy shocks
M Ehrmann, M Fratzscher
Oxford Bulletin of Economics and Statistics 71 (6), 739-759, 2009
2382009
Exchange rates and fundamentals: new evidence from real-time data
M Ehrmann, M Fratzscher
Journal of International Money and Finance 24 (2), 317-341, 2005
2322005
Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model
A Chudik, M Fratzscher
European Economic Review 55 (3), 325-339, 2011
2252011
ECB unconventional monetary policy: Market impact and international spillovers
M Fratzscher, ML Duca, R Straub
IMF Economic Review 64 (1), 36-74, 2016
1972016
What explains global exchange rate movements during the financial crisis?
M Fratzscher
Journal of International Money and Finance 28 (8), 1390-1407, 2009
1972009
Current account dynamics in OECD and EU acceding countries-an intertemporal approach
M Bussière, M Fratzscher, GJ Müller
ECB working paper, 2004
190*2004
Reconciling risk sharing with market discipline: A constructive approach to euro area reform
A Bénassy-Quéré, M Brunnermeier, H Enderlein, E Farhi, C Fuest, ...
Centre for Economic Policy Research, 2018
1862018
The system can't perform the operation now. Try again later.
Articles 1–20