Details about Marcel Fratzscher

Access statistics for papers by Marcel Fratzscher.

Last updated 2009-11-06. Update your information in the RePEc Author Service.

Short-id: pfr34

Working Papers

2009

1. Asset Prices and Current Account Fluctuations in G7 Economies
   Working Paper Series, European Central Bank
   See also Journal Article in IMF Staff Papers (2009)
2. Do China and oil exporters influence major currency configurations?
   Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas
   Also in Working Paper Series, European Central Bank (2008)
3. Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro
   Working Paper Series, European Central Bank
4. How successful is the G7 in managing exchange rates?
   Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas
   Also in Working Paper Series, European Central Bank (2008)
   See also Journal Article in Journal of International Economics (2009)
5. What Explains Global Exchange Rate Movements During the Financial Crisis?
   Working Paper Series, European Central Bank

2008

6. Asset prices, exchange rates and the current account
   Working Papers, Federal Reserve Bank of St. Louis
   Also in Working Paper Series, European Central Bank (2007) View citations
7. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Paper Series, European Central Bank (2008) View citations
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. (2008) View citations
   DNB Working Papers, Netherlands Central Bank, Research Department (2008) View citations
   See also Journal Article in Journal of Economic Literature (2008)
8. Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?
   Discussion Papers, Free University Berlin, School of Business & Economics
   Also in Working Paper Series, European Central Bank (2006)
9. Purdah - on the rationale for central bank silence around policy meetings
   Working Paper Series, European Central Bank View citations
   See also Journal Article in Journal of Money, Credit and Banking (2009)
10. The political economy under monetary union - has the euro made a difference?
    Working Paper Series, European Central Bank
    See also Journal Article in Economic Policy (2009)

2007

11. Convergence and Anchoring of Yield Curves in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2007) View citations
    Working Paper Series, Federal Reserve Bank of San Francisco (2007) View citations
12. Explaining monetary policy in press conferences
    Working Paper Series, European Central Bank View citations
    See also Journal Article in International Journal of Central Banking (2009)
13. Risk Sharing, Finance and Institutions in International Portfolios
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, European Central Bank (2007) View citations
14. Social value of public information - testing the limits to transparency
    Working Paper Series, European Central Bank View citations
15. The transmission of emerging market shocks to global equity markets
    Banco de España Working Papers, Banco de España
    Also in Working Paper Series, European Central Bank (2007) View citations
    See also Journal Article in Journal of Empirical Finance (2009)
16. US shocks and global exchange rate configurations
    Working Paper Series, European Central Bank
    See also Journal Article in Economic Policy (2008)

2006

17. Forecasting ECB Monetary Policy: Accuracy Is (Still) a Matter of Geography
    IMF Working Papers, International Monetary Fund View citations
    Also in Working Paper Series, European Central Bank (2006) View citations
    Discussion Papers, Free University Berlin, School of Business & Economics (2006) View citations
18. Global Financial Transmission of Monetary Policy Shocks
    CESifo Working Paper Series, CESifo Group Munich View citations
    Also in Working Paper Series, European Central Bank (2006) View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)
19. Home bias in global bond and equity markets - the role of real exchange rate volatility
    Working Paper Series, European Central Bank View citations
    See also Journal Article in Journal of International Money and Finance (2007)
20. Monetary policy in the media
    Working Paper Series, European Central Bank View citations
21. The pecking order of cross-border investment
    Working Paper Series, European Central Bank View citations
    See also Chapter (2007)
    Journal Article in Journal of International Economics (2008)

2005

22. Communication and decision-making by central bank committees - different strategies, same effectiveness?
    Working Paper Series, European Central Bank View citations
23. How should central banks communicate?
    Working Paper Series, European Central Bank View citations
24. How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches
    Working Paper Series, European Central Bank View citations
25. Productivity shocks, budget deficits and the current account
    Working Paper Series, European Central Bank View citations
26. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, European Central Bank (2005) View citations
27. The timing of central bank communication
    Working Paper Series, European Central Bank View citations
    See also Journal Article in European Journal of Political Economy (2007)
28. Transparency, disclosure and the Federal Reserve
    Working Paper Series, European Central Bank View citations
    See also Journal Article in International Journal of Central Banking (2007)

2004

29. Communication and exchange rate policy
    Working Paper Series, European Central Bank View citations
    See also Journal Article in Journal of Macroeconomics (2008)
30. Currency Mismatch, Uncertainty and Debt Structure
    Econometric Society 2004 North American Summer Meetings, Econometric Society
31. Currency mismatch, uncertainty and debt maturity structure
    Working Paper Series, European Central Bank View citations
32. Current account dynamics in OECD and EU acceding countries - an intertemporal approach
    Working Paper Series, European Central Bank View citations
33. Equal size, equal role? Interest rate interdependence between the euro area and the United States
    Working Paper Series, European Central Bank View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations
    See also Journal Article in Economic Journal (2005)
34. Exchange rates and fundamentals - new evidence from real-time data
    Working Paper Series, European Central Bank
    See also Journal Article in Journal of International Money and Finance (2005)
35. Financial openness and growth: Short-run gain, long-run pain?
    Working Paper Series, European Central Bank View citations
    See also Journal Article in Review of International Economics (2008)
36. Taking stock: monetary policy transmission to equity markets
    Working Paper Series, European Central Bank View citations

2003

37. Towards A New Early Warning System of Financial Crises
    Royal Economic Society Annual Conference 2003, Royal Economic Society
    Also in Working Paper Series, European Central Bank (2002)
    See also Journal Article in Journal of International Money and Finance (2006)

2002

38. European Integration: what lessons for other regions? The case of Latin America
    Working Paper Series, European Central Bank View citations
39. Interdependence between the euro area and the US: what role for EMU?
    Working Paper Series, European Central Bank View citations
    See also Journal Article in Proceedings (2003)
40. On currency crises and contagion
    Working Paper Series, European Central Bank View citations
    Also in Peterson Institute Working Paper Series, Peterson Institute for International Economics (2000) View citations
    See also Journal Article in International Journal of Finance & Economics (2003)
41. 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, European Central Bank View citations

2001

42. Financial Market Integration in Europe: On the Effects of EMU on Stock Markets
    Working Papers, Quebec a Montreal - Recherche en gestion View citations
    Also in Working Paper Series, European Central Bank (2001) View citations
    See also Journal Article in International Journal of Finance & Economics (2002)

1999

43. What Causes Currency Crises: Sunspots, Contagion or Fundamentals?
    Economics Working Papers, European University Institute View citations

Journal Articles

2009

1. Asset Prices and Current Account Fluctuations in G-7 Economies
   IMF Staff Papers, 2009, 56, (3), 633-654
   See also Working Paper (2009)
2. Does It Pay to Have the Euro? Italy's Troubled Politics and Financial Markets under the Lira and the Euro*
   International Finance, 2009, 12, (1), 1-31
3. Explaining Monetary Policy in Press Conferences
   International Journal of Central Banking, 2009, 5, (2), 42-84
   See also Working Paper (2007)
4. Global Financial Transmission of Monetary Policy Shocks
   Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 739-759
   See also Working Paper (2006)
5. How successful is the G7 in managing exchange rates?
   Journal of International Economics, 2009, 79, (1), 78-88
   See also Working Paper (2009)
6. Purdah-On the Rationale for Central Bank Silence around Policy Meetings
   Journal of Money, Credit and Banking, 2009, 41, (2-3), 517-528
   See also Working Paper (2008)
7. The political economy under monetary union: has the euro made a difference?
   Economic Policy, 2009, 24, 307-348
   See also Working Paper (2008)
8. The transmission of emerging market shocks to global equity markets
   Journal of Empirical Finance, 2009, 16, (1), 2-17
   See also Working Paper (2007)

2008

9. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence
   Journal of Economic Literature, 2008, 46, (4), 910-45 View citations
   See also Working Paper (2008)
10. Communication and exchange rate policy
    Journal of Macroeconomics, 2008, 30, (4), 1651-1672
    See also Working Paper (2004)
11. Financial Openness and Growth: Short-run Gain, Long-run Pain?
    Review of International Economics, 2008, 16, (1), 69-95
    See also Working Paper (2004)
12. Low probability, high impact: Policy making and extreme events
    Journal of Policy Modeling, 2008, 30, (1), 111-121
13. Oral Interventions Versus Actual Interventions in Fx Markets - An Event-Study Approach
    Economic Journal, 2008, 118, (530), 1079-1106 View citations
14. The pecking order of cross-border investment
    Journal of International Economics, 2008, 74, (1), 94-119 View citations
    See also Chapter (2007)
    Working Paper (2006)
15. US shocks and global exchange rate configurations
    Economic Policy, 2008, 23, 363-409
    See also Working Paper (2007)

2007

16. Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?
    Journal of Money, Credit and Banking, 2007, 39, (2-3), 509-541 View citations
17. Financial globalization and integration
    Journal of International Money and Finance, 2007, 26, (4), 495-499
18. Home bias in global bond and equity markets: The role of real exchange rate volatility
    Journal of International Money and Finance, 2007, 26, (4), 631-655 View citations
    See also Working Paper (2006)
19. The timing of central bank communication
    European Journal of Political Economy, 2007, 23, (1), 124-145 View citations
    See also Working Paper (2005)
20. Transparency, Disclosure, and the Federal Reserve
    International Journal of Central Banking, 2007, 3, (1), 179-225 View citations
    See also Working Paper (2005)

2006

21. On the long-term effectiveness of exchange rate communication and interventions
    Journal of International Money and Finance, 2006, 25, (1), 146-167 View citations
22. Towards a new early warning system of financial crises
    Journal of International Money and Finance, 2006, 25, (6), 953-973
    See also Working Paper (2003)
23. Uncertainty and Debt-Maturity in Emerging Markets
    The B.E. Journal of Macroeconomics, 2006, topics.6, (1)
    Also in Topics in Macroeconomics, 2006, 6, (1), 1348-1348 (2006) View citations

2005

24. Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States
    Economic Journal, 2005, 115, (506), 928-948 View citations
    See also Working Paper (2004)
25. Exchange rates and fundamentals: new evidence from real-time data
    Journal of International Money and Finance, 2005, 24, (2), 317-341 View citations
    See also Working Paper (2004)
26. Strategies of exchange rate policy in G3 economies
    Economics Letters, 2005, 89, (1), 68-74 View citations

2004

27. The Link between Institutional and Economic Integration: Insights for Latin America from the European Experience
    Open Economies Review, 2004, 15, (3), 239-260 View citations

2003

28. Interdependence between the Euro area and the U.S.: what role for EMU?
    Proceedings, 2003 View citations
    See also Working Paper (2002)
29. Monetary Policy Announcements and Money Markets: A Transatlantic Perspective
    International Finance, 2003, 6, (3), 309-28 View citations
30. On currency crises and contagion
    International Journal of Finance & Economics, 2003, 8, (2), 109-129 View citations
    See also Working Paper (2002)

2002

31. Financial Market Integration in Europe: On the Effects of EMU on Stock Markets
    International Journal of Finance & Economics, 2002, 7, (3), 165-93 View citations
    See also Working Paper (2001)

2000

32. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (4), 753-763

1998

33. 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), 1998, 134, (4), 664-691 View citations

Chapters

2007

1. The pecking order of cross-border investment
   A chapter in Research on global financial stability: the use of BIS international financial statistics, 2007, vol. 29, pp 53-89
   See also Working Paper (2006)
   Journal Article in Journal of International Economics (2008)