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Fixed exchange rate regimes, moral hazard and excessive investment : an alternative explanation of the Asian crisis

Fratzscher, Marcel - 1998

Persistent link: https://www.econbiz.de/10000985505

The global crisis and equity market contagion

Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2014

We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...

Persistent link: https://www.econbiz.de/10010229208

The global crisis and equity market contagion

Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2597-2649

Persistent link: https://www.econbiz.de/10010502200

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

Beirne, John; Fratzscher, Marcel - In: Journal of international money and finance 34 (2013), pp. 60-82

Persistent link: https://www.econbiz.de/10009751130

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

Beirne, John; Fratzscher, Marcel - 2013

Persistent link: https://www.econbiz.de/10010233234

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

Beirne, John; Fratzscher, Marcel - 2012

Persistent link: https://www.econbiz.de/10009679799

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

Beirne, John - 2014

spreads during the crisis, not only for euro area countries but globally. By contrast, regional spill overs and contagion have … been less important, including for euro area countries. The paper also finds evidence for herding contagion – sharp …

Persistent link: https://www.econbiz.de/10013061742

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

Ehrmann, Michael (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002125231

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

Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 24 (2005) 2, pp. 317-341

Persistent link: https://www.econbiz.de/10002635956

The euro bloc, the dollar bloc and the yen bloc : how much monetary policy independence can exchange rate flexibility buy in an interdependent world?

Fratzscher, Marcel (contributor) - 2002

Persistent link: https://www.econbiz.de/10001702791