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Do China and oil exporters influence major currency configurations?
Fratzscher, Marcel; Mehl, Arnaud - 2008
economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … the appreciation of the euro against the US dollar in recent years. Interestingly, EME policy-makers appear to have become …
Persistent link: https://www.econbiz.de/10003825947
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Do China and oil exporters influence major currency configurations?
Fratzscher, Marcel; Mehl, Arnaud - In: Journal of comparative economics : the journal of the … 37 (2009) 3, pp. 335-358
Persistent link: https://www.econbiz.de/10003898926
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Do China and Oil Exporters Influence Major Currency Configurations?
Fratzscher, Marcel - 2015
economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … the appreciation of the euro against the US dollar in recent years. Interestingly, EME policy-makers appear to have become …
Persistent link: https://www.econbiz.de/10012749953
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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
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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
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What causes currency crises : sunspots, contagion or fundamentals?
Fratzscher, Marcel - In: Financial crises in transition countries : recent …, (pp. 44-76). 2000
Persistent link: https://www.econbiz.de/10001601402
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On currency crises and contagion
Fratzscher, Marcel (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541161
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On currency crises and contagion
Fratzscher, Marcel - In: International journal of finance & economics : IJFE 8 (2003) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10001749275
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What causes currency crises : sunspots, contagion or fundamentals?
Fratzscher, Marcel - 1999
Persistent link: https://www.econbiz.de/10001448738
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On Currency Crises and Contagion
Fratzscher, Marcel - 2021
This paper analyzes the role of contagion in the currency crises in emerging markets during the 1990s. It employs a non-linear Markov-switching model to conduct a systematic comparison and evaluation of three distinct causes of currency crises: contagion, weak economic fundamentals, and...
Persistent link: https://www.econbiz.de/10013320242