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Global financial transmission of monetary policy shocks

Ehrmann, Michael; Fratzscher, Marcel - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 739-759

Persistent link: https://www.econbiz.de/10003898986

Global financial transmission of monetary policy shocks

Ehrmann, Michael (contributor); … - 2006

The paper shows that US monetary policy has been an important determinant of global equity markets. Analysing 50 equity markets worldwide, we find that returns fall on average around 3.8% in response to a 100 basis point tightening of US monetary policy, ranging from a zero response in some to a...

Persistent link: https://www.econbiz.de/10003320671

Global financial transmission of monetary policy shocks

Ehrmann, Michael (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003363952

Global Financial Transmission of Monetary Policy Shocks

Ehrmann, Michael; Fratzscher, Marcel - 2021

Persistent link: https://www.econbiz.de/10013317648

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

Fratzscher, Marcel; Mehl, Arnaud - 2011

euro and the Chinese renminbi (RMB). It focuses on what we call China’s “dominance hypothesis”, i.e. whether the renminbi … global financial crisis. These results are consistent with China’s dominance hypothesis and with the view that the … international monetary system is already tri-polar. However, we also find that China’s currency movements are to some extent …

Persistent link: https://www.econbiz.de/10011605438

China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System

Fratzscher, Marcel - 2011

euro and the Chinese renminbi (RMB). It focuses on what we call China's “dominance hypothesis”, i.e. whether the renminbi … global financial crisis. These results are consistent with China's dominance hypothesis and with the view that the … international monetary system is already tri-polar. However, we also find that China's currency movements are to some extent …

Persistent link: https://www.econbiz.de/10013119934

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

On currency crises and contagion

Fratzscher, Marcel (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001541161

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

On currency crises and contagion

Fratzscher, Marcel - 2002

Persistent link: https://www.econbiz.de/10013434461