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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 - 2021
the "Possible Duality" hypothesis, i.e. whether countries with more flexible currency regimes are indeed able to exert … force in world capital markets, although the importance of EU monetary policy decisions has been increasing and a Euro bloc …
Persistent link: https://www.econbiz.de/10013320230
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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 … paper is to analyse the market impact on major currency pairs of official statements made by EME policy-makers about their …
Persistent link: https://www.econbiz.de/10003825947
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Global Crises and Equity Market Contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2012
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of...
Persistent link: https://www.econbiz.de/10014178116
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Global Crises and Equity Market Contagion
Bekaert, Geert - 2012
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of...
Persistent link: https://www.econbiz.de/10013114659
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Global Crises and Equity Market Contagion
Bekaert, Geert - 2012
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings as indicative of contagion. We find systematic...
Persistent link: https://www.econbiz.de/10013109074
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Global crises and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel - 2011
Using the 2007-2009 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use an asset pricing framework with global and local factors to predict crisis returns, defining unexplained increases in factor loadings as...
Persistent link: https://www.econbiz.de/10009380410
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Global Crises and Equity Market Contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2021
Using the 2007-2009 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use an asset pricing framework with global and local factors to predict crisis returns, defining unexplained increases in factor loadings as...
Persistent link: https://www.econbiz.de/10013315979
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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 … paper is to analyse the market impact on major currency pairs of official statements made by EME policy-makers about their …
Persistent link: https://www.econbiz.de/10011605019
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How successful is the G7 in managing exchange rates?
Fratzscher, Marcel - 2008
moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …
Persistent link: https://www.econbiz.de/10011604998
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How successful is the G7 in managing exchange rates?
Fratzscher, Marcel - 2008
moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …
Persistent link: https://www.econbiz.de/10003794160