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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - 2020
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. Our new...
Persistent link: https://www.econbiz.de/10012313466
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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - 2020
We construct a novel database of monthly foreign exchange interventions for 49 countries over up to 22 years. We build on a text classification approach that extracts information about interventions from news articles and calibrate our procedure to data about actual interventions. Our new...
Persistent link: https://www.econbiz.de/10012313789
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Foreign exchange intervention : a new database
Sarno, Lucio; Fratzscher, Marcel; Menkhoff, Lukas; … - 2022
Persistent link: https://www.econbiz.de/10013382311
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Capital flow management measures : what are they good for?
Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - 2015
Persistent link: https://www.econbiz.de/10010485602
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Bubble thy neighbor : portfolio effects and externalities from capital controls ; conference paper
Forbes, Kristin; Fratzscher, Marcel; Kostka, Thomas; … - 2013
We use changes in Brazil s tax on capital inflows from 2006 to 2011 to test for direct portfolio effects and …
Persistent link: https://www.econbiz.de/10010341669
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Capital controls and foreign exchange policy
Fratzscher, Marcel - 2012
Persistent link: https://www.econbiz.de/10009502331
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Controles de capital y política cambiaria
Fratzscher, Marcel - In: Economía chilena 15 (2012) 2, pp. 66-98
Persistent link: https://www.econbiz.de/10009668443
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Capital-flow management measures : what are they good for?
Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - In: Journal of international economics 96 (2015), pp. 76-97
Persistent link: https://www.econbiz.de/10011387746
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Capital controls and macroprudential measures : what are they good for?
Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - 2014
Persistent link: https://www.econbiz.de/10010342595
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Capital controls and macroprudential measures : what are they good for?
Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - 2013
detailed information on weekly changes in controls on capital inflows, capital outflows, and macroprudential measures from 2009 …
Persistent link: https://www.econbiz.de/10010259452