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Capital controls and macroprudential measures : what are they good for?

Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - 2013

Are capital controls and macroprudential measures successful in achieving their objectives? Assessing their effectiveness is complicated by selection bias and endogeneity; countries which change their capital-flow management measures (CFMs) often share specific characteristics and are responding...

Persistent link: https://www.econbiz.de/10010259452

Asset prices and current account fluctuations in G7 economies

Fratzscher, Marcel; Straub, Roland - 2009

The paper analyses the effect of equity price shocks on current account positions for the G7 industrialized countries in 1974-2007. It uses a Bayesian VAR with sign restrictions for the identification of asset price shocks and to test empirically for their effect on current accounts. Such shocks...

Persistent link: https://www.econbiz.de/10003831797

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

Capital flow management measures : what are they good for?

Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - 2015

Persistent link: https://www.econbiz.de/10010485602

Capital controls and macroprudential measures : what are they good for?

Forbes, Kristin; Fratzscher, Marcel; Straub, Roland - 2014

Persistent link: https://www.econbiz.de/10010342595

Home bias in global bond and equity markets : the role of real exchange rate volatility

Fidora, Michael (contributor); … - 2006

This paper focuses on the role of real exchange rate volatility as a driver of portfolio home bias, and in particular … model in which real exchange rate volatility induces a bias towards domestic financial assets as well as a stronger home … bias for assets with low local currency return volatility. We find empirical support in favour of this hypothesis for a …

Persistent link: https://www.econbiz.de/10003396699

Home bias in global bond and equity markets : the role of real exchange rate volatility

Fidora, Michael; Fratzscher, Marcel; Thimann, Christian - In: Journal of international money and finance 26 (2007) 4, pp. 631-655

Persistent link: https://www.econbiz.de/10003484230

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

IMF surveillance and financial markets : a political economy analysis

Fratzscher, Marcel; Reynaud, Julien - 2010

The International Monetary Fund (IMF) is in the process of re-inventing itself with bilateral and multilateral surveillance emerging as a key function. The paper analyses how IMF surveillance announcements may be influenced by political power that member countries exert at the IMF. First, we...

Persistent link: https://www.econbiz.de/10003976542

IMF surveillance and financial markets : a political economy analysis

Fratzscher, Marcel; Reynaud, Julien - In: European journal of political economy 27 (2011) 3, pp. 405-422

Persistent link: https://www.econbiz.de/10009260076

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