Narrow search
Showing 101 - 110 of 204
Cover Image
Central bank communication on financial stability
Born, Benjamin; Ehrmann, Michael; Fratzscher, Marcel - 2011
Persistent link: https://www.econbiz.de/10009310836
Cover Image
Asset prices, news shocks, and the trade balance
Fratzscher, Marcel; Straub, Roland - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1211-1251
Persistent link: https://www.econbiz.de/10010197469
Cover Image
Central bank communication on financial stability
Born, Benjamin; Ehrmann, Michael; Fratzscher, Marcel - In: The economic journal : the journal of the Royal … 124 (2014) 577, pp. 701-734
Persistent link: https://www.econbiz.de/10010383739
Cover Image
Central Bank Communication on Financial Stability
Born, Benjamin - 2016
Central banks regularly communicate about financial stability issues, by publishing Financial Stability Reports (FSRs) and through speeches and interviews. The paper asks how such communications affect financial markets. Building a unique dataset, it provides an empirical assessment of the...
Persistent link: https://www.econbiz.de/10013008510
Cover Image
Central Bank Communication on Financial Stability
Born, Benjamin - 2011
Central banks regularly communicate about financial stability issues, by publishing Financial Stability Reports (FSRs) and through speeches and interviews. The paper asks how such communications affect financial markets. Building a unique dataset, it provides an empirical assessment of the...
Persistent link: https://www.econbiz.de/10013127492
Cover Image
Stocks, bonds, money markets and exchange rates: measuring international financial transmission
Ehrmann, Michael; Fratzscher, Marcel; Rigobon, Roberto - 2005
markets and exchange rates within and between the United States and the euro area. We find that asset prices react strongest … financial markets explain, on average, more than 25% of movements in euro area financial markets, whereas euro area markets …
Persistent link: https://www.econbiz.de/10011604498
Cover Image
The transmission of emerging market shocks to global equity markets
Cuadro Sáez, Lucía; Fratzscher, Marcel; Thimann, Christian - 2007
The paper analyses whether, and to what extent, emerging market economies (EMEs) have systemic importance for global financial markets, above and beyond their influence during crises episodes. Using a novel database of exogenous economic and political shocks for 14 systematically relevant EMEs,...
Persistent link: https://www.econbiz.de/10011604770
Cover Image
How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches
Fratzscher, Marcel - 2005
The paper analyses whether communication and actual interventions in FX markets are successful in moving exchange rates over the medium- to long-run. It compares empirical evidence based on time-series analysis with that obtained from an eventstudy approach. Both the time-series approach based...
Persistent link: https://www.econbiz.de/10011604574
Cover Image
Equal size, equal role? Interest rate interdependence between the Euro area and the United States
Ehrmann, Michael; Fratzscher, Marcel - 2003
United States and the euro area have changed with the advent of EMU. Using real-time data, it addresses this issue from the … interest rates in the United States and the euro area. First, the paper finds that the interdependence of money markets has … increased strongly around EMU. Although spillover effects from the United States to the euro area remain stronger than in the …
Persistent link: https://www.econbiz.de/10010298252
Cover Image
The political economy under monetary union: has the euro made a difference?
Fratzscher, Marcel; Stracca, Livio - 2008
the euro area. Equally importantly, economies with a weaker track record in terms of economic and institutional quality …
Persistent link: https://www.econbiz.de/10011605002