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Homepage of Marcel Fratzscher Homepage of Marcel Fratzscher. Papers, publications, links.
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Strategies of exchange rate policy in G3 economies File Format: PDF/Adobe Acrobat - View as HTML However, G3 exchange rate policies have undergone a fundamental regime ... intervention strategies G3 policy-makers have pursued. ...
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28 November 2005 Michael Ehrmann & Marcel Fratzscher Phone: +49 ... File Format: PDF/Adobe Acrobat - View as HTML D. Michael Ehrmann, Marcel Fratzscher (European Central Bank) and Roberto Rigobon (MIT): “Stocks, Bonds, Money Markets and Exchange Rates: Measuring ...
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Discussion of “Economic Integration in Europe: Its Effects on ... File Format: PDF/Adobe Acrobat - View as HTML shares, and by estimating a simple export market share model of Canada .... export market share Canada now has in the UK seems much closer to what one would ...
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Chairman: Lucas Papademos (Vice President, European Central Bank ... File Format: PDF/Adobe Acrobat - View as HTML Chairman: Lucas Papademos (Vice President, European Central Bank). 1. Spencer Dale (Board of Governors of the Federal Reserve System), Athanasios Orphanides ...
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Microsoft PowerPoint - SNB-IMF discussion Lane Milesi-Ferretti Nov ... File Format: PDF/Adobe Acrobat - View as HTML Nov 25, 2008 ... Discussion of paper by Philip Lane & Gian Maria Milesi-Ferretti on ... Gourinchas & Rey (2007) Lane & Milesi-Ferretti (2007) ...
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Microsoft PowerPoint - Hau&Rey discussuion CEPR Nov 2007.ppt File Format: PDF/Adobe Acrobat - View as HTML -6 < α < -20 (US, EA) for k=0 & k=1. Robustness different sizes of funds ... Equity return diff. vs. exch. rate reaction. 0. 5. 10. 15. 20 e q u i ...
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Microsoft PowerPoint - Hau&Rey discussuion CEPR Nov 2007.ppt File Format: PDF/Adobe Acrobat - View as HTML from 4 currency areas (US, UK, CA, EA); representative of overall portfolio equity holdings ( CPIS) .... Interest rate diff. vs. exch. rate reaction. -3 ...
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Microsoft PowerPoint - Discussion Hausman-Wongswan AEA 2008.ppt File Format: PDF/Adobe Acrobat - View as HTML Distinction between target surprise (TS, from current-month ... When opposite sign of TS and PS II: PS II is “timing” surprise ...
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Microsoft PowerPoint - SNB discussion Dale-Orphanides-Osterholm ... File Format: PDF/Adobe Acrobat - View as HTML Purdah period (Fed, BoE, ECB,…) ... Communication during ‘purdah’ period. • Private signals’ precision ... Communication in purdah period (high r) ...
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