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Global financial transmission of monetary policy shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006616.

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Cited: 41

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Cites: 41

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  1. .

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  2. Monetary policy transmission to Russia & Eastern Europe. (2019). Grigoriadis, Theocharis ; Stann, Carsten M.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:20196.

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  3. Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL. (2018). Masih, Abul ; Gadhoum, Anouar.
    In: MPRA Paper.
    RePEc:pra:mprapa:105469.

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  4. The Effects of USA Monetary Policy on Central America and the Dominican Republic. (2017). Checo, Ariadne M ; Ramirez, Francisco A ; Pradel, Salome .
    In: Investigación Conjunta-Joint Research.
    RePEc:cml:incocp:3-07.

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  5. Response of Turkish Financial Markets to Negative Interest Rate Announcements of the ECB. (2016). Gunes, Gokhan Sahin ; Oz, Sumru ; Sumru Öz, .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1614.

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  6. Monetary Policy, Firm Size and Equity Returns in An Emerging Market: Panel Evidence of Malaysia. (2015). Zaidi, Mohd Azlan Shah ; Abdul Karim, Zulkefly ; Shah, Mohd Azlan .
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
    RePEc:usm:journl:aamjaf01102_29-55.

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  7. Capital Flow Management Measures: What Are They Good For?. (2015). Straub, Roland ; Fratzscher, Marcel ; Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20860.

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  8. Why do term structures in different currencies co-move?. (2015). Le, Anh ; Lundblad, Christian ; Jotikasthira, Chotibhak .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:58-83.

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  9. Financial markets in CEE countries and their role in transmission of euro area monetary policy shocks. (2015). Wierzbowska, Agata .
    In: European Journal of Business and Economics.
    RePEc:aad:ejbejj:v:10:y:2015:i:2:p:732.

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  10. International yield curve comovements: impact of the recent financial crisis. (2014). Sirichand, Kavita ; Coleman, Simeon.
    In: Discussion Paper Series.
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  11. Equity prices and financial globalization. (2014). Jinjarak, Yothin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:49-57.

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  12. Stock Market Integration in West African Monetary Zone: A Linear and Nonlinear Cointegration Approach. (2014). Agyapong, Daniel.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:563-587.

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  13. Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration. (2013). Sudo, Nao ; Ugai, Hiroshi ; Kimura, Yuki ; Fukuda, Yoshiyuki .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:13-e-16.

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  14. Global financing conditions and sovereign debt yields of emerging market countries. (2011). Ä°mer-Ertunga, Evrim.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:4:p:207-215.

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  15. U.S. Monetary Policy Surprises and International Securitized Real Estate Markets. (2011). Yang, Jian ; Xu, Pisun .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490.

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  16. Global asset prices and FOMC announcements. (2011). Wongswan, Jon ; Hausman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:3:p:547-571.

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  17. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU. (2010). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2010:y:2010:i:4:id:740:p:435-457.

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  18. Financial globalization and monetary policy. (2010). Kamin, Steven B..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1002.

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  19. Federal Reserve Communications and Emerging Equity Markets. (2009). Neuenkirch, Matthias ; Kutan, Ali ; Hayo, Bernd.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:200923.

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  20. The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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  21. The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets. (2009). Nguyen, Tho ; Kim, Suk-Joong ; Nguyen, Do Quoc Tho, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:3:p:415-431.

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  22. The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data. (2009). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:2:p:199-219.

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  23. The transmission of emerging market shocks to global equity markets. (2009). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Cuadro-Saez, Lucia .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:2-17.

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  24. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp382.

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  25. Global Financial Transmission of Monetary Policy Shocks. (2009). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:71:y:2009:i:6:p:739-759.

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  26. International stock markets comovements: the role of economic and financial integration. (2008). MORANA, CLAUDIO.
    In: Empirical Economics.
    RePEc:spr:empeco:v:35:y:2008:i:2:p:333-359.

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  27. Monetary policy shocks in the euro area and global liquidity spillovers. (2008). Zaghini, Andrea ; Sousa, João.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:3:p:205-218.

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  28. Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK. (2008). Hyde, Stuart ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-005.

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  29. Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK. (2008). Hyde, Stuart ; Guidolin, Massimo.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:18:y:2008:i:4:p:293-312.

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  30. The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data. (2008). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp349.

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  31. Volatility in International Financial Market Issuance: The Role of the Financial Center. (2007). Kaminsky, Graciela ; Cipriani, Marco.
    In: Open Economies Review.
    RePEc:kap:openec:v:18:y:2007:i:2:p:157-176.

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  32. Volatility in International Financial Market Issuance: The Role of the Financial Center. (2007). Kaminsky, Graciela ; Cipriani, Marco.
    In: Working Papers.
    RePEc:hkm:wpaper:212007.

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  33. European banking: An overview. (2007). Wilson, John ; Molyneux, Philip ; Goddard, John ; Wilson, John O. S., ; Tavakoli, Manouche .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:7:p:1911-1935.

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  34. US shocks and global exchange rate configurations. (2007). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007835.

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  35. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007724.

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  36. Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers. (2007). Zaghini, Andrea ; Sousa, João.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_629_07.

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  37. Volatility in International Financial Market Issuance: The Role of the Financial Center. (2006). Kaminsky, Graciela ; Cipriani, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12587.

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  38. International Stock Markets Comovements: the Role of Economic and Financial Integration. (2006). MORANA, CLAUDIO.
    In: ICER Working Papers.
    RePEc:icr:wpicer:25-2006.

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  39. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:886.

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  40. What is global excess liquidity, and does it matter?. (2006). Stracca, Livio ; Ruffer, Rasmus .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006696.

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  41. A market microstructure analysis of foreign exchange intervention. (2006). Vitale, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006629.

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  4. Efficient Prediction of Excess Returns. (2008). Wright, Jonathan ; Faust, Jon.
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  5. New Shocks, Exchange Rates and Equity Prices. (2008). Rebucci, Alessandro ; Pisani, Massimiliano ; Matsumoto, Akito ; Cova, Pietro.
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    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:868.

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  36. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Hansen, Lars Jul ; Andersson, Magnus.
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  37. Global financial transmission of monetary policy shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
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  38. Global Private Information in International Equity Markets. (2006). Schneider, Martin ; Albuquerque, Rui ; Bauer, Gregor H.
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  39. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
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  40. Global Financial Transmission of Monetary Policy Shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
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  41. Practical Volatility and Correlation Modeling for Financial Market Risk Management. (2005). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
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  42. The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street. (2005). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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  43. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
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  44. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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  45. Practical Volatility and Correlation Modeling for Financial Market Risk Management. (2005). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
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  46. Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte.
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  47. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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  48. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Fratzscher, Marcel ; Ehrmann, Michael ; Rigobon, Roberto.
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  49. Characterizing Asymmetric Information in International Equity Markets. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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  50. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
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