Fratzscher, Marcel (contributor); … - 2007
financial markets, above and beyond their influence during crises episodes. Using a novel database of exogenous economic and … economically significant impact on global equity markets. The economic significance of EME shocks is in particular underlined by … results 16
5. Sensitivity 19
5.1 Economic relevance of EMEs for
global equity markets 19
5.2 Extensions and robustness 21 …