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Exchange rates and fundamentals : new evidence from real-time data

Ehrmann, Michael (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002125231

Exchange rates and fundamentals : new evidence from real-time data

Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 24 (2005) 2, pp. 317-341

Persistent link: https://www.econbiz.de/10002635956

Interdependence between the Euro area and the US : what role for EMU?

Ehrmann, Michael (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001749417

Exchange Rates and Fundamentals : New Evidence from Real-Time Data

Ehrmann, Michael; Fratzscher, Marcel - 2021

-time data. We find that such economic news in the United States, Germany and the euro area have indeed been a driving force … behind daily US dollar - euro/DEM exchange rate developments in the period 1993-2003. The larger importance of US … macroeconomic news is at least partly explained by their earlier release time compared to corresponding German and euro area news …

Persistent link: https://www.econbiz.de/10013319332

Interdependence between the Euro area and the US : what role for EMU?

Ehrmann, Michael - 2002

Persistent link: https://www.econbiz.de/10013434525

Exchange rates and fundamentals : new evidence from real-time Data

Ehrmann, Michael - 2004

Persistent link: https://www.econbiz.de/10013434702

Purdah - on the rationale for central bank silence around policy meetings

Ehrmann, Michael; Fratzscher, Marcel - In: Journal of money, credit and banking : JMCB 41 (2009) 2/3, pp. 517-528

Persistent link: https://www.econbiz.de/10003831147

Purdah: on the rationale for central bank silence around policy meetings

Ehrmann, Michael (contributor); … - 2008

Despite substantial differences in monetary policy and communication strategies, many central banks share the practice of purdah, a self-imposed guideline of abstaining from communication around policy meetings or other important events. This practice is remarkable, as it seems to contradict the...

Persistent link: https://www.econbiz.de/10003747979

Purdah : On the Rationale for Central Bank Silence Around Policy Meetings

Ehrmann, Michael; Fratzscher, Marcel - 2021

Persistent link: https://www.econbiz.de/10013316596

Global financial transmission of monetary policy shocks

Ehrmann, Michael (contributor); … - 2006

The paper shows that US monetary policy has been an important determinant of global equity markets. Analysing 50 equity markets worldwide, we find that returns fall on average around 3.8% in response to a 100 basis point tightening of US monetary policy, ranging from a zero response in some to a...

Persistent link: https://www.econbiz.de/10003320671