Discussion paper DP8438 Global crises and equity market contagion Geert Bekaert Michael Ehrmann Marcel Fratzscher Arnaud Mehl 13 Jun 2011 International Macroeconomics F3 G14 G15
Discussion paper DP8093 Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model Marcel Fratzscher Alexander Chudik 8 Nov 2010 International Macroeconomics C5 E44 F3