Prof. Marcel Fratzscher

Kiel Institute Fellow Marcel Fratzscher


Main research interests

  • Macroeconomics,
  • Monetary economics
  • Financial markets and the global economy

Marcel Fratzscher collaborates with the Research Area International Development at the Kiel Institute. He is President of DIW Berlin (German Institute for Economic Research) and Professor of Macroeconomics and Finance at Humboldt-University Berlin.

  1. Working Paper

    Systematic Intervention and Currency Risk Premia

    SSRN Working Paper, Revise and resubmit at Journal of International Economics
    Marcel Fratzscher, Maik Schmeling, Lucio Sarno ...

    Using data for the trades of 19 central banks intervening in currency markets, we show that leaning against the wind by individual central...