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Michael Frömmel
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Year
Markov switching regimes in a monetary exchange rate model
M Frömmel, R MacDonald, L Menkhoff
Economic Modelling 22 (3), 485-502, 2005
1712005
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?
M Frömmel, G Garabedian, F Schobert
Journal of Macroeconomics 33 (4), 807-818, 2011
118*2011
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, M Frömmel, et al.
Journal of Finance 79 (3), 2339-2390, 2024
722024
Order flows, news, and exchange rate volatility
M Frömmel, A Mende, L Menkhoff
Journal of International Money and Finance 27 (6), 994-1012, 2008
682008
COVID-19 pandemic: Is the crypto market a safe haven? The impact of the first wave
D Vukovic, M Maiti, Z Grubisic, EM Grigorieva, M Frömmel
Sustainability 13 (15), 8578, 2021
552021
Modeling the daily electricity price volatility with realized measures
M Frömmel, X Han, S Kratochvil
Energy Economics 44, 492-502, 2014
552014
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision
G Elaut, M Frömmel, K Lampaert
Journal of Financial Markets 37, 35-51, 2018
532018
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
M Frömmel
FINANCE A ÚVĚR-CZECH JOURNAL OF ECONOMICS AND FINANCE 60 (1), 2-21, 2010
52*2010
Exchange rate regimes in Central and East European countries: Deeds vs. words
M Frömmel, F Schobert
Journal of Comparative Economics 34 (3), 467-483, 2006
502006
Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach
M Frömmel, R MacDonald, L Menkhoff
Global Finance Journal 15 (3), 321-335, 2005
472005
Private sector credit in CESEE: Long-Run relationships and short-run dynamics
M Eller, M Frömmel, N Srzentić
Focus on European Economic Integration, 50-78, 2010
372010
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
M Frömmel, N Kiss M, K Pintér
International Journal of Finance & Economics 16 (2), 172-188, 2011
31*2011
Interest rate convergence in the EMS prior to European Monetary Union
M Frömmel, R Kruse
Journal of Policy Modeling 37 (6), 990-1004, 2015
302015
Testing for a rational bubble under long memory
M Frömmel, R Kruse
Quantitative Finance 12 (11), 1723-1732, 2012
282012
Increasing exchange rate volatility during the recent float
M Frömmel, L Menkhoff
Applied Financial Economics 13 (12), 877-883, 2003
282003
Portfolios and investments
M Frömmel
BoD–Books on Demand, 2013
25*2013
Does frequency matter for intraday technical trading?
M Frömmel, K Lampaert
Finance Research Letters 18, 177-183, 2016
232016
Boards of directors and corporate sustainability performance: Evidence from the emerging East Asian markets
LTX Nguyen, ANP Doan, M Frömmel
International Journal of Disclosure and Governance 18 (2), 95-105, 2021
212021
Further evidence on foreign exchange jumps and news announcements
M Frömmel, X Han, F Van Gysegem
Emerging Markets Finance and Trade 51 (4), 774-787, 2015
20*2015
Bank lending and asset prices in the euro area
M Frömmel, T Schmidt
RWI Discussion Paper, 2006
192006
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