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Michael Frömmel · Study
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Author
Michael Frömmel
12 works
· latest 2024
· 2 institutions
cluster: provisional
ORCID 0000-0001-9799-7836
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Citations
554
Works here
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Most cited in this library
Markov switching regimes in a monetary exchange rate model
2004 · 118 citations
Nonstandard Errors
2024 · 111 citations
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?
2011 · 52 citations
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision
2016 · 49 citations
Modeling the daily electricity price volatility with realized measures
2014 · 40 citations
Works
12 shown
Nonstandard Errors
The Journal of Finance
·
2024
·
94 authors
·
Open access
111
citations
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision
Journal of Financial Markets
·
2016
·
3 authors
49
citations
Interest rate convergence in the EMS prior to European Monetary Union
Journal of Policy Modeling
·
2015
·
2 authors
·
Open access
16
citations
Modeling the daily electricity price volatility with realized measures
Energy Economics
·
2014
·
3 authors
·
Open access
40
citations
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?
Journal of Macroeconomics
·
2011
·
3 authors
·
Open access
52
citations
What do we know about real exchange rate nonlinearities?
Empirical Economics
·
2011
·
4 authors
·
Open access
18
citations
Order flows, news, and exchange rate volatility
Journal of International Money and Finance
·
2007
·
3 authors
35
citations
Exchange rate regimes in Central and East European countries: Deeds vs. words
Journal of Comparative Economics
·
2006
·
2 authors
32
citations
Monetary Policy Rules in Central and Eastern Europe
RePEc: Research Papers in Economics
·
2006
·
2 authors
·
preprint
·
Open access
28
citations
Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach
Global Finance Journal
·
2004
·
3 authors
·
Open access
32
citations
Markov switching regimes in a monetary exchange rate model
Economic Modelling
·
2004
·
3 authors
118
citations
Markov Switching Regimes In A Monetary Exchange Rate Model
RePEc: Research Papers in Economics
·
2004
·
3 authors
·
preprint
23
citations