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Michael Frömmel

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This is information that was supplied by Michael Frömmel in registering through RePEc. If you are Michael Frömmel , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michael
Middle Name:
Last Name: Frömmel
Suffix:

RePEc Short-ID: pfr29

Email:
Homepage: http://www.feb.ugent.be/FinEco/ENG/
Postal Address: Department of Financial Economics Ghent University W. Wilsonplein 5D 9000 Gent, BELGIUM
Phone:

Affiliation

Vakgroep Financiële Economie
Faculteit Economie en Bedrijfskunde
Universiteit Gent
Location: Gent, Belgium
Homepage: http://www.feb.ugent.be/FinEco/
Email:
Phone: (32) (09) 264 35 12
Fax: (32) (09) 264 89 95
Postal: Sint Pietersplein 5, B-9000 GENT
Handle: RePEc:edi:vfrugbe (more details at EDIRC)

Works

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Working papers

  1. M. Frömmel & X. Han & F. Van Gysegem, 2013. "News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/848, Ghent University, Faculty of Economics and Business Administration.
  2. J. W.B. Bos & M. Frömmel & M. Lamers, 2013. "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/850, Ghent University, Faculty of Economics and Business Administration.
  3. M. Frömmel & F. Van Gysegem, 2011. "Spread Components in the Hungarian Forint-Euro Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/709, Ghent University, Faculty of Economics and Business Administration.
  4. M. Frömmel & R. Kruse, 2011. "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/722, Ghent University, Faculty of Economics and Business Administration.
  5. M. Frömmel & G. Garabedian & F. Schobert, 2009. "Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/611, Ghent University, Faculty of Economics and Business Administration.
  6. Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, School of Economics and Management, University of Aarhus.
  7. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009. "What do we know about real exchange rate non-linearities?," CREATES Research Papers 2009-50, School of Economics and Management, University of Aarhus.
  8. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers 2009/3, Magyar Nemzeti Bank (the central bank of Hungary).
  9. M. Frömmel & A. Mende & L. Menkhoff, 2007. "Order Flows, News, and Exchange Rate Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/474, Ghent University, Faculty of Economics and Business Administration.
  10. Frömmel, Michael & Schmidt, Torsten, 2006. "Bank Lending and Asset Prices in the Euro Area," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-342, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  11. Frömmel, Michael & Schobert, Franziska, 2006. "Monetary Policy Rules in Central and Eastern Europe," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-341, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  12. Frömmel, Michael, 2006. "Volatility Regimes in Central and Eastern European Countries' Exchange Rates," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-333, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  13. Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004. "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004 119, Royal Economic Society.
  14. Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-289, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

Articles

  1. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012. "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
  2. Michael Frömmel & Frederick Van Gysegem, 2012. "Spread Components in the Hungarian Forint-Euro Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(3), pages 52-69, May.
  3. Frömmel, Michael & Garabedian, Garo & Schobert, Franziska, 2011. "Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 807-818.
  4. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, 04.
  5. Markus Eller & Michael Frömmel & Nora Srzentic, 2010. "Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2.
  6. Michael Frömmel, 2010. "Volatility Regimes in Central and Eastern European Countries’ Exchange Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(1), pages 2-21, February.
  7. Frömmel, Michael & Mende, Alexander & Menkhoff, Lukas, 2008. "Order flows, news, and exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 994-1012, October.
  8. Frommel, Michael & Schobert, Franziska, 2006. "Exchange rate regimes in Central and East European countries: Deeds vs. words," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 467-483, September.
  9. Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005. "Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach," Global Finance Journal, Elsevier, vol. 15(3), pages 321-335, February.
  10. Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005. "Markov switching regimes in a monetary exchange rate model," Economic Modelling, Elsevier, vol. 22(3), pages 485-502, May.
  11. Michael Frommel & Lukas Menkhoff, 2003. "Increasing exchange rate volatility during the recent float," Applied Financial Economics, Taylor & Francis Journals, vol. 13(12), pages 877-883.
  12. Michael Frömmel & Lukas Menkhoff, 2001. "Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties," Journal of Common Market Studies, Wiley Blackwell, vol. 39(2), pages 285-306, 06.

Chapters

  1. Markus Eller & Michael Frömmel & Nora Srzentic, 2011. "What has driven Private Sector Credit Developments in Central, Eastern and Southeastern Europe?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

Books

  1. Ernest Gnan & Andras Simor & Manfred Schepers & Markus Eller & Michael Froemmel & Nora Srzentic & Debora Revoltella & Fabio Mucci & Malgorzata Iwanicz-Drozdowska & Petra Kalfmann, 2011. "The Future of Banking in CESEE after the Financial Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/1 edited by Attila Csajbók & Ernest Gnan.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2007-04-09
  2. NEP-CBA: Central Banking (11) 2006-04-30 2006-07-23 2007-04-09 2007-09-09 2008-02-02 2009-06-03 2009-11-07 2009-12-19 2009-12-19 2010-01-30 2010-10-23. Author is listed
  3. NEP-ECM: Econometrics (3) 2009-11-07 2010-10-23 2012-01-18
  4. NEP-EEC: European Economics (4) 2003-12-14 2006-04-30 2007-04-09 2008-02-02
  5. NEP-ETS: Econometric Time Series (2) 2009-11-07 2012-01-18
  6. NEP-FIN: Finance (2) 2003-12-14 2006-07-21
  7. NEP-FMK: Financial Markets (3) 2003-12-14 2006-05-22 2008-02-02
  8. NEP-IFN: International Finance (10) 2003-12-14 2004-09-30 2006-05-16 2006-07-26 2007-09-09 2008-02-02 2009-11-07 2010-01-30 2010-04-17 2011-05-14. Author is listed
  9. NEP-INT: International Trade (1) 2014-02-02
  10. NEP-MAC: Macroeconomics (6) 2004-09-30 2006-05-03 2006-07-24 2006-07-24 2008-02-02 2009-12-19. Author is listed
  11. NEP-MON: Monetary Economics (4) 2006-05-02 2009-06-03 2009-12-19 2009-12-19
  12. NEP-MST: Market Microstructure (4) 2007-09-09 2010-01-30 2010-04-17 2013-11-02
  13. NEP-OPM: Open Economy Macroeconomics (2) 2009-11-07 2010-10-23
  14. NEP-TRA: Transition Economics (7) 2006-05-23 2006-07-24 2008-02-02 2009-12-19 2010-01-30 2010-04-17 2011-05-14. Author is listed

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