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Michael Frömmel

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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 & 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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).
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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. 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.
  4. 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.
  5. 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.
  6. 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, pages 50–78, May.
  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 and 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, 03.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2006-07-21 2007-04-09
  2. NEP-CBA: Central Banking (11) 2006-04-29 2006-07-21 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 (6) 2003-12-14 2006-04-29 2006-07-21 2006-07-21 2007-04-09 2008-02-02. Author is listed
  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 (5) 2003-12-14 2006-04-29 2006-07-21 2006-07-21 2008-02-02. Author is listed
  8. NEP-IFN: International Finance (10) 2003-12-14 2004-09-30 2006-04-29 2006-07-21 2007-09-09 2008-02-02 2009-11-07 2010-01-30 2010-04-17 2011-05-14. Author is listed
  9. NEP-MAC: Macroeconomics (6) 2004-09-30 2006-04-29 2006-07-21 2006-07-21 2008-02-02 2009-12-19. Author is listed
  10. NEP-MON: Monetary Economics (6) 2006-04-29 2006-07-21 2006-07-21 2009-06-03 2009-12-19 2009-12-19. Author is listed
  11. NEP-MST: Market Microstructure (3) 2007-09-09 2010-01-30 2010-04-17
  12. NEP-OPM: Open Economy Macroeconomic (2) 2009-11-07 2010-10-23
  13. NEP-TRA: Transition Economics (7) 2006-04-29 2006-07-21 2008-02-02 2009-12-19 2010-01-30 2010-04-17 2011-05-14. Author is listed

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