Michael Frömmel

Markov switching regimes in a monetary exchange rate model

Michael Frömmel, Ronald MacDonald, Lukas Menkhoff · Economic Modelling · 2004 · 122 citations

Monetary Policy, Exchange Rate Regimes, Economics +7

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave

Darko Vuković, Moinak Maiti, Zoran Grubišić et al. · Sustainability · 2021 · 67 citations · Full text

Empirical Finance, Crypto Market, Cryptocurrency +17

Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?

Michael Frömmel, Garo Garabedian, Franziska Schobert · Journal of Macroeconomics · 2011 · 49 citations · Full text

Economics, Monetary Policy, International Finance +11

Intraday momentum in FX markets: Disentangling informed trading from liquidity provision

Gert Elaut, Michael Frömmel, Kevin Lampaert · Journal of Financial Markets · 2016 · 49 citations

Market Microstructure, Economics, Financial Economics +10