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Spread components in the Hungarian Forint-Euro market
Frömmel, Michael; Van Gysegem, Frederick - 2011
Persistent link: https://www.econbiz.de/10009008489
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News, liquidity dynamics and intraday jumps : evidence from the HUF/EUR market
Frömmel, Michael; Han, Xing; Van Gysegem, Frederick - 2013
Persistent link: https://www.econbiz.de/10010256391
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Spread components in the Hungarian forint-euro market
Frömmel, Michael; Van Gysegem, Frederick - In: Emerging markets finance & trade : a journal of the … 48 (2012) 3, pp. 52-69
Persistent link: https://www.econbiz.de/10009682754
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Further evidence on foreign exchange jumps and news announcements
Frömmel, Michael; Han, Xing; Van Gysegem, Frederick - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 774-787
Persistent link: https://www.econbiz.de/10011404582
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Liquidity provision in the interbank foreign exchange market
Van Gysegem, Frederick - 2013
Persistent link: https://www.econbiz.de/10010259745
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[Rezension von: Jennes, Barbara, Die Wirkungen der Geldpolitik in Deutschland, ökonometrische Untersuchung traditioneller und alternativer Transmissionsmechanismen]
Frömmel, Michael - In: Kredit und Kapital 37 (2004) 3, pp. 432-435
Persistent link: https://www.econbiz.de/10001811641
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Die Effizienz internationaler Finanzmärkte
Frömmel, Michael - In: Neue Weltwährungsarchitektur, (pp. 41-73). 2001
Persistent link: https://www.econbiz.de/10001659109
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Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model
Frömmel, Michael (contributor) - 2004
The volatility of exchange rates is of high importance, because it affects decisions of market participants. The choice of the exchange rate arrangement affects the volatility of the exchange rate: higher flexibility goes ahead with increasing volatility and vice versa. We investigate the...
Persistent link: https://www.econbiz.de/10002700826
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Volatility regimes in Central and Eastern European countries' exchange rates
Frömmel, Michael - In: Finance a úvěr 60 (2010) 1, pp. 2-21
Persistent link: https://www.econbiz.de/10003937018
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Portfolios and investments
Frömmel, Michael - 2013 - Third Ed.
Persistent link: https://www.econbiz.de/10010194560