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Increasing exchange rate volatility during the recent float
Frömmel, Michael; Menkhoff, Lukas - In: Applied financial economics 13 (2003) 12, pp. 857-863
Persistent link: https://www.econbiz.de/10001817132
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725785
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Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Global finance journal 15 (2005) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10002689360
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Do fundamentals matter for the D-Mark/Euro-Dollar? : A regime switching approach
Frömmel, Michael (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838223
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Economic modelling 22 (2005) 3, pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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Risk reduction in the EMS? : evidence from trends in exchange rate properties?
Frömmel, Michael - In: Journal of common market studies : JCMS 39 (2001) 2, pp. 285 - 306
Persistent link: https://www.econbiz.de/10015106088
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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 (contributor) - 2006
The choice of an exchange rate arrangement affects the volatility of the exchange rate: higher flexibility goes ahead with increasing volatility and vice versa (Flood and Rose 1995, 1999). We investigate the exchange rate volatility of six Central and Eastern European countries (CEEC) between...
Persistent link: https://www.econbiz.de/10003315429
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Volatility regimes in Central and Eastern European Countries' exchange rates
Frömmel, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003582280