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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

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

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

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

Interest Rate Convergence in the EMS Prior to European Monetary Union

Frömmel, Michael - 2009

In this paper we analyze the convergence of interest rates in the European MonetarySystem (EMS) in a framework of changing persistence. This allows us to estimate the exact date of full convergence from the data. A change in persistence means that a time series switches from stationarity to...

Persistent link: https://www.econbiz.de/10013159293

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - 2009

Persistent link: https://www.econbiz.de/10003936716

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - 2009

Persistent link: https://www.econbiz.de/10003849559

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 6, pp. 990-1004

Persistent link: https://www.econbiz.de/10011478733