Michael Frenkel

WHU Otto Beisheim Graduate School of Management

Dr.

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

22

DOWNLOADS

3,449

CITATIONS

19

Scholarly Papers (22)

1.

Some Shocking Aspects of Emu Enlargement

Research Note No. RN-99-4
Number of pages: 28 Posted: 10 Jul 1999
Michael Frenkel, Christiane Nickel and Gunter Schmidt
WHU Otto Beisheim Graduate School of Management, European Central Bank (ECB) and WHU Otto Beisheim Graduate School of Management
Downloads 660 (38,144)
Citation 14

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2.

A Primer on the Exposure of Nonfinancial Corporations to Foreign Exchange Rate Risk

Journal of Multinational Financial Management, Vol. 15, Nos 4/5, pp. 394-413, October/December 2005
Number of pages: 31 Posted: 20 Oct 2006 Last Revised: 11 Mar 2014
Söhnke M. Bartram, Gunter Dufey and Michael Frenkel
Warwick Business School - Department of Finance, Stephen M. Ross School of Business at the University of Michigan and WHU Otto Beisheim Graduate School of Management
Downloads 478 (57,898)
Citation 2

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Foreign exchange rates, exposure, corporate finance, risk management, hedging, derivatives

3.

How Does Emu Affect the Dollar and the Yen as International Reserve and Investment Currencies?

Number of pages: 25 Posted: 18 Jun 1999
Michael Frenkel and Jens Sondergaard
WHU Otto Beisheim Graduate School of Management and Capital Group International, Inc. - London Office
Downloads 357 (82,071)
Citation 6

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4.

Time Preference, Productivity, and the Growth Effects of Integration

Georgetown University Working Paper No. 96-01
Number of pages: 27 Posted: 01 Feb 1997
Michael Frenkel and Thomas Trauth
WHU Otto Beisheim Graduate School of Management and Swiss Reinsurance Company
Downloads 328 (90,354)

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5.

The Effects of Foreign Exchange Market Interventions of the Bank of Japan on the $/Yen Exchange Rate Volatility

Number of pages: 9 Posted: 14 May 2002
Michael Frenkel, Christian Pierdzioch and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management, Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 289 (103,739)
Citation 1

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Foreign exchange market interventions, Exchange rate volatility, Bank of Japan

6.

Bank of Japan and Federal Reserve Interventions in the Yen/ U.S. Dollar Market: Estimating the Central Banks' Reaction Functions

Number of pages: 31 Posted: 17 May 2002
Michael Frenkel, Christian Pierdzioch and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management, Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 287 (104,531)
Citation 9

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Exchange rates, Central bank intervention policy, Reaction function

The Effects of Capital Controls on Exchange Rate Volatility and Output

Number of pages: 31 Posted: 10 Jan 2002
WHU Otto Beisheim Graduate School of Management, European Central Bank (ECB), WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim School of Management
Downloads 204 (147,049)

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Capital controls, capital flows

The Effects of Capital Controls on Exchange Rate Volatility and Output

IMF Working Paper No. 01/187
Number of pages: 29 Posted: 03 Feb 2006
WHU Otto Beisheim Graduate School of Management, WHU Otto Beisheim School of Management, WHU Otto Beisheim Graduate School of Management and European Central Bank (ECB)
Downloads 72 (323,986)
Citation 3

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capital controls, capital flows

8.

Trading Rule Profitability and Interventions in the Dollar-Deutschmark Market

Number of pages: 23 Posted: 03 Apr 2000
Michael Frenkel and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim School of Management
Downloads 275 (109,379)

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Technical trading rules, chartism, efficient markets, central bank intervention policy, bootstrap

9.

Estimating the Reaction Functions of the Federal Reserve and the Deutsche Bundesbank Regarding Their Intervention Behavior in the Dollar-Deutschmark Market

Number of pages: 20 Posted: 21 Dec 2001
Michael Frenkel and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim School of Management
Downloads 152 (191,138)

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Central Bank Intervention Policy, Logit-Model, Reaction Function

How Symmetric are the Shocks and the Shock Adjustment Dynamics between the Euro Area and Central and Eastern European Countries?

IMF Working Paper No. 02/222
Number of pages: 28 Posted: 14 Feb 2006
Michael Frenkel and Christiane Nickel
WHU Otto Beisheim Graduate School of Management and European Central Bank (ECB)
Downloads 117 (235,822)

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European monetary integration, international monetary arrangements and institutions

How Symmetric are the Shocks and the Shock Adjustment Dynamics between the Euro Area and Central and Eastern European Countries?

Journal of Common Market Studies, Vol. 43, No. 1, pp. 53-74, March 2005
Number of pages: 22 Posted: 09 Feb 2005
Michael Frenkel and Christiane Nickel
WHU Otto Beisheim Graduate School of Management and European Central Bank (ECB)
Downloads 28 (484,534)
Citation 10
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11.

The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan

Number of pages: 20 Posted: 14 May 2002
Michael Frenkel, Christian Pierdzioch and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management, Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 82 (297,155)
Citation 8

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Foreign exchange market, Central bank interventions, Press reports of interventions, Bank of Japan

12.

Balance of Payments Crises and the Structure of Adjustment Policies

IMF Working Paper No. 89/37
Number of pages: 35 Posted: 15 Feb 2006
Michael Frenkel
WHU Otto Beisheim Graduate School of Management
Downloads 77 (308,415)

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13.

Are Foreign Institutional Investors Good for Emerging Markets?

The World Economy, Vol. 27, No. 8, pp. 1275-1293, August 2004
Number of pages: 19 Posted: 07 Oct 2004
Michael Frenkel and Lukas Menkhoff
WHU Otto Beisheim Graduate School of Management and German Institute for Economic Research (DIW Berlin)
Downloads 22 (504,032)
Citation 10
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14.

Five Years of Single European Monetary Policy in Practice: Is the ECB Rule-Based?

Contemporary Economic Policy, Vol. 24, No. 1, pp. 106-115, 2006
Number of pages: 10 Posted: 27 May 2006
Ralf Fendel and Michael Frenkel
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 18 (527,126)
Citation 5
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15.

Do Current Account Forecasters Herd? Evidence from the Euro Area and the G7 Countries

Review of International Economics, Vol. 20, Issue 2, pp. 221-236, 2012
Number of pages: 16 Posted: 19 Apr 2012
Michael Frenkel, Jan‐C. Rülke and Lilli Zimmermann
WHU Otto Beisheim Graduate School of Management, affiliation not provided to SSRN and WHU - Otto Beisheim School of Management
Downloads 2 (631,365)
Citation 1
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16.

Do Bilateral Investment Treaties Attract Foreign Direct Investment? The Role of International Dispute Settlement Provisions

The World Economy, Vol. 42, Issue 5, pp. 1316-1342, 2019
Number of pages: 27 Posted: 16 Apr 2019
Michael Frenkel and Benedikt Walter
WHU Otto Beisheim Graduate School of Management and WHU - Otto Beisheim School of Management
Downloads 1 (644,032)
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bilateral investment treaties, foreign direct investment, investor–state dispute settlement, state–state dispute settlement

17.

Deflation and the Zero Lower Bound on Nominal Interest Rates

Financial Markets and Portfolio Management, Vol. 18, No. 2, pp. 160-181, 2004
Posted: 12 Sep 2005
Michael Frenkel and Ralf Fendel
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim Graduate School of Management

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18.

Intervention Reaction Functions in the Dollar-Deutschmark Market

Financial Markets and Portfolio Management, Vol. 15, No. 3, 2001
Posted: 06 Sep 2005
Georg Stadtmann and Michael Frenkel
WHU Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management

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19.

The Foreign Exchange Market Interventions of the European Central Bank

Banca Nazionale del Lavoro Quarterly Review, Vol. 54, No. 218, September 2001
Posted: 20 Dec 2001
Michael Frenkel, Georg Stadtmann and Christian Pierdzioch
WHU Otto Beisheim Graduate School of Management, WHU Otto Beisheim School of Management and Saarland University - Department of Economics and Statistics

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European Central Bank, Foreign exchange market interventions

20.

The Effects of Emu on the Dollar and the Yen as International Currencies

International Journal of Business, Vol. 3, No. 1, 1998
Posted: 07 Apr 1998
Michael Frenkel and Jens Sondergaard
WHU Otto Beisheim Graduate School of Management and Capital Group International, Inc. - London Office

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21.

Exchange Rate Dynamics with Chartists, Fundamentalists and Rational Speculators in the Foreign Exchange Market

INTERNATIONAL JOURNAL OF BUSINESS
Posted: 13 Feb 1997
Michael Frenkel
WHU Otto Beisheim Graduate School of Management

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22.

The Effects of Subsidies in a Research-Driven Endogenous Growth Model

Posted: 21 Oct 1996
Michael Frenkel and Thomas Trauth
WHU Otto Beisheim Graduate School of Management and Swiss Reinsurance Company

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