Some embeddings of Morrey spaces with critical smoothness

We study embeddings of Besov-Morrey spaces ${\cal N}^{s}_{u,p,q}}({\mathbb R}^d)$ and of Triebel-Lizorkin-Morrey spaces ${\cal E}^{s}_{u,p,q}}({\mathbb R}^d)$ in the limiting cases when the smoothness $s$ equals $s_0=d\max(1/u-p/u,0)$ or $s_{\infty}=d/u$, which is related to the embeddings in $L_1^{loc}({\mathbb R}^d)$ or in $L_\infty({\mathbb R}^d)$, respectively. When $s=s_0$ we characterise the embeddings in $L_1^{loc}({\mathbb R}^d)$ and when $s=s_{\infty}$ we obtain embeddings into Orlicz-Morrey spaces of exponential type and into generalised Morrey spaces.