Access Statistics for Michael Frömmel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries 0 0 0 31 0 0 0 88
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 0 0 0 287
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 0 0 0 370
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 1 73 0 0 2 325
Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure 0 0 1 114 0 0 13 1,150
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 0 71 0 0 0 81
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 0 0 0 1,213
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 1 34 1 1 3 199
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 62 1 7 32 483
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 0 2 235
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 39 1 1 2 184
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 0 0 169
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 0 0 3 268
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 202 1 1 2 515
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 1 1 2 716
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 1 156 0 1 2 291
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 42 0 0 1 92
Non-Standard Errors 0 0 0 26 1 1 2 62
Non-Standard Errors 0 1 4 27 4 16 81 143
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 0 1 19 0 0 4 24
Nonstandard Errors 0 2 2 2 0 11 14 14
Nonstandard errors 0 1 11 11 4 11 43 43
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 0 0 1 642
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 0 1 1 93
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 1 1 169
Testing for a rational bubble under long memory 0 0 0 99 1 1 1 223
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 0 1 369
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 99 0 0 1 269
What do we know about real exchange rate non-linearities? 0 0 0 107 0 0 1 184
What do we know about real exchange rate nonlinearities? 0 0 0 75 0 0 0 132
Total Working Papers 0 4 27 2,812 21 66 273 9,497
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium 1 1 4 13 2 3 12 39
An Alternative Version of Purchasing Power Parity 0 0 4 10 0 1 9 53
Are simple technical trading rules profitable in bitcoin markets? 1 1 3 3 3 4 9 9
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 1 10 29 2 3 21 61
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 0 0 0 19
Correction: Vukovic et al. COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 2021, 13, 8578 0 1 1 1 0 1 1 7
Corruption, business environment, and firm growth in Vietnam 0 1 3 5 0 3 11 21
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 0 0 0 0
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 1 1 1 13
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 1 1 5 5 1 1 7 7
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 0 0 0 353
Does frequency matter for intraday technical trading? 0 0 0 9 0 1 1 56
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 2 4 6 6 3 6 11 11
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 13 0 0 3 48
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 0 8 0 0 0 44
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 0 1 8 0 0 6 29
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 68 1 3 7 206
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 1 1 2 22
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 0 1 1 2 5 10
Increasing exchange rate volatility during the recent float 0 0 0 8 0 0 0 50
Inflation and portfolio selection 0 0 1 12 0 2 7 25
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 6 0 0 0 73
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 3 43 0 3 15 147
Low liquidity beta anomaly in China 0 0 0 0 0 1 1 8
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 0 0 0 82
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 0 6 1 2 10 56
Markov switching regimes in a monetary exchange rate model 0 1 1 193 0 1 6 443
Modeling the daily electricity price volatility with realized measures 2 2 3 26 2 2 5 112
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 1 3 42 0 1 13 176
Nonstandard Errors 2 7 31 31 8 24 106 106
Order flows, news, and exchange rate volatility 0 0 0 70 0 1 1 220
Political connection heterogeneity and firm value in Vietnam 0 0 2 3 0 1 5 13
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 1 1 1 468
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 0 1 4 4
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 0 0 0 81
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 0 0 0 28
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 2 2 0 0 5 5
Spillovers between cryptocurrencies and financial markets in a global framework 3 4 4 4 5 9 9 9
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 0 0 0 79
Sustainable Economy in Light of COVID-19 0 0 0 0 0 0 0 3
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 1 5 0 0 3 16
Testing for a rational bubble under long memory 0 0 0 19 0 1 1 73
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 1 5 0 1 3 20
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 1 2 2 3
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis 0 0 0 17 0 1 3 121
The crisis alpha of managed futures: Myth or reality? 2 2 7 34 2 5 15 71
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 1 1 3 3 2 3 5 10
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 2 6 0 0 3 12
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 1 1 1 199
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 0 0 77
Total Journal Articles 15 28 103 1,140 38 93 330 3,798


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Future of Banking in CESEE after the Financial Crisis 0 0 0 60 0 0 1 197
Total Books 0 0 0 60 0 0 1 197
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Chapters 0 0 0 0 0 0 0 0
1 registered items for which data could not be found


Statistics updated 2025-03-03