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 2 2 33 4 15 17 105
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 3 12 21 308
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 6 15 19 389
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 3 76 5 16 24 349
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 1 1 115 9 54 62 1,212
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 0 71 2 5 7 88
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 1 8 10 1,223
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 0 3 6 205
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 63 5 27 43 526
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 2 9 15 250
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 7 10 194
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 1 3 172
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 0 5 12 280
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 2 204 2 10 14 529
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 8 15 19 735
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 2 10 14 305
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 1 1 43 4 6 12 104
Non-Standard Errors 0 0 0 26 3 16 20 82
Non-Standard Errors 0 0 0 8 0 9 13 45
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 27 0 6 20 163
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard errors 0 0 1 12 2 11 28 71
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 3 6 7 649
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 1 10 14 183
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 2 7 10 103
Testing for a rational bubble under long memory 0 1 1 100 4 8 13 236
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 6 12 15 284
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 7 13 18 387
What do we know about real exchange rate non-linearities? 0 0 0 107 1 8 10 194
What do we know about real exchange rate nonlinearities? 0 0 0 75 1 7 13 145
Total Working Papers 0 6 16 2,828 96 394 617 10,114
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 0 1 2 15 2 9 17 56
An Alternative Version of Purchasing Power Parity 0 0 0 10 1 6 10 63
Are simple technical trading rules profitable in bitcoin markets? 2 3 11 14 13 30 56 65
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 3 32 2 9 19 80
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 0 2 3 22
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 0 0 1 0 4 6 13
Corruption, business environment, and firm growth in Vietnam 0 0 1 6 2 8 20 41
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 4 9 12 12
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 4 9 11 24
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 2 7 1 12 27 34
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 3 11 12 365
Does frequency matter for intraday technical trading? 0 0 0 9 0 7 11 67
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 3 14 25 36
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 2 4 10 58
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 0 1 2 46
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 1 1 9 0 5 13 42
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 1 11 14 220
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 0 3 5 27
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 5 17 31 41
Increasing exchange rate volatility during the recent float 0 0 0 8 0 6 7 57
Inflation and portfolio selection 0 1 7 19 2 7 22 47
Interest rate convergence in the EMS prior to European Monetary Union 0 0 2 8 0 11 16 89
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 1 44 7 18 27 174
Low liquidity beta anomaly in China 0 1 1 1 2 10 13 21
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 1 4 6 88
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 0 13 24 80
Markov switching regimes in a monetary exchange rate model 0 0 1 194 1 7 24 467
Modeling the daily electricity price volatility with realized measures 2 2 5 31 4 10 22 134
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 1 43 2 3 6 182
Nonstandard Errors 0 1 11 42 6 16 61 167
Order flows, news, and exchange rate volatility 0 0 0 70 0 5 9 229
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 0 1 2 15
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 3 10 13 481
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 11 24 26 30
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 0 5 10 91
Risk factors in cryptocurrency pricing 4 8 18 18 16 36 52 52
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 0 5 8 36
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 1 3 5 2 11 23 28
Spillovers between cryptocurrencies and financial markets in a global framework 1 7 30 34 14 58 128 137
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 0 4 6 85
Sustainable Economy in Light of COVID-19 0 0 0 0 5 10 12 15
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 1 6 1 3 10 26
Testing for a rational bubble under long memory 0 0 1 20 0 5 12 85
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 0 1 1 1 2 6 6 6
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 0 7 9 29
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 3 7 12 15
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis 0 0 0 17 1 7 11 132
The crisis alpha of managed futures: Myth or reality? 0 2 10 44 4 18 43 114
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 0 3 4 6 7 17
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 0 10 10 22
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 7 12 13 212
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 2 5 6 6
What do we know about real exchange rate nonlinearities? 0 0 0 18 2 7 10 87
Total Journal Articles 9 29 118 1,258 145 538 970 4,768


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 5 5 202
Total Books 0 0 0 60 0 5 5 202
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 2026-03-04