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 1 370
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 2 17 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 1 1,213
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 1 34 0 1 2 198
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 62 0 8 35 482
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 39 0 0 1 183
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 0 2 235
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 0 1 3 268
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 0 0 169
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 202 0 0 1 514
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 0 0 2 715
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 1 156 1 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 1 1 4 27 5 13 78 139
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 0 0 26 0 0 1 61
Non-Standard Errors 0 0 1 42 3 11 54 426
Non-Standard Errors 0 1 1 19 0 1 4 24
Nonstandard Errors 2 2 2 2 6 14 14 14
Nonstandard errors 0 1 11 11 4 10 39 39
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 1 1 1 93
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 1 1 1 169
Testing for a rational bubble under long memory 0 0 0 99 0 0 0 222
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 3 5 27 2,812 21 64 268 9,476
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 0 3 12 0 1 11 37
An Alternative Version of Purchasing Power Parity 0 0 4 10 0 2 13 53
Are simple technical trading rules profitable in bitcoin markets? 0 0 2 2 0 1 6 6
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 2 10 29 0 2 19 59
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 0 0 1 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 1 1 1 1 1 1 1 7
Corruption, business environment, and firm growth in Vietnam 1 1 3 5 2 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 0 0 0 12
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 1 4 4 0 1 6 6
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 1 2 4 4 1 3 8 8
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 1 6 29
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 68 1 3 7 205
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 0 0 1 21
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 0 1 1 1 4 9
Increasing exchange rate volatility during the recent float 0 0 0 8 0 0 0 50
Inflation and portfolio selection 0 0 1 12 1 3 7 25
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 6 0 0 1 73
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 4 43 2 4 18 147
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 55
Markov switching regimes in a monetary exchange rate model 1 1 1 193 1 1 6 443
Modeling the daily electricity price volatility with realized measures 0 1 2 24 0 1 4 110
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 1 1 3 42 1 2 13 176
Nonstandard Errors 3 8 29 29 7 26 98 98
Order flows, news, and exchange rate volatility 0 0 0 70 1 1 1 220
Political connection heterogeneity and firm value in Vietnam 0 0 2 3 1 1 5 13
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 0 0 0 467
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 1 3 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 1 1 1 1 3 4 4 4
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 0 1 1 2
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 1 3 121
The crisis alpha of managed futures: Myth or reality? 0 0 7 32 2 4 15 69
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 2 2 1 1 5 8
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 2 6 0 0 4 12
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 0 0 0 198
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 0 0 77
Total Journal Articles 9 19 93 1,125 29 78 310 3,760


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 2025-02-05