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 2 33 0 0 23 111
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 0 0 23 311
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 0 3 26 396
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 2 76 1 1 40 366
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 1 2 116 4 18 104 1,257
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 1 72 0 0 10 91
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 0 1 16 1,229
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 0 1 9 209
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 0 63 0 2 54 545
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 1 14 199
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 0 17 254
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 1 6 175
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 2 4 18 288
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 204 0 2 15 532
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 0 1 25 741
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 0 1 21 312
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 43 0 1 13 106
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 19 2 3 35 61
Non-Standard Errors 0 0 0 26 0 3 24 88
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 8 1 3 18 52
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 0 0 8 650
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 0 14 185
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 0 0 12 105
Testing for a rational bubble under long memory 0 0 1 100 0 1 18 243
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 1 3 20 292
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 1 23 392
What do we know about real exchange rate non-linearities? 0 0 0 107 0 2 14 198
What do we know about real exchange rate nonlinearities? 0 0 0 75 0 3 19 151
Total Working Papers 0 1 11 2,830 18 82 813 10,382
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 1 15 0 1 20 62
An Alternative Version of Purchasing Power Parity 0 0 0 10 1 3 20 74
Are simple technical trading rules profitable in bitcoin markets? 0 1 10 17 16 43 100 118
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 2 2 2 34 4 7 25 90
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 1 1 9 29
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 0 13 20
Corruption, business environment, and firm growth in Vietnam 0 0 2 7 1 5 26 49
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 0 1 21 22
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 0 0 11 25
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 2 7 1 3 31 42
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 0 1 15 368
Does frequency matter for intraday technical trading? 0 0 0 9 3 5 17 75
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 1 4 26 44
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 0 14 1 1 12 61
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 0 0 4 48
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 1 1 2 10 2 4 19 50
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 0 69 1 1 15 222
Further Evidence on Foreign Exchange Jumps and News Announcements 0 1 1 6 0 3 12 34
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 1 2 31 50
Increasing exchange rate volatility during the recent float 0 0 0 8 0 1 8 59
Inflation and portfolio selection 0 0 3 19 1 1 19 52
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 0 2 21 96
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 2 2 5 48 5 10 39 189
Low liquidity beta anomaly in China 0 0 1 1 0 0 13 23
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 0 1 9 91
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 0 7 0 0 24 84
Markov switching regimes in a monetary exchange rate model 0 0 1 195 0 1 20 470
Modeling the daily electricity price volatility with realized measures 0 0 3 31 1 3 24 140
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 1 1 44 0 2 11 189
Nonstandard Errors 1 2 8 46 5 9 53 185
Order flows, news, and exchange rate volatility 0 0 0 70 0 0 8 229
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 0 1 4 18
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 2 3 23 493
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 1 1 29 33
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 1 2 12 93
Risk factors in cryptocurrency pricing 4 11 34 34 13 29 109 109
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 1 1 1 6 1 2 10 39
Socially responsible investments: doing good while doing well in developed versus emerging markets? 1 1 3 6 2 3 24 35
Spillovers between cryptocurrencies and financial markets in a global framework 3 4 33 44 5 14 148 178
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 1 2 11 90
Sustainable Economy in Light of COVID-19 0 0 0 0 0 0 14 18
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 1 2 7 0 1 11 28
Testing for a rational bubble under long memory 0 0 1 20 0 1 16 90
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 0 2 4 4 2 9 26 26
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 0 1 15 35
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 1 2 16 20
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 18 139
The crisis alpha of managed futures: Myth or reality? 2 5 13 51 9 30 79 160
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 0 3 1 1 13 23
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 0 2 15 27
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 0 0 18 218
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 0 1 9 9
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 0 12 89
Total Journal Articles 17 35 136 1,315 84 221 1,308 5,260


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 6 203
Total Books 0 0 0 60 0 0 6 203
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 2026-08-07