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 2 2 3 290
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 2 2 2 372
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 1 1 74 0 1 1 326
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 0 0 114 0 2 11 1,153
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 0 1 4 200
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 2 63 1 3 25 492
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 1 2 237
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 1 2 185
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 4 270
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 2 204 1 1 5 518
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 1 1 2 717
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 1 1 2 292
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 42 2 3 4 95
Non-Standard Errors 0 0 1 19 0 1 3 26
Non-Standard Errors 0 0 0 26 0 1 3 64
Non-Standard Errors 0 0 1 27 1 5 29 152
Non-Standard Errors 0 0 3 44 4 6 36 444
Non-Standard Errors 0 0 0 8 0 1 2 34
Nonstandard Errors 0 0 3 3 0 0 20 20
Nonstandard errors 0 0 3 11 1 7 31 52
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 0 0 0 642
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 0 0 1 93
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 1 3 171
Testing for a rational bubble under long memory 0 0 0 99 0 1 3 225
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 0 0 3 272
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 0 0 369
What do we know about real exchange rate non-linearities? 0 0 0 107 0 0 0 184
What do we know about real exchange rate nonlinearities? 0 0 0 75 0 0 0 132
Total Working Papers 0 1 18 2,819 16 42 201 9,578
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 2 14 1 2 7 43
An Alternative Version of Purchasing Power Parity 0 0 2 10 0 1 5 54
Are simple technical trading rules profitable in bitcoin markets? 2 2 7 9 4 7 19 22
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 2 8 32 1 4 16 66
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 0 0 1 20
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 1 1 0 0 1 7
Corruption, business environment, and firm growth in Vietnam 0 0 1 5 2 3 8 25
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 0 0 1 1
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 0 0 2 14
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 4 5 5 7 15 16
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 0 3 58
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 6 6 1 4 17 19
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 0 0 1 49
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 0 8 0 1 4 31
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 0 0 5 207
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 0 0 1 22
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 0 1 0 3 11 19
Increasing exchange rate volatility during the recent float 0 0 0 8 0 1 1 51
Inflation and portfolio selection 1 3 5 17 2 5 14 35
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 7 1 1 3 76
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 0 43 4 6 12 154
Low liquidity beta anomaly in China 0 0 0 0 0 0 3 10
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 1 1 7 1 3 11 61
Markov switching regimes in a monetary exchange rate model 0 1 2 194 1 4 10 451
Modeling the daily electricity price volatility with realized measures 0 0 5 28 3 5 12 119
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 1 2 43 0 2 5 178
Nonstandard Errors 0 1 22 38 2 11 94 134
Order flows, news, and exchange rate volatility 0 0 0 70 0 1 2 221
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 0 0 2 14
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 0 1 3 470
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 0 0 3 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 1 2 2 30
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 2 3 1 3 11 12
Spillovers between cryptocurrencies and financial markets in a global framework 2 4 13 13 5 15 35 35
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 1 1 1 80
Sustainable Economy in Light of COVID-19 0 0 0 0 0 0 1 4
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 0 5 0 0 2 17
Testing for a rational bubble under long memory 0 0 0 19 0 0 2 74
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 0 0 1 20
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 0 0 3 4
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 2 122
The crisis alpha of managed futures: Myth or reality? 0 1 6 38 3 8 20 84
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 1 3 0 0 3 10
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 0 0 1 12
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 0 0 2 200
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 0 0 77
Total Journal Articles 5 16 93 1,184 40 102 378 3,992


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 0 197
Total Books 0 0 0 60 0 0 0 197
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 2025-09-05