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 1 2 2 90
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 1 2 4 374
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 2 6 9 296
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 2 3 76 2 7 8 333
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 0 0 114 3 5 8 1,158
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 0 71 2 2 2 83
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 1 2 2 1,215
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 1 2 4 202
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 63 2 7 23 499
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 1 4 6 241
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 2 2 4 187
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 2 2 2 171
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 4 5 7 275
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 2 204 1 1 5 519
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 1 3 5 720
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 3 3 5 295
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 0 42 1 3 6 98
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 0 8 0 2 4 36
Non-Standard Errors 0 0 0 19 2 2 4 28
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 0 26 1 2 5 66
Nonstandard Errors 0 0 0 0 4 12 18 18
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard Errors 0 0 0 0 0 6 8 8
Nonstandard errors 0 1 2 12 3 8 28 60
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 1 1 1 643
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 0 3 4 96
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 2 2 5 173
Testing for a rational bubble under long memory 0 0 0 99 1 3 6 228
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 2 5 5 374
What do we know about real exchange rate non-linearities? 0 0 0 107 1 2 2 186
What do we know about real exchange rate nonlinearities? 0 0 0 75 3 6 6 138
Total Working Papers 0 3 14 2,822 60 134 289 9,720
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 4 11 47
An Alternative Version of Purchasing Power Parity 0 0 0 10 2 3 5 57
Are simple technical trading rules profitable in bitcoin markets? 2 2 9 11 5 13 30 35
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 4 32 2 5 13 71
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 1 2 3 9
Corruption, business environment, and firm growth in Vietnam 1 1 2 6 5 8 15 33
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 1 2 3 3
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 1 1 3 15
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 1 2 3 7 2 6 16 22
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 1 1 1 354
Does frequency matter for intraday technical trading? 0 0 0 9 2 2 5 60
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 4 6 2 3 17 22
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 3 5 6 54
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 1 1 9 0 1 1 45
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 0 0 8 2 6 8 37
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 1 2 6 209
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 0 2 3 24
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 1 1 2 4 5 16 24
Increasing exchange rate volatility during the recent float 0 0 0 8 0 0 1 51
Inflation and portfolio selection 1 1 6 18 2 5 17 40
Interest rate convergence in the EMS prior to European Monetary Union 1 1 2 8 2 2 5 78
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 1 1 44 0 2 12 156
Low liquidity beta anomaly in China 0 0 0 0 0 1 4 11
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 0 2 2 84
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 3 6 13 67
Markov switching regimes in a monetary exchange rate model 0 0 2 194 5 9 18 460
Modeling the daily electricity price volatility with realized measures 0 1 5 29 1 5 14 124
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 2 43 1 1 4 179
Nonstandard Errors 0 3 17 41 3 17 69 151
Order flows, news, and exchange rate volatility 0 0 0 70 1 3 5 224
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 1 1 4 471
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 1 2 3 6
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 2 5 5 86
Risk factors in cryptocurrency pricing 4 10 10 10 5 16 16 16
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 0 1 3 31
Socially responsible investments: doing good while doing well in developed versus emerging markets? 1 1 2 4 1 5 12 17
Spillovers between cryptocurrencies and financial markets in a global framework 5 14 27 27 17 44 79 79
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 0 1 2 81
Sustainable Economy in Light of COVID-19 0 0 0 0 0 1 2 5
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 1 1 1 6 2 6 7 23
Testing for a rational bubble under long memory 1 1 1 20 2 6 8 80
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 2 2 3 22
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 3 4 7 8
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis 0 0 0 17 2 3 5 125
The crisis alpha of managed futures: Myth or reality? 1 4 10 42 4 12 30 96
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 1 3 0 1 4 11
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 0 0 0 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 1 3 3 80
Total Journal Articles 19 45 117 1,229 96 237 524 4,229


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 2025-12-06