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 3 10 23 111
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 1 6 23 311
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 4 10 23 393
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 3 76 13 21 40 365
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 0 1 115 13 36 89 1,239
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 1 1 1 72 3 5 10 91
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 2 6 15 1,228
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 2 3 9 208
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 0 63 11 22 54 543
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 3 6 18 254
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 3 4 14 198
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 3 4 14 284
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 2 2 5 174
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 204 1 3 13 530
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 2 13 24 740
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 4 8 20 311
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 43 1 5 13 105
Non-Standard Errors 0 0 0 8 3 4 16 49
Non-Standard Errors 0 0 0 27 2 5 23 168
Non-Standard Errors 0 0 0 26 1 6 22 85
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 19 4 15 34 58
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard errors 0 0 1 12 3 10 35 79
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 1 4 8 650
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 2 3 16 185
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 1 4 12 105
Testing for a rational bubble under long memory 0 0 1 100 4 10 18 242
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 5 11 18 289
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 4 11 22 391
What do we know about real exchange rate non-linearities? 0 0 0 107 2 3 12 196
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 4 16 148
Total Working Papers 1 1 12 2,829 119 282 772 10,300
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 15 3 7 22 61
An Alternative Version of Purchasing Power Parity 0 0 0 10 5 9 18 71
Are simple technical trading rules profitable in bitcoin markets? 0 4 12 16 6 23 65 75
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 3 32 3 5 22 83
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 5 6 8 28
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 5 7 13 20
Corruption, business environment, and firm growth in Vietnam 0 1 2 7 1 5 22 44
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 6 13 20 21
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 1 5 11 25
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 2 7 5 6 30 39
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 2 5 14 367
Does frequency matter for intraday technical trading? 0 0 0 9 2 3 13 70
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 4 7 28 40
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 0 14 1 4 11 60
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 2 2 4 48
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 0 1 9 3 4 17 46
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 0 69 0 2 14 221
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 4 4 9 31
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 4 12 35 48
Increasing exchange rate volatility during the recent float 0 0 0 8 1 1 8 58
Inflation and portfolio selection 0 0 5 19 3 6 23 51
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 4 5 19 94
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 1 2 3 46 4 12 31 179
Low liquidity beta anomaly in China 0 0 1 1 2 4 13 23
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 2 3 8 90
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 1 4 26 84
Markov switching regimes in a monetary exchange rate model 1 1 2 195 2 3 22 469
Modeling the daily electricity price volatility with realized measures 0 2 3 31 1 7 23 137
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 1 43 5 7 11 187
Nonstandard Errors 0 2 8 44 4 15 58 176
Order flows, news, and exchange rate volatility 0 0 0 70 0 0 9 229
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 1 2 3 17
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 8 12 21 490
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 2 13 28 32
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 0 0 10 91
Risk factors in cryptocurrency pricing 4 9 23 23 18 44 80 80
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 1 1 9 37
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 3 5 3 6 27 32
Spillovers between cryptocurrencies and financial markets in a global framework 3 7 33 40 10 41 149 164
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 2 3 9 88
Sustainable Economy in Light of COVID-19 0 0 0 0 1 8 14 18
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 1 6 0 2 11 27
Testing for a rational bubble under long memory 0 0 1 20 4 4 15 89
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 0 1 2 2 8 13 17 17
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 5 5 14 34
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 3 6 15 18
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis 0 0 0 17 3 7 17 138
The crisis alpha of managed futures: Myth or reality? 1 2 12 46 7 20 58 130
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 0 3 3 9 12 22
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 2 3 13 25
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 4 13 18 218
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 1 4 8 8
What do we know about real exchange rate nonlinearities? 0 0 0 18 1 4 12 89
Total Journal Articles 10 31 124 1,280 178 416 1,187 5,039


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 1 1 6 203
Total Books 0 0 0 60 1 1 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 2026-05-06