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 1 1 89
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 4 6 7 294
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 0 3 3 373
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 1 2 3 76 4 5 6 331
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 0 0 114 1 2 7 1,155
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 1 1 1 1,214
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 0 1 4 201
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 63 2 6 23 497
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 0 2 185
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 3 3 5 240
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 0 1 4 271
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 2 204 0 1 4 518
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 2 3 4 719
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 0 1 2 292
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 0 42 2 4 5 97
Non-Standard Errors 0 0 2 44 0 6 31 446
Non-Standard Errors 0 0 1 27 1 4 29 155
Non-Standard Errors 0 0 0 26 0 1 4 65
Non-Standard Errors 0 0 0 8 2 2 4 36
Non-Standard Errors 0 0 1 19 0 0 3 26
Nonstandard Errors 0 0 0 0 3 9 14 14
Nonstandard Errors 0 0 0 0 5 6 8 8
Nonstandard Errors 0 0 3 3 4 7 27 27
Nonstandard errors 0 1 2 12 1 6 28 57
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 3 3 4 96
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 0 3 171
Testing for a rational bubble under long memory 0 0 0 99 2 2 5 227
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 3 3 3 372
What do we know about real exchange rate non-linearities? 0 0 0 107 1 1 1 185
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 3 3 135
Total Working Papers 1 3 15 2,822 47 91 248 9,660
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 3 4 10 46
An Alternative Version of Purchasing Power Parity 0 0 0 10 1 1 4 55
Are simple technical trading rules profitable in bitcoin markets? 0 2 7 9 6 12 25 30
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 5 32 1 4 12 69
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 1 2 8
Corruption, business environment, and firm growth in Vietnam 0 0 1 5 1 5 10 28
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 0 1 2 2
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 1 3 6 3 9 15 20
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 4 6 1 2 15 20
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 1 2 3 51
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 1 1 1 9 1 1 1 45
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 0 0 8 4 4 7 35
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 1 1 6 208
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 1 2 3 24
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 1 1 1 2 1 1 12 20
Increasing exchange rate volatility during the recent float 0 0 0 8 0 0 1 51
Inflation and portfolio selection 0 1 5 17 2 5 16 38
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 7 0 1 3 76
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 1 1 44 0 6 13 156
Low liquidity beta anomaly in China 0 0 0 0 1 1 4 11
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 1 2 2 84
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 3 4 11 64
Markov switching regimes in a monetary exchange rate model 0 0 2 194 3 5 13 455
Modeling the daily electricity price volatility with realized measures 1 1 6 29 4 7 14 123
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 2 43 0 0 4 178
Nonstandard Errors 2 3 20 41 10 16 76 148
Order flows, news, and exchange rate volatility 0 0 0 70 1 2 4 223
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 0 3 470
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 0 1 4 5
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 3 3 3 84
Risk factors in cryptocurrency pricing 3 6 6 6 5 11 11 11
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 1 2 3 31
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 1 3 3 5 11 16
Spillovers between cryptocurrencies and financial markets in a global framework 8 11 22 22 17 32 62 62
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 1 2 2 81
Sustainable Economy in Light of COVID-19 0 0 0 0 1 1 2 5
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 0 5 4 4 5 21
Testing for a rational bubble under long memory 0 0 0 19 4 4 6 78
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 1 1 4 5
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 2 3 123
The crisis alpha of managed futures: Myth or reality? 3 3 9 41 7 11 27 92
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 2 2 2 79
Total Journal Articles 19 31 104 1,210 99 181 451 4,133


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 2025-11-08