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 0 122 0 0 0 370
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 0 1 1 288
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 1 1 1 74 1 1 1 326
Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure 0 0 0 114 1 2 11 1,152
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 1 1 4 200
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 1 2 63 0 5 26 489
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 39 1 1 3 185
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 0 1 236
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 0 2 4 270
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 2 2 204 0 2 4 517
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 0 0 2 716
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 1 156 0 0 2 291
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 42 1 1 2 93
Non-Standard Errors 0 0 1 8 1 1 3 34
Non-Standard Errors 0 0 1 19 1 2 4 26
Non-Standard Errors 0 0 0 26 1 1 4 64
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-Standard Errors 0 2 3 44 2 7 42 440
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard errors 0 0 5 11 2 3 33 47
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 0 0 1 642
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 1 2 3 171
Testing for a rational bubble under long memory 0 0 0 99 0 1 2 224
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 0 1 369
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 99 0 2 3 272
What do we know about real exchange rate non-linearities? 0 0 0 107 0 0 1 184
What do we know about real exchange rate nonlinearities? 0 0 0 75 0 0 0 132
Total Working Papers 1 7 23 2,819 16 46 207 9,552
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 1 4 14 0 2 9 41
An Alternative Version of Purchasing Power Parity 0 0 2 10 1 1 5 54
Are simple technical trading rules profitable in bitcoin markets? 0 3 7 7 1 6 15 16
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 1 2 9 31 2 3 18 64
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 2 5 1 2 9 23
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 0 1 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 5 5 0 1 9 9
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 2 3 58
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 6 6 2 5 16 17
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 0 0 2 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 1 2 6 31
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 1 1 69 0 1 6 207
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 0 0 2 22
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 0 1 3 8 12 19
Increasing exchange rate volatility during the recent float 0 0 0 8 1 1 1 51
Inflation and portfolio selection 1 1 3 15 1 4 10 31
Interest rate convergence in the EMS prior to European Monetary Union 0 1 1 7 0 1 2 75
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 2 43 0 1 11 148
Low liquidity beta anomaly in China 0 0 0 0 0 1 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 1 1 1 7 2 2 10 60
Markov switching regimes in a monetary exchange rate model 0 0 1 193 2 5 10 449
Modeling the daily electricity price volatility with realized measures 0 1 5 28 1 2 8 115
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 2 42 1 1 11 177
Nonstandard Errors 1 7 29 38 4 17 107 127
Order flows, news, and exchange rate volatility 0 0 0 70 0 0 1 220
Political connection heterogeneity and firm value in Vietnam 0 0 1 3 0 0 3 14
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 0 0 2 469
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 0 0 0 28
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 1 2 3 1 5 9 10
Spillovers between cryptocurrencies and financial markets in a global framework 2 5 11 11 4 13 24 24
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 0 0 0 79
Sustainable Economy in Light of COVID-19 0 0 0 0 0 1 1 4
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 0 5 0 1 2 17
Testing for a rational bubble under long memory 0 0 0 19 0 1 2 74
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 1 5 0 0 2 20
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 0 1 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 0 0 1 121
The crisis alpha of managed futures: Myth or reality? 1 4 7 38 1 6 15 77
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 1 2 200
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 0 0 77
Total Journal Articles 7 28 105 1,175 29 98 364 3,919


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 2025-07-04