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 2 4 4 92
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 1 2 5 375
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 3 9 12 299
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 1 3 76 2 8 10 335
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 0 0 114 25 29 33 1,183
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 0 71 1 3 3 84
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 1 3 3 1,216
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 2 3 6 204
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 63 14 18 31 513
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 2 4 6 189
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 1 5 7 242
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 2 2 171
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 2 6 9 277
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 2 204 3 4 8 522
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 1 4 6 721
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 1 4 6 296
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 0 42 0 3 6 98
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 0 8 2 4 6 38
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 0 19 1 3 5 29
Non-Standard Errors 0 0 0 26 4 5 9 70
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard errors 0 0 1 12 3 7 28 63
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 1 2 2 644
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 3 5 8 176
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 0 3 4 96
Testing for a rational bubble under long memory 0 0 0 99 2 5 8 230
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 1 1 4 273
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 2 7 7 376
What do we know about real exchange rate non-linearities? 0 0 0 107 4 6 6 190
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 7 8 140
Total Working Papers 1 2 14 2,823 110 217 375 9,830
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 1 1 3 15 2 6 12 49
An Alternative Version of Purchasing Power Parity 0 0 0 10 1 4 5 58
Are simple technical trading rules profitable in bitcoin markets? 1 3 10 12 7 18 36 42
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 3 32 3 6 15 74
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 1 1 2 21
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 2 3 5 11
Corruption, business environment, and firm growth in Vietnam 0 1 2 6 1 7 15 34
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 1 2 4 4
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 1 2 4 16
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 1 3 7 1 6 17 23
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 3 4 4 357
Does frequency matter for intraday technical trading? 0 0 0 9 3 5 7 63
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 3 6 2 5 17 24
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 1 5 7 55
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 1 1 1 9 2 8 10 39
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 5 7 10 214
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 1 2 4 25
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 1 1 2 6 11 22 30
Increasing exchange rate volatility during the recent float 0 0 0 8 2 2 3 53
Inflation and portfolio selection 1 2 7 19 2 6 18 42
Interest rate convergence in the EMS prior to European Monetary Union 0 1 2 8 1 3 6 79
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 1 44 0 0 11 156
Low liquidity beta anomaly in China 0 0 0 0 2 3 5 13
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 1 2 3 85
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 5 11 18 72
Markov switching regimes in a monetary exchange rate model 0 0 2 194 2 10 20 462
Modeling the daily electricity price volatility with realized measures 0 1 5 29 3 8 17 127
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 2 43 0 1 4 179
Nonstandard Errors 1 3 16 42 5 18 65 156
Order flows, news, and exchange rate volatility 0 0 0 70 1 3 6 225
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 4 471
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 3 4 6 9
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 2 7 7 88
Risk factors in cryptocurrency pricing 3 10 13 13 6 16 22 22
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 2 3 5 33
Socially responsible investments: doing good while doing well in developed versus emerging markets? 1 2 3 5 5 9 17 22
Spillovers between cryptocurrencies and financial markets in a global framework 4 17 31 31 25 59 103 104
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 1 2 3 82
Sustainable Economy in Light of COVID-19 0 0 0 0 1 2 3 6
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 1 1 6 0 6 7 23
Testing for a rational bubble under long memory 0 1 1 20 1 7 8 81
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 2 4 4 24
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 1 5 7 9
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 4 7 127
The crisis alpha of managed futures: Myth or reality? 1 5 11 43 5 16 34 101
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 1 3 1 1 5 12
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 4 4 4 16
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 2 2 4 202
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 0 1 1 1
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 3 3 80
Total Journal Articles 14 52 127 1,243 130 326 629 4,360


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 1 198
Total Books 0 0 0 60 1 1 1 198
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 2026-01-09