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 0 3 23 111
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 1 7 26 396
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 0 1 23 311
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 2 76 0 13 39 365
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 1 2 116 4 27 101 1,253
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 1 1 72 0 3 10 91
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 0 3 16 1,229
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 1 3 9 209
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 0 63 1 13 56 545
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 3 18 254
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 4 14 199
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 1 3 6 175
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 0 5 16 286
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 204 0 3 15 532
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 0 3 25 741
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 1 5 21 312
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 43 0 2 13 106
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 8 1 5 17 51
Non-Standard Errors 0 0 0 26 1 4 24 88
Non-Standard Errors 0 0 0 19 0 5 33 59
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 0 1 8 650
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 2 14 185
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 0 1 12 105
Testing for a rational bubble under long memory 0 0 1 100 0 5 19 243
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 1 7 19 291
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 5 23 392
What do we know about real exchange rate non-linearities? 0 0 0 107 0 4 14 198
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 5 19 151
Total Working Papers 0 2 11 2,830 23 183 805 10,364
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 1 15 0 4 21 62
An Alternative Version of Purchasing Power Parity 0 0 0 10 1 7 19 73
Are simple technical trading rules profitable in bitcoin markets? 0 1 10 17 22 33 86 102
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 1 32 0 6 22 86
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 0 5 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 0 5 13 20
Corruption, business environment, and firm growth in Vietnam 0 0 2 7 1 5 25 48
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 1 7 21 22
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 0 1 11 25
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 2 7 1 7 32 41
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 0 3 15 368
Does frequency matter for intraday technical trading? 0 0 0 9 1 4 14 72
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 2 7 26 43
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 0 14 0 1 11 60
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 0 2 4 48
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 0 1 9 1 5 17 48
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 0 69 0 0 14 221
Further Evidence on Foreign Exchange Jumps and News Announcements 0 1 1 6 0 7 12 34
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 0 5 30 49
Increasing exchange rate volatility during the recent float 0 0 0 8 1 2 8 59
Inflation and portfolio selection 0 0 4 19 0 3 20 51
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 1 6 21 96
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 1 3 46 1 9 36 184
Low liquidity beta anomaly in China 0 0 1 1 0 2 13 23
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 0 3 9 91
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 0 7 0 1 24 84
Markov switching regimes in a monetary exchange rate model 0 1 2 195 1 3 21 470
Modeling the daily electricity price volatility with realized measures 0 0 3 31 0 3 24 139
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 1 2 44 1 7 12 189
Nonstandard Errors 1 1 7 45 4 8 53 180
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 0 2 4 18
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 0 9 22 491
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 0 2 28 32
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 0 1 11 92
Risk factors in cryptocurrency pricing 3 11 30 30 9 34 96 96
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 0 2 10 38
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 2 5 1 4 23 33
Spillovers between cryptocurrencies and financial markets in a global framework 0 4 30 41 4 19 149 173
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 0 3 10 89
Sustainable Economy in Light of COVID-19 0 0 0 0 0 1 14 18
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 1 1 2 7 1 1 11 28
Testing for a rational bubble under long memory 0 0 1 20 0 5 16 90
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 1 2 4 4 4 15 24 24
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 1 6 15 35
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 0 4 15 19
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 4 18 139
The crisis alpha of managed futures: Myth or reality? 1 4 11 49 14 28 74 151
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 0 3 0 3 12 22
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 1 4 15 27
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 0 4 18 218
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 0 2 9 9
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 1 12 89
Total Journal Articles 7 28 123 1,298 74 315 1,257 5,176


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 1 6 203
Total Books 0 0 0 60 0 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 2026-07-10