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 2 2 33 3 16 20 108
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 2 11 23 310
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 0 14 19 389
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 3 76 3 17 27 352
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 1 1 115 14 43 76 1,226
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 0 71 0 4 7 88
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 3 10 13 1,226
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 1 2 7 206
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 63 6 19 48 532
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 1 9 15 251
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 1 6 11 195
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 1 3 172
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 1 4 13 281
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 2 204 0 7 14 529
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 3 17 22 738
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 2 11 16 307
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 1 1 43 0 6 12 104
Non-Standard Errors 0 0 0 26 2 14 21 84
Non-Standard Errors 0 0 0 27 3 5 21 166
Non-Standard Errors 0 0 0 8 1 8 13 46
Non-Standard Errors 0 0 0 19 4 25 30 54
Non-Standard Errors 0 0 2 44 1 13 38 471
Nonstandard Errors 0 0 2 4 2 8 27 41
Nonstandard Errors 0 0 0 0 0 2 16 16
Nonstandard Errors 0 0 0 0 5 6 28 28
Nonstandard errors 0 0 1 12 5 13 32 76
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 0 5 7 649
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 7 14 183
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 1 8 11 104
Testing for a rational bubble under long memory 0 1 1 100 2 8 15 238
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 0 11 14 284
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 11 18 387
What do we know about real exchange rate non-linearities? 0 0 0 107 0 4 10 194
What do we know about real exchange rate nonlinearities? 0 0 0 75 1 6 14 146
Total Working Papers 0 5 16 2,828 67 351 675 10,181
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 2 9 19 58
An Alternative Version of Purchasing Power Parity 0 0 0 10 3 8 13 66
Are simple technical trading rules profitable in bitcoin markets? 2 4 12 16 4 27 59 69
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 3 32 0 6 19 80
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 1 2 3 23
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 2 4 8 15
Corruption, business environment, and firm growth in Vietnam 1 1 2 7 2 9 22 43
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 3 11 15 15
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 0 8 10 24
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 2 7 0 11 26 34
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 0 8 12 365
Does frequency matter for intraday technical trading? 0 0 0 9 1 5 12 68
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 0 12 24 36
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 0 14 1 4 10 59
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 0 1 2 46
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 0 1 9 1 4 14 43
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 1 7 15 221
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 0 2 5 27
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 3 14 33 44
Increasing exchange rate volatility during the recent float 0 0 0 8 0 4 7 57
Inflation and portfolio selection 0 0 5 19 1 6 21 48
Interest rate convergence in the EMS prior to European Monetary Union 0 0 2 8 1 11 16 90
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 1 1 2 45 1 19 28 175
Low liquidity beta anomaly in China 0 1 1 1 0 8 12 21
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 0 3 6 88
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 3 11 25 83
Markov switching regimes in a monetary exchange rate model 0 0 1 194 0 5 23 467
Modeling the daily electricity price volatility with realized measures 0 2 4 31 2 9 23 136
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 1 43 0 3 6 182
Nonstandard Errors 2 2 13 44 5 16 62 172
Order flows, news, and exchange rate volatility 0 0 0 70 0 4 9 229
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 1 2 2 16
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 1 11 13 482
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 0 21 26 30
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 0 3 10 91
Risk factors in cryptocurrency pricing 1 6 19 19 10 40 62 62
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 0 3 8 36
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 3 5 1 7 24 29
Spillovers between cryptocurrencies and financial markets in a global framework 3 6 31 37 17 50 143 154
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 1 4 7 86
Sustainable Economy in Light of COVID-19 0 0 0 0 2 11 14 17
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 1 6 1 4 11 27
Testing for a rational bubble under long memory 0 0 1 20 0 4 12 85
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 1 2 2 2 3 8 9 9
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 0 5 9 29
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 0 6 12 15
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 8 14 135
The crisis alpha of managed futures: Myth or reality? 1 2 11 45 9 22 52 123
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 0 3 2 7 9 19
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 1 7 11 23
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 2 12 15 214
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 1 6 7 7
What do we know about real exchange rate nonlinearities? 0 0 0 18 1 8 11 88
Total Journal Articles 12 27 123 1,270 93 500 1,040 4,861


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 4 5 202
Total Books 0 0 0 60 0 4 5 202
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 2026-04-09