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 6 23 111
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 0 3 23 311
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 2 6 25 395
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 3 76 0 16 40 365
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 1 1 2 116 10 37 98 1,249
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 1 6 16 1,229
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 0 3 9 208
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 0 63 1 18 55 544
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 4 18 254
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 1 5 15 199
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 2 5 174
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 2 6 16 286
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 204 2 3 15 532
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 1 6 25 741
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 0 6 20 311
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 43 1 2 14 106
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 8 1 5 17 50
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-Standard Errors 0 0 0 26 2 5 24 87
Non-Standard Errors 0 0 0 27 0 5 21 168
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard errors 0 0 1 12 0 8 34 79
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 10 0 2 12 105
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 2 15 185
Testing for a rational bubble under long memory 0 0 1 100 1 7 19 243
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 1 6 18 290
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 1 5 23 392
What do we know about real exchange rate non-linearities? 0 0 0 107 2 4 14 198
What do we know about real exchange rate nonlinearities? 0 0 0 75 1 4 17 149
Total Working Papers 1 2 12 2,830 41 227 805 10,341
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 1 6 21 62
An Alternative Version of Purchasing Power Parity 0 0 0 10 1 9 19 72
Are simple technical trading rules profitable in bitcoin markets? 1 3 10 17 5 15 65 80
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 2 32 3 6 24 86
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 0 6 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 7 13 20
Corruption, business environment, and firm growth in Vietnam 0 1 2 7 3 6 25 47
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 0 9 20 21
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 6 31 40
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 1 3 15 368
Does frequency matter for intraday technical trading? 0 0 0 9 1 4 13 71
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 1 5 26 41
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 0 14 0 2 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 47
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 0 69 0 1 14 221
Further Evidence on Foreign Exchange Jumps and News Announcements 1 1 1 6 3 7 12 34
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 1 8 33 49
Increasing exchange rate volatility during the recent float 0 0 0 8 0 1 8 58
Inflation and portfolio selection 0 0 5 19 0 4 21 51
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 1 6 20 95
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 2 3 46 4 9 35 183
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 1 3 9 91
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 0 4 26 84
Markov switching regimes in a monetary exchange rate model 0 1 2 195 0 2 22 469
Modeling the daily electricity price volatility with realized measures 0 0 3 31 2 5 25 139
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 1 1 2 44 1 6 12 188
Nonstandard Errors 0 2 7 44 0 9 53 176
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 1 3 4 18
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 1 10 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 1 1 11 92
Risk factors in cryptocurrency pricing 4 9 27 27 7 35 87 87
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 1 2 10 38
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 0 2 5 0 4 23 32
Spillovers between cryptocurrencies and financial markets in a global framework 1 7 32 41 5 32 149 169
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 1 4 10 89
Sustainable Economy in Light of COVID-19 0 0 0 0 0 3 14 18
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 1 6 0 1 10 27
Testing for a rational bubble under long memory 0 0 1 20 1 5 16 90
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 1 2 3 3 3 14 20 20
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 0 5 14 34
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 1 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 1 7 18 139
The crisis alpha of managed futures: Myth or reality? 2 4 11 48 7 23 61 137
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 0 3 0 5 12 22
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 1 4 14 26
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 0 6 18 218
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 1 3 9 9
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 2 12 89
Total Journal Articles 11 33 123 1,291 63 334 1,212 5,102


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 2026-06-04