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 2 2 2 33 9 12 13 101
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 6 11 18 305
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 8 10 13 383
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 3 76 9 13 19 344
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 1 1 1 115 20 48 53 1,203
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 0 71 2 5 5 86
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 6 8 9 1,222
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 1 4 7 205
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 0 0 1 63 8 24 39 521
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 6 8 13 248
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 5 9 11 194
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 3 9 12 280
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 1 3 3 172
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 2 204 5 9 13 527
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 6 8 12 727
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 7 11 12 303
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 1 1 1 43 2 3 8 100
Non-Standard Errors 0 0 0 26 9 14 18 79
Non-Standard Errors 0 0 0 19 14 17 19 43
Non-Standard Errors 0 0 0 8 7 9 13 45
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 27 2 8 24 163
Nonstandard Errors 0 1 2 4 5 11 24 38
Nonstandard Errors 0 0 0 0 1 9 23 23
Nonstandard Errors 0 0 0 0 1 7 15 15
Nonstandard errors 0 0 1 12 6 12 30 69
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 2 4 4 646
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 5 5 8 101
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 6 11 13 182
Testing for a rational bubble under long memory 1 1 1 100 2 5 10 232
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 5 6 9 278
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 4 8 11 380
What do we know about real exchange rate non-linearities? 0 0 0 107 3 8 9 193
What do we know about real exchange rate nonlinearities? 0 0 0 75 4 9 12 144
Total Working Papers 5 6 16 2,828 188 358 542 10,018
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 3 15 5 8 17 54
An Alternative Version of Purchasing Power Parity 0 0 0 10 4 7 9 62
Are simple technical trading rules profitable in bitcoin markets? 0 3 10 12 10 22 46 52
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 0 0 3 32 4 9 19 78
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 0 0 0 4 1 2 3 22
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 5 6 13
Corruption, business environment, and firm growth in Vietnam 0 1 1 6 5 11 18 39
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 4 6 8 8
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 4 6 8 20
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 1 3 7 10 13 27 33
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 5 9 9 362
Does frequency matter for intraday technical trading? 0 0 0 9 4 9 11 67
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 2 6 9 13 25 33
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 1 14 1 5 8 56
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 1 1 2 46
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 0 1 1 9 3 7 13 42
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 1 69 5 11 14 219
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 0 5 2 3 6 27
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 0 0 1 2 6 16 27 36
Increasing exchange rate volatility during the recent float 0 0 0 8 4 6 7 57
Inflation and portfolio selection 0 2 7 19 3 7 20 45
Interest rate convergence in the EMS prior to European Monetary Union 0 1 2 8 10 13 16 89
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 0 0 1 44 11 11 20 167
Low liquidity beta anomaly in China 1 1 1 1 6 8 11 19
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 2 3 5 87
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 1 7 8 16 25 80
Markov switching regimes in a monetary exchange rate model 0 0 1 194 4 11 23 466
Modeling the daily electricity price volatility with realized measures 0 0 5 29 3 7 20 130
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 1 43 1 2 4 180
Nonstandard Errors 0 1 13 42 5 13 63 161
Order flows, news, and exchange rate volatility 0 0 0 70 4 6 9 229
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 1 1 2 15
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 7 8 11 478
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 10 14 15 19
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 3 7 10 91
Risk factors in cryptocurrency pricing 1 8 14 14 14 25 36 36
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 0 0 5 3 5 8 36
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 2 3 5 4 10 21 26
Spillovers between cryptocurrencies and financial markets in a global framework 2 11 32 33 19 61 119 123
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 3 4 6 85
Sustainable Economy in Light of COVID-19 0 0 0 0 4 5 7 10
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 1 1 6 2 4 9 25
Testing for a rational bubble under long memory 0 1 1 20 4 7 12 85
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 5 9 9 29
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 3 7 10 12
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis 0 0 0 17 4 8 10 131
The crisis alpha of managed futures: Myth or reality? 1 3 12 44 9 18 41 110
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 0 0 1 3 1 2 5 13
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 0 0 6 6 10 10 22
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 3 5 7 205
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 3 4 4 4
What do we know about real exchange rate nonlinearities? 0 0 0 18 5 6 8 85
Total Journal Articles 5 38 123 1,248 259 486 859 4,619


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 4 5 5 202
Total Books 0 0 0 60 4 5 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 2026-02-12