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 0 23 111
Bank Lending and Asset Prices in the Euro Area 0 0 0 84 0 0 21 311
Bank Lending and Asset Prices in the Euro Area 0 0 0 122 0 1 24 397
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component 0 0 1 76 0 3 41 368
Crystallization the Hidden Dimension of Hedge Funds' Fee Structure 0 0 2 116 0 7 106 1,260
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation 0 0 1 72 0 0 10 91
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 0 0 368 0 1 17 1,230
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 0 0 0 34 1 1 9 210
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 1 1 1 64 5 8 58 553
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 1 2 19 256
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 0 14 199
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 32 0 1 7 176
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 67 3 6 21 292
Markov Switching Regimes In A Monetary Exchange Rate Model 0 0 0 204 1 2 16 534
Monetary Policy Rules in Central and Eastern Europe 0 0 0 298 0 0 24 741
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? 0 0 0 156 1 1 21 313
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market 0 0 1 43 0 0 11 106
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-Standard Errors 0 0 0 26 0 0 23 88
Non-Standard Errors 0 0 0 8 1 2 19 53
Non-Standard Errors 0 0 0 19 0 4 37 63
Non-Standard Errors 0 1 1 45 0 2 39 485
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard errors 0 1 1 13 0 3 28 84
Order Flows, News, and Exchange Rate Volatility 0 0 0 274 2 2 10 652
Spread Components in the Hungarian Forint-Euro Market 0 0 0 23 0 1 15 186
Spread Components in the Hungarian Forint-Euro Market 0 0 0 10 2 3 15 108
Testing for a rational bubble under long memory 0 0 1 100 1 2 20 245
Volatility Regimes in Central and Eastern European Countries Exchange Rates 0 0 0 99 1 2 21 293
Volatility Regimes in Central and Eastern European Countries' Exchange Rates 0 0 0 116 0 1 24 393
What do we know about real exchange rate non-linearities? 0 0 0 107 0 1 15 199
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 2 20 153
Total Working Papers 1 4 13 2,834 22 68 819 10,432
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 2 2 21 64
An Alternative Version of Purchasing Power Parity 0 0 0 10 0 1 20 74
Are simple technical trading rules profitable in bitcoin markets? 2 3 11 20 43 89 167 191
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets 1 3 3 35 2 6 24 92
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave 1 1 1 5 1 2 10 30
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 0 12 20
Corruption, business environment, and firm growth in Vietnam 0 0 2 7 1 3 24 51
Crystallization: A Hidden Dimension of CTA Fees 0 0 0 0 1 3 23 25
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function 0 0 0 1 0 0 11 25
Do bitcoin shocks truly Cointegrate with financial and commodity markets? 0 0 1 7 1 4 28 45
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 0 0 90 0 0 15 368
Does frequency matter for intraday technical trading? 1 1 1 10 2 9 23 81
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate 0 0 0 6 1 3 27 46
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors 0 0 0 14 0 1 11 61
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors 0 0 1 9 0 0 4 48
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe 2 4 5 13 2 6 23 54
Exchange rate regimes in Central and East European countries: Deeds vs. words 0 0 0 69 0 1 15 222
Further Evidence on Foreign Exchange Jumps and News Announcements 0 0 1 6 0 0 11 34
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange 1 2 3 4 4 8 38 57
Increasing exchange rate volatility during the recent float 0 0 0 8 1 2 10 61
Inflation and portfolio selection 0 0 2 19 1 3 18 54
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 0 0 20 96
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision 2 5 7 51 31 53 81 237
Low liquidity beta anomaly in China 0 0 1 1 0 0 13 23
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market 0 0 0 0 0 0 8 91
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market 0 0 0 7 0 0 23 84
Markov switching regimes in a monetary exchange rate model 1 1 2 196 4 4 22 474
Modeling the daily electricity price volatility with realized measures 0 0 3 31 0 1 21 140
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? 0 0 1 44 3 3 14 192
Nonstandard Errors 0 1 7 46 5 16 58 196
Order flows, news, and exchange rate volatility 0 0 0 70 0 1 8 230
Permanent and Transitory Volatility Spillovers Between Conventional and Islamic Stock Indices During the SARS‐CoV‐2 Pandemic 0 0 0 0 0 0 0 0
Political connection heterogeneity and firm value in Vietnam 0 0 0 3 0 0 4 18
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics 0 0 0 214 0 2 23 493
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption 0 0 0 0 0 1 28 33
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties 0 0 0 31 1 2 13 94
Risk factors in cryptocurrency pricing 1 6 33 36 4 22 112 118
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES 0 1 1 6 0 1 9 39
Socially responsible investments: doing good while doing well in developed versus emerging markets? 0 1 3 6 1 3 23 36
Spillovers between cryptocurrencies and financial markets in a global framework 1 4 31 45 4 17 145 190
Spread Components in the Hungarian Forint-Euro Market 0 0 0 8 0 1 10 90
Sustainable Economy in Light of COVID-19 0 0 0 0 0 0 14 18
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis 0 0 2 7 0 0 11 28
Testing for a rational bubble under long memory 0 0 1 20 0 1 17 91
The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence 1 1 5 5 3 5 29 29
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market 0 0 0 5 0 1 16 36
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential 0 0 0 0 1 2 17 21
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis 1 1 1 18 1 1 17 140
The crisis alpha of managed futures: Myth or reality? 1 3 14 52 6 22 88 173
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies 1 1 1 4 1 2 13 24
The role of gender for the risk-shifting behavior of hedge fund and CTA managers 0 1 1 7 1 2 17 29
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates 0 0 0 50 0 0 18 218
Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector 0 0 0 0 1 1 10 10
What do we know about real exchange rate nonlinearities? 0 0 0 18 1 3 15 92
Total Journal Articles 17 40 147 1,338 130 310 1,452 5,486


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 7 204
Total Books 0 0 0 60 0 1 7 204
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 2026-10-11