10
H index
10
i10 index
238
Citations
Michael Frömmel : Citation Profile
Universiteit Gent | RESEARCH PRODUCTION: 23 Articles 25 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2001 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Frömmel. | Is cited by:
| Cites to:
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Main data
Where Michael Frömmel has published?
| Journals with more than one article published | # docs |
|---|---|
| Czech Journal of Economics and Finance (Finance a uver) | 3 |
| International Journal of Finance & Economics | 2 |
| Emerging Markets Finance and Trade | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration | 13 |
| Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt | 4 |
Recent works citing Michael Frömmel (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper |
| 2020 | Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-03. Full description at Econpapers || Download paper |
| 2020 | Does monetary policy credibility mitigate the fear of floating?. (2020). Ferreira, Caio Ferrari ; Montes, Gabriel Caldas. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:76-87. Full description at Econpapers || Download paper |
| 2021 | Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183. Full description at Econpapers || Download paper |
| 2021 | Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Xu, Yahua ; Ma, Diandian ; Gong, XU ; Wen, Zhuzhu. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384. Full description at Econpapers || Download paper |
| 2020 | Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers || Download paper |
| 2020 | On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115. Full description at Econpapers || Download paper |
| 2020 | Does intraday time-series momentum exist in Chinese stock index futures market?. (2020). Shen, Dehua ; Li, YI ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304337. Full description at Econpapers || Download paper |
| 2020 | Intraday momentum in Chinese commodity futures markets. (2020). Wang, Pengfei ; Zhang, Wei ; Li, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311328. Full description at Econpapers || Download paper |
| 2020 | The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies. (2020). Daglis, Theodoros ; Pasiouras, Alexandros. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:352-361. Full description at Econpapers || Download paper |
| 2020 | A bibliometric study on the research landscape of entrepreneurial finance from 1970-2019. (2020). VUONG, Quan Hoang ; Thanh, Nguyen Thanh ; Quynh, Nguyen Thi ; Pham, Thanh-Hang. In: OSF Preprints. RePEc:osf:osfxxx:qf62s. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | Markov switching in exchange rate models: will more regimes help?. (2020). Stillwagon, Josh ; Sullivan, Peter . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01623-6. Full description at Econpapers || Download paper |
| 2020 | Evaluation of current research on stock return predictability. (2020). Guzmics, Sandor ; Zwatz, Christian ; Mangat, Manveer Kaur ; Reschenhofer, Erhard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:334-351. Full description at Econpapers || Download paper |
| 2020 | Intraday timeâ€series momentum: Evidence from China. (2020). Li, Youwei ; Yang, Yung Chiang ; Jin, Muzhao ; Kearney, Fearghal. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:632-650. Full description at Econpapers || Download paper |
Works by Michael Frömmel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2015 | Interest rate convergence in the EMS prior to European Monetary Union.(2015) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2009 | Interest rate convergence in the EMS prior to European Monetary Union.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | What do we know about real exchange rate non-linearities? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2010 | What do we know about real exchange rate nonlinearities?.(2010) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2017 | Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 3 |
| 2004 | Markov Switching Regimes In A Monetary Exchange Rate Model In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 60 |
| 2005 | Markov switching regimes in a monetary exchange rate model.(2005) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2014 | Modeling the daily electricity price volatility with realized measures In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
| 2016 | Does frequency matter for intraday technical trading? In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2018 | Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 11 |
| 2005 | Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 15 |
| 2003 | Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach.(2003) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2006 | Exchange rate regimes in Central and East European countries: Deeds vs. words In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Order flows, news, and exchange rate volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
| 2007 | Order Flows, News, and Exchange Rate Volatility.(2007) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 22 |
| 2009 | Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter?.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2011 | The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
| 2010 | Volatility Regimes in Central and Eastern European Countries’ Exchange Rates In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
| 2006 | Volatility Regimes in Central and Eastern European Countries Exchange Rates.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | Volatility Regimes in Central and Eastern European Countries’ Exchange Rates.(2007) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Editorial to the Special Issue on Emerging Market Finance and Institutional Investors In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2016 | The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2006 | Monetary Policy Rules in Central and Eastern Europe In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 13 |
| 2006 | Bank Lending and Asset Prices in the Euro Area In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 3 |
| 2006 | Bank Lending and Asset Prices in the Euro Area.(2006) In: RWI Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Spread Components in the Hungarian Forint-Euro Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2011 | Spread Components in the Hungarian Forint-Euro Market.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Spread Components in the Hungarian Forint-Euro Market.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Further Evidence on Foreign Exchange Jumps and News Announcements In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2009 | Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market In: MNB Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market.(2011) In: International Journal of Finance & Economics. [Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2010 | Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 13 |
| 2011 | Testing for a rational bubble under long memory In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Testing for a rational bubble under long memory.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2013 | News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
| 2013 | FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
| 2013 | FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Crystallization – the Hidden Dimension of Hedge Funds Fee Structure In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Increasing exchange rate volatility during the recent float In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | An Alternative Version of Purchasing Power Parity In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES In: Journal of Developmental Entrepreneurship (JDE). [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team