Michael Frömmel : Citation Profile


Are you Michael Frömmel?

Universiteit Gent

9

H index

7

i10 index

193

Citations

RESEARCH PRODUCTION:

21

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 11
   Journals where Michael Frömmel has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 10 (4.93 %)

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   Permalink: http://citec.repec.org/pfr29
   Updated: 2018-12-08    RAS profile: 2018-05-13    
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Relations with other researchers


Works with:

Bos, J. (2)

Lamers, Martien (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Frömmel.

Is cited by:

Beckmann, Joscha (19)

Belke, Ansgar (10)

Czudaj, Robert (6)

Dobnik, Frauke (6)

Kühl, Michael (6)

Vašíček, Bořek (5)

Schmid, Kai (4)

Shankar, Rashmi (3)

Menla Ali, Faek (3)

Sibbertsen, Philipp (3)

Seidler, Jakub (3)

Cites to:

Menkhoff, Lukas (21)

Lyons, Richard (15)

Evans, Martin (15)

Bollerslev, Tim (14)

Reinhart, Carmen (13)

Calvo, Guillermo (12)

Fratzscher, Marcel (11)

Rime, Dagfinn (11)

Rogoff, Kenneth (11)

de Haan, Jakob (10)

Ehrmann, Michael (10)

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
Emerging Markets Finance and Trade2

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 Administration13
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt4

Recent works citing Michael Frömmel (2018 and 2017)


YearTitle of citing document
2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2017Systematic Managed Floating. (2017). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-025.

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2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

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2017Does renewable energy generation decrease the volatility of electricity prices? An analysis of Denmark and Germany. (2017). Rintamaki, Tuomas ; Salo, Ahti ; Siddiqui, Afzal S. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:270-282.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2017Forecasting intraday volume: Comparison of two early models. (2017). Szűcs, Balázs Árpád ; Szcs, Balazs Arpad . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:249-258.

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2017Sampling frequency and the performance of different types of technical trading rules. (2017). Hudson, Robert ; Urquhart, Andrew ; McGroarty, Frank. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139.

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2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

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2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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2018Through the valley: The impact of PV penetration levels on price volatility and resulting revenues for storage plants. (2018). Permoser, Andreas ; Hartner, Michael . In: Renewable Energy. RePEc:eee:renene:v:115:y:2018:i:c:p:1184-1195.

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2017Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications. (2017). Polinori, Paolo ; Bollino, Carlo Andrea ; Bigerna, Simona ; Ciferri, Davide . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p1:p:199-211.

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2018Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets. (2018). Kuttu, Saint ; Bokpin, Godfred A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:211-226.

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2017Eurozone debt crisis and bond yields convergence: evidence from the new EU countries. (2017). Koukouritakis, Minoas . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9208-3.

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2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2018Are Eastern European Taylor Reaction Functions Asymmetric in Inflation or Output: Empirical Evidence for four Countries. (2018). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201808.

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2017Sensitivity of Interest Rates to Inflation and Exchange Rate in Poland: Implications for Direct Inflation Targeting. (2017). Orlowski, Lucjan. In: Comparative Economic Studies. RePEc:pal:compes:v:59:y:2017:i:4:d:10.1057_s41294-017-0035-3.

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2017Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?. (2017). Burns, Kelly ; Moosa, Imad. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:48:p:4897-4910.

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Works by Michael Frömmel:


YearTitleTypeCited
2009Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers.
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paper9
2015Interest rate convergence in the EMS prior to European Monetary Union.(2015) In: Journal of Policy Modeling.
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This paper has another version. Agregated cites: 9
article
2009Interest rate convergence in the EMS prior to European Monetary Union.(2009) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 9
paper
2009What do we know about real exchange rate non-linearities? In: CREATES Research Papers.
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paper8
2010What do we know about real exchange rate nonlinearities?.(2010) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 8
paper
2012What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics.
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article
2017Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors In: International Review of Finance.
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article0
2001Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties In: Journal of Common Market Studies.
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article3
2004Markov Switching Regimes In A Monetary Exchange Rate Model In: Royal Economic Society Annual Conference 2004.
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paper50
2005Markov switching regimes in a monetary exchange rate model.(2005) In: Economic Modelling.
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This paper has another version. Agregated cites: 50
article
2014Modeling the daily electricity price volatility with realized measures In: Energy Economics.
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article9
2016Does frequency matter for intraday technical trading? In: Finance Research Letters.
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article3
2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets.
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article1
2005Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal.
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article12
2003Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach.(2003) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 12
paper
2006Exchange rate regimes in Central and East European countries: Deeds vs. words In: Journal of Comparative Economics.
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article14
2008Order flows, news, and exchange rate volatility In: Journal of International Money and Finance.
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article17
2007Order Flows, News, and Exchange Rate Volatility.(2007) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 17
paper
2011Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? In: Journal of Macroeconomics.
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article20
2009Monetary 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.
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This paper has another version. Agregated cites: 20
paper
2011What has driven Private Sector Credit Developments in Central, Eastern and Southeastern Europe? In: Chapters in SUERF Studies.
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chapter2
2011The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies.
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book1
2010Volatility Regimes in Central and Eastern European Countries’ Exchange Rates In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2006Volatility Regimes in Central and Eastern European Countries Exchange Rates.(2006) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 1
paper
2007Volatility Regimes in Central and Eastern European Countries’ Exchange Rates.(2007) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 1
paper
2016Editorial to the Special Issue on Emerging Market Finance and Institutional Investors In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2016The 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).
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article0
2006Monetary Policy Rules in Central and Eastern Europe In: Hannover Economic Papers (HEP).
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paper13
2006Bank Lending and Asset Prices in the Euro Area In: Hannover Economic Papers (HEP).
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paper3
2006Bank Lending and Asset Prices in the Euro Area.(2006) In: RWI Discussion Papers.
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This paper has another version. Agregated cites: 3
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2012Spread Components in the Hungarian Forint-Euro Market In: Emerging Markets Finance and Trade.
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article2
2011Spread Components in the Hungarian Forint-Euro Market.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 2
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2011Spread Components in the Hungarian Forint-Euro Market.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 2
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2015Further Evidence on Foreign Exchange Jumps and News Announcements In: Emerging Markets Finance and Trade.
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article1
2009Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market In: MNB Working Papers.
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2009Macroeconomic 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.
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2011Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market.(2011) In: International Journal of Finance & Economics.
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2010Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics In: Focus on European Economic Integration.
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article13
2011Testing for a rational bubble under long memory In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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paper4
2012Testing for a rational bubble under long memory.(2012) In: Quantitative Finance.
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2013News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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paper0
2013FDI, 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.
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2013FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11.(2013) In: Research Memorandum.
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2014Crystallization – the Hidden Dimension of Hedge Funds Fee Structure In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2014Are 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.
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2014Bid-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.
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2016Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation In: Proceedings of International Academic Conferences.
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paper1
2003Increasing exchange rate volatility during the recent float In: Applied Financial Economics.
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article3

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