Michael Frömmel : Citation Profile

Are you Michael Frömmel?

Universiteit Gent

9

H index

7

i10 index

186

Citations

RESEARCH PRODUCTION:

21

Articles

25

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 10
   Journals where Michael Frömmel has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 10 (5.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr29
   Updated: 2018-09-15    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)

Kühl, Michael (6)

Czudaj, Robert (6)

Dobnik, Frauke (6)

Vašíček, Bořek (5)

Schmid, Kai (4)

Menla Ali, Faek (3)

Melecký, Martin (3)

Seidler, Jakub (3)

Bilgili, Faik (3)

Cites to:

Menkhoff, Lukas (21)

Lyons, Richard (15)

Evans, Martin (15)

Bollerslev, Tim (14)

Reinhart, Carmen (13)

Calvo, Guillermo (12)

Fratzscher, Marcel (11)

Rogoff, Kenneth (11)

Rime, Dagfinn (11)

Ehrmann, Michael (10)

de Haan, Jakob (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
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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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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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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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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Works by Michael Frömmel:

YearTitleTypeCited
2009Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers.
[Full Text][Citation analysis]		paper9
2015Interest 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: 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2009What do we know about real exchange rate non-linearities? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2010What 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: 8		paper
2012What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2017Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors In: International Review of Finance.
[Full Text][Citation analysis]		article0
2001Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article3
2004Markov Switching Regimes In A Monetary Exchange Rate Model In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper47
2005Markov switching regimes in a monetary exchange rate model.(2005) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		article
2014Modeling the daily electricity price volatility with realized measures In: Energy Economics.
[Full Text][Citation analysis]		article9
2016Does frequency matter for intraday technical trading? In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2005Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal.
[Full Text][Citation analysis]		article12
2003Do 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: 12		paper
2006Exchange rate regimes in Central and East European countries: Deeds vs. words In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article14
2008Order flows, news, and exchange rate volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
2007Order 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: 16		paper
2011Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		chapter2
2011The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies.
[Full Text][Citation analysis]		book1
2010Volatility Regimes in Central and Eastern European Countries’ Exchange Rates In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2006Volatility 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: 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.
[Full Text][Citation analysis]
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).
[Full Text][Citation analysis]		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).
[Full Text][Citation analysis]		article0
2006Monetary Policy Rules in Central and Eastern Europe In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper13
2006Bank Lending and Asset Prices in the Euro Area In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper3
2006Bank 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
2012Spread Components in the Hungarian Forint-Euro Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		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		paper
2011Spread 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
2015Further Evidence on Foreign Exchange Jumps and News Announcements In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2009Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market In: MNB Working Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Macroeconomic 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
2010Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics In: Focus on European Economic Integration.
[Full Text][Citation analysis]		article13
2011Testing for a rational bubble under long memory In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper4
2012Testing for a rational bubble under long memory.(2012) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2013FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11.(2013) In: Research Memorandum.
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This paper has another version. Agregated cites: 0		paper
2014Crystallization – 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]		paper0
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
2016Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]		paper1
2003Increasing exchange rate volatility during the recent float In: Applied Financial Economics.
[Full Text][Citation analysis]		article3

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