Michael Frömmel : Citation Profile


Are you Michael Frömmel?

Universiteit Gent

10

H index

10

i10 index

238

Citations

RESEARCH PRODUCTION:

23

Articles

25

Papers

1

Books

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 12
   Journals where Michael Frömmel has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 11 (4.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr29
   Updated: 2021-02-20    RAS profile: 2021-02-06    
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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:

Beckmann, Joscha (19)

Belke, Ansgar (10)

Kühl, Michael (6)

Dobnik, Frauke (6)

Czudaj, Robert (6)

Li, Youwei (5)

Kruse, Robinson (5)

Vašíček, Bořek (5)

Schmid, Kai (4)

Sibbertsen, Philipp (4)

Kal, Suleyman (4)

Cites to:

Menkhoff, Lukas (22)

Taylor, Mark (15)

Lyons, Richard (15)

Evans, Martin (15)

Bollerslev, Tim (14)

Reinhart, Carmen (13)

Rime, Dagfinn (12)

Fratzscher, Marcel (11)

Calvo, Guillermo (11)

Engel, Charles (11)

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
International Journal of Finance & Economics2
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 (2021 and 2020)


YearTitle of citing document
2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2020Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-03.

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2020Does 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.

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2021Does 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.

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2021Intraday 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.

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2020Volatility 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.

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2020On 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.

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2020Does 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.

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2020Intraday 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.

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2020The 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.

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2020A 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.

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2020.

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2020.

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2020Markov 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.

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2020Evaluation 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.

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2020Intraday time‐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.

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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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paper13
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: 13
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: 13
paper
2009What do we know about real exchange rate non-linearities? In: CREATES Research Papers.
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paper9
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: 9
paper
2012What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics.
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This paper has another version. Agregated cites: 9
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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paper60
2005Markov switching regimes in a monetary exchange rate model.(2005) In: Economic Modelling.
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This paper has another version. Agregated cites: 60
article
2014Modeling the daily electricity price volatility with realized measures In: Energy Economics.
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article12
2016Does frequency matter for intraday technical trading? In: Finance Research Letters.
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article5
2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets.
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article11
2005Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal.
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article15
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: 15
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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article20
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: 20
paper
2011Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? In: Journal of Macroeconomics.
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article22
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: 22
paper
2011The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies.
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book2
2010Volatility Regimes in Central and Eastern European Countries’ Exchange Rates In: Czech Journal of Economics and Finance (Finance a uver).
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article2
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: 2
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: 2
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
paper
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
paper
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
paper
2015Further Evidence on Foreign Exchange Jumps and News Announcements In: Emerging Markets Finance and Trade.
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article3
2009Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market In: MNB Working Papers.
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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.
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paper
2011Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market.(2011) In: International Journal of Finance & Economics.
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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.
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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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paper6
2012Testing for a rational bubble under long memory.(2012) In: Quantitative Finance.
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This paper has another version. Agregated cites: 6
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.
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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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paper0
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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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.
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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.
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paper0
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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article4
2020An Alternative Version of Purchasing Power Parity In: International Journal of Finance & Economics.
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article0
2019SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES In: Journal of Developmental Entrepreneurship (JDE).
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article2

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