9
H index
9
i10 index
205
Citations
Michael Frömmel : Citation Profile
Universiteit Gent | RESEARCH PRODUCTION: 21 Articles 25 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2001 - 2018). 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 |
| 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 (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06. Full description at Econpapers || Download paper |
| 2017 | The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:174_weber. Full description at Econpapers || Download paper |
| 2018 | TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250. Full description at Econpapers || Download paper |
| 2017 | Systematic Managed Floating. (2017). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-025. Full description at Econpapers || Download paper |
| 2018 | Do 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. Full description at Econpapers || Download paper |
| 2019 | The significance of calendar effects in the electricity market. (2019). Liang, XI ; Jiang, Mengfei ; Cursio, Joseph D. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:487-494. Full description at Econpapers || Download paper |
| 2019 | Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions. (2019). Kurita, Takamitsu ; Almaas, Synne S. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:51-64. Full description at Econpapers || Download paper |
| 2019 | Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224. Full description at Econpapers || Download paper |
| 2017 | Does 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. Full description at Econpapers || Download paper |
| 2018 | Momentum 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. Full description at Econpapers || Download paper |
| 2019 | News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142. Full description at Econpapers || Download paper |
| 2017 | Forecasting intraday volume: Comparison of two early models. (2017). Szűcs, Balázs Ãrpád ; Szcs, Balazs Arpad . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:249-258. Full description at Econpapers || Download paper |
| 2017 | Sampling 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. Full description at Econpapers || Download paper |
| 2019 | Informed contrarian trades and stock returns. (2019). Chang, Sanders ; Wang, Albert F. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:75-93. Full description at Econpapers || Download paper |
| 2017 | Convergence 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. Full description at Econpapers || Download paper |
| 2019 | The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402. Full description at Econpapers || Download paper |
| 2018 | Information 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. Full description at Econpapers || Download paper |
| 2018 | Through 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. Full description at Econpapers || Download paper |
| 2017 | Renewables 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. Full description at Econpapers || Download paper |
| 2018 | Evidence 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. Full description at Econpapers || Download paper |
| 2018 | The Impact of Behavioral and Structural Remedies on Electricity Prices: The Case of the England and Wales Electricity Market. (2018). Tashpulatov, Sherzod N. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3420-:d:188488. Full description at Econpapers || Download paper |
| 2019 | Global Capital Flows, Time Varying Fundamentals And Transitional Exchange Rate Dynamics: An MS-VAR Approach. (2019). Kal, Suleyman Hilmi ; Gunduz, Lhami. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ijs:journl:v:69:y:2019:i:1:p:1-22. Full description at Econpapers || Download paper |
| 2017 | Eurozone 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. Full description at Econpapers || Download paper |
| 2018 | Időben 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. Full description at Econpapers || Download paper |
| 2018 | Are 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. Full description at Econpapers || Download paper |
| 2017 | Sensitivity 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. Full description at Econpapers || Download paper |
| 2019 | Cross-market information spillover and the performance of technical trading in the foreign exchange market. (2019). Chang, Yung-Ho. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9440-3. Full description at Econpapers || Download paper |
| 2017 | Demystifying 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. Full description at Econpapers || Download paper |
| 2018 | Trading Volume, Illiquidity and Commonalities in FX Markets. (2018). Ranaldo, Angelo ; de Magistris, Paolo Santucci. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:23. 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 | 11 |
| 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: 11 | 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: 11 | paper | |
| 2009 | What do we know about real exchange rate non-linearities? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | 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 | 54 |
| 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: 54 | article | |
| 2014 | Modeling the daily electricity price volatility with realized measures In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 2016 | Does frequency matter for intraday technical trading? In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2018 | Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2005 | Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 13 |
| 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: 13 | 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 | 20 |
| 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: 20 | paper | |
| 2011 | The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies. [Full Text][Citation analysis] | book | 1 |
| 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 | 1 |
| 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: 1 | 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: 1 | 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 | 1 |
| 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 | 4 |
| 2012 | Testing for a rational bubble under long memory.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 3 |
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