Michael Frömmel : Citation Profile

Universiteit Gent

12

H index

13

i10 index

394

Citations

RESEARCH PRODUCTION:

50

Articles

33

Papers

2

Books

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 16
   Journals where Michael Frömmel has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 26 (6.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr29
   Updated: 2025-07-12    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

FERROUHI, EL MEHDI (9)

Johannesson, Magnus (9)

Gehrig, Thomas (9)

Holzmeister, Felix (9)

Dreber, Anna (9)

Bos, Charles (8)

Menkveld, Albert (8)

Alexeev, Vitali (8)

Gerritsen, Dirk (8)

Degryse, Hans (8)

Füllbrunn, Sascha (8)

Chernov, Mikhail (8)

Brownlees, Christian (8)

Caporin, Massimiliano (8)

Ferrara, Gerardo (8)

Deev, Oleg (8)

Frijns, Bart (8)

Bohorquez Correa, Santiago (7)

Schwarz, Marco (7)

Eugster, Nicolas (7)

Deku, Solomon (7)

Davies, Ryan (7)

Dimpfl, Thomas (7)

CAPELLE-BLANCARD, Gunther (7)

Rinne, Kalle (6)

Stefanova, Denitsa (6)

Korajczyk, Robert (6)

Sarno, Lucio (6)

Talavera, Oleksandr (6)

Pastor, Lubos (6)

Roy, Saurabh (6)

Tonks, Ian (6)

Zhang, S. Sarah (6)

Nielsson, Ulf (6)

Jurkatis, Simon (6)

Renault, Thomas (6)

Ødegaard, Bernt (6)

Liew, Chee (6)

Sojli, Elvira (6)

Palan, Stefan (6)

Smales, Lee (6)

Aloosh, Arash (6)

Pasquariello, Paolo (6)

Park, Andreas (6)

Lof, Matthijs (6)

Schuerhoff, Norman (6)

Reitz, Stefan (6)

Foucault, Thierry (6)

Hurlin, Christophe (6)

Xia, Shuo (6)

Vilkov, Grigory (6)

Ait-Sahalia, Yacine (6)

Harris, Jeffrey (6)

LINTON, OLIVER (6)

Ranaldo, Angelo (6)

Shachar, Or (6)

Wolff, Christian (6)

Scaillet, Olivier (6)

Xiu, Dacheng (6)

Wilhelmsson, Anders (6)

Colliard, Jean-Edouard (6)

Jalkh, Naji (5)

Hautsch, Nikolaus (5)

Huang, Wenqian (5)

Koetter, Michael (5)

Neszveda, Gabor (5)

Abudy, Menachem (5)

Walther, Thomas (5)

Horenstein, Alex (5)

Schenk-Hoppé, Klaus (5)

Verousis, Thanos (5)

Chow, Nikolai Sheung-Chi (5)

Gil-Bazo, Javier (5)

Bjønnes, Geir (4)

Adrian, Tobias (4)

Dumitrescu, Ariadna (4)

Güçbilmez, Ufuk (4)

Maiti, Moinak (4)

van Kervel, Vincent (4)

Taylor, Nick (3)

Vuković, Darko (3)

He, Xuezhong (Tony) (3)

Mihet, Roxana (3)

Voigt, Stefan (3)

Bouri, Elie (2)

Lopez-Lira, Alejandro (2)

Regis, Luca (2)

Lajaunie, Quentin (2)

Putnins, Talis (2)

Patel, Vinay (2)

Gorbenko, Arseny (2)

Kassner, Bernhard (2)

Pelizzon, Loriana (2)

Roy, Saurabh (2)

Wong, Wing-Keung (2)

Hjalmarsson, Erik (2)

Rakowski, David (2)

Moinas, Sophie (2)

Afat, Dinçer (2)

Kadioglu, Eyup (2)

Hasse, Jean-Baptiste (2)

Patton, Andrew (2)

Kearney, Fearghal (2)

Zhou, Chen (2)

Heath, Davidson (2)

Vogel, Sebastian (2)

Theissen, Erik (2)

PASCUAL, ROBERTO (2)

Prokopczuk, Marcel (2)

Söderlind, Paul (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)

Huber, Christoph (6)

Kruse, Robinson (6)

Kühl, Michael (6)

Vašíček, Bořek (6)

Czudaj, Robert (6)

Dobnik, Frauke (6)

Li, Youwei (5)

Ozkes, Ali (4)

Holzmeister, Felix (4)

Schmid, Kai (4)

Cites to:

Menkhoff, Lukas (33)

Taylor, Mark (29)

Bollerslev, Tim (27)

Sarno, Lucio (24)

Rogoff, Kenneth (20)

Rime, Dagfinn (18)

Andersen, Torben (17)

Lyons, Richard (16)

Cheung, Yin-Wong (15)

Evans, Martin (15)

Engel, Charles (15)

Main data

Where Michael Frömmel has published?

Journals with more than one article published# docs
Finance Research Letters6
International Review of Financial Analysis4
Czech Journal of Economics and Finance (Finance a uver)3
International Journal of Finance & Economics3
Sustainability3
Economic Modelling2
Emerging Markets Finance and Trade2
Emerging Markets Review2
Journal of International Money and Finance2

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 Administration14
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt4
Post-Print / HAL2

Recent works citing Michael Frömmel (2025 and 2024)

YearTitle of citing document
2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

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2024Volatility Spillover: Garch Analysis of S&P 500s Influence on Precious Metals. (2024). Grubisic, Zoran ; Lazic, Milena ; Duran, Edo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:13:y:2024:i:2:p:187-211.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2024Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Shakib, Mohammed ; Hassan, M. Kabir ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Information flow dynamics between cryptocurrency returns and electricity consumption: A comparative analysis of Bitcoin and Ethereum. (2024). Ferreira, Paulo ; Almeida, Dora ; Dionsio, Andreia. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010274.

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2025The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets. (2025). Zhou, Ivy Z ; Xu, Yahua ; Bouri, Elie ; Ma, Gaoping. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000110.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Multi-period share pledging with sequential three-way proportion decision. (2024). Wang, Mingwei ; Zhang, Junping ; Liang, Decui. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000689.

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2024Multi-regime foreign exchange rate model: Calibration and pricing. (2024). Zhang, Ziqing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:220:y:2024:i:c:p:204-218.

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2024Social forecasting: Online social opinion and the cross-section of stock returns. (2024). Liang, Yuheng ; Zhu, Mengnan ; Yuan, Kaibin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001525.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2024Are public debt and public debt expectations associated with debt management strategies?. (2024). Dos, Daniel Pereira ; Montes, Gabriel Caldas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001273.

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2024Revisiting the determinants of cryptocurrency excess return: Does scarcity matter?. (2024). Pham, Huy ; Thanh, Binh Nguyen ; Tiwari, Aviral Kumar ; Bui, Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007251.

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2025In the name of the law: How does legal distance affect US international mutual funds’ financial performance?. (2025). Muoz, Fernando ; Fleta-Asn, Jorge. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004549.

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2025The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond. (2025). Arfaoui, Nadia ; Yarovaya, Larisa ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006206.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis. (2024). Khan, Khalid ; Meng, Kai. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10402-6.

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2025Currency harmonisation in the Southern African Development Community: a pathway to addressing the PPP puzzle. (2025). Zonda, Joe Maganga ; Tarigan, Dinarti. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04496-6.

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2025AI integration in financial services: a systematic review of trends and regulatory challenges. (2025). Vukovi, Darko B ; Matovi, Stefana ; Dekpo-Adza, Senanu. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04850-8.

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2024Penalized Convex Estimation in Dynamic Location-Scale models. (2024). Chentoufi, Reda Alami. In: MPRA Paper. RePEc:pra:mprapa:123283.

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2024Soccer Bubble: Is There a Speculative Bubble in the Price of International Soccer Players?. (2024). Auteri, Nicola ; Addessi, Giorgio ; Pancotto, Francesca. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:5:p:535-556.

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2024Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2024). McNeil, James. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02481-z.

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2024Discovering thematic change and evolution of political connections research. (2024). Wan, Wan Amalina. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00356-y.

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2024The ‘play’ of institutions and firm investment: Evidence from a transition economy. (2024). Du, Jun ; Nguyen, Bach. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2740-2765.

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2025Behavioural explanations of Expectile VaR forecasting and dynamic hedging strategies for downside risk during the COVID‐19 pandemic: Insights from financial markets. (2025). Masmoudi, Afif ; Abbes, Mouna Boujelbne ; Gaadane, Sahbi ; Trichilli, Yousra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:44-70.

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2024Share pledging: Measuring margin call pressure and its influence on liquidity commonality. (2024). Li, Ping ; Zhang, Junping. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:3897-3914.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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]		paper18
2015Interest rate convergence in the EMS prior to European Monetary Union.(2015) In: Journal of Policy Modeling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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 nother version. Agregated cites: 18		paper
2009What do we know about real exchange rate non-linearities? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper11
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 nother version. Agregated cites: 11		paper
2012What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics.
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This paper has nother version. Agregated cites: 11		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
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2011Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes. In: Volkswirtschaftliche Schriften.
[Full Text][Citation analysis]		book0
2004Markov Switching Regimes In A Monetary Exchange Rate Model In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper72
2005Markov switching regimes in a monetary exchange rate model.(2005) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		article
2021Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function In: Economic Modelling.
[Full Text][Citation analysis]		article1
2022Low liquidity beta anomaly in China In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2022Exchange rate exposure for exporting and domestic firms in central and Eastern Europe In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2014Modeling the daily electricity price volatility with realized measures In: Energy Economics.
[Full Text][Citation analysis]		article26
2022Manipulation in the bond market and the role of investment funds: Evidence from an emerging market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022The crisis alpha of managed futures: Myth or reality? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2024Do bitcoin shocks truly Cointegrate with financial and commodity markets? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2016Does frequency matter for intraday technical trading? In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2021The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022The role of gender for the risk-shifting behavior of hedge fund and CTA managers In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Inflation and portfolio selection In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023The effects of Covid-19 related response policies on the performances of technology-driven financial services companies In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets.
[Full Text][Citation analysis]		article30
2005Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal.
[Full Text][Citation analysis]		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 nother version. Agregated cites: 15		paper
2006Exchange rate regimes in Central and East European countries: Deeds vs. words In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article14
2025Spillovers between cryptocurrencies and financial markets in a global framework In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2008Order flows, news, and exchange rate volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
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 nother version. Agregated cites: 26		paper
2011Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article29
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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[Full Text][Citation analysis]		article1
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2024Socially responsible investments: doing good while doing well in developed versus emerging markets? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2011The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies.
[Full Text][Citation analysis]		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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2006Volatility Regimes in Central and Eastern European Countries Exchange Rates.(2006) In: Hannover Economic Papers (HEP).
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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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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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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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2021Correction: Vukovic et al. COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 2021, 13 , 8578.(2021) In: Sustainability.
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2022Sustainable Economy in Light of COVID-19 In: Sustainability.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2006Monetary Policy Rules in Central and Eastern Europe In: Hannover Economic Papers (HEP).
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2006Bank Lending and Asset Prices in the Euro Area In: Hannover Economic Papers (HEP).
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2006Bank Lending and Asset Prices in the Euro Area.(2006) In: RWI Discussion Papers.
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2021A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium In: Open Economies Review.
[Full Text][Citation analysis]		article2
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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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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2015Further Evidence on Foreign Exchange Jumps and News Announcements In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article7
2009Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market In: MNB Working Papers.
[Full Text][Citation analysis]		paper1
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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[Full Text][Citation analysis]		article15
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[Full Text][Citation analysis]		article1
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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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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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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange In: Financial Innovation.
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