11
H index
12
i10 index
372
Citations
Michael Frömmel : Citation Profile
Universiteit Gent | RESEARCH PRODUCTION: 50 Articles 33 Papers 2 Books RESEARCH ACTIVITY:
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23 years (2001 - 2024). Relations with other researchers
Main data
Where Michael Frömmel has published?
Recent works citing Michael Frömmel (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Optimal 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. Full description at Econpapers || Download paper |
| 2024 | Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Hassan, M. Kabir ; Shakib, Mohammed ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591. Full description at Econpapers || Download paper |
| 2023 | Dynamic volatility connectedness in the European electricity market. (2023). Papie, Monika ; Sikorska-Pastuszka, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005431. Full description at Econpapers || Download paper |
| 2023 | The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Chengfang ; Chen, Xuesheng ; Zhong, Yufei ; Zhang, Yuchen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928. Full description at Econpapers || Download paper |
| 2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper |
| 2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789. Full description at Econpapers || Download paper |
| 2024 | To 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. Full description at Econpapers || Download paper |
| 2023 | The inflation loop is not a myth. (2023). Pradines-Jobet, Florian ; Lucotte, Yannick. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003422. Full description at Econpapers || Download paper |
| 2023 | Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260. Full description at Econpapers || Download paper |
| 2023 | Financial markets, inflation and growth: The impact of monetary policy under different political structures. (2023). Roudari, Soheil ; Tayebi, Seyed Komail ; Sadeghi, Abdorasoul. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:5:p:935-956. Full description at Econpapers || Download paper |
| 2024 | Multi-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. Full description at Econpapers || Download paper |
| 2024 | Social 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. Full description at Econpapers || Download paper |
| 2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
| 2023 | Uncertain mean–variance portfolio model with inflation taking linear uncertainty distributions. (2023). Choe, Kwang-Il ; Ma, DI ; Huang, Xiaoxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:203-217. Full description at Econpapers || Download paper |
| 2023 | Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Do, Hung Xuan ; Lyu, Chenyan. In: Working Papers. RePEc:hhs:cbsnow:2023_005. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2023 | Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen. (2023). Ho, Taek ; Bae, Sung C. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09391-7. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
| 2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
| 2023 | Dynamics of GVC Position of v4 Automotive Suppliers: Implications for Public Policy. (2023). Erna, Iveta ; Prochazka, Petr. In: Central European Business Review. RePEc:prg:jnlcbr:v:2023:y:2023:i:2:id:319:p:19-36. Full description at Econpapers || Download paper |
| 2024 | Soccer Bubble: Is There a Speculative Bubble in the Price of International Soccer Players?. (2024). Addessi, Giorgio ; Auteri, Nicola ; Pancotto, Francesca. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:5:p:535-556. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | paper | |
| 2009 | What do we know about real exchange rate non-linearities? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 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 nother version. Agregated cites: 10 | paper | |
| 2012 | What do we know about real exchange rate nonlinearities?.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-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: 9 | paper | |
| 2011 | Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes. In: Volkswirtschaftliche Schriften. [Full Text][Citation analysis] | book | 0 |
| 2004 | Markov Switching Regimes In A Monetary Exchange Rate Model In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 72 |
| 2005 | Markov 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 | |
| 2021 | Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2022 | Low liquidity beta anomaly in China In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2022 | Exchange rate exposure for exporting and domestic firms in central and Eastern Europe In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2014 | Modeling the daily electricity price volatility with realized measures In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
| 2022 | Manipulation 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] | article | 0 |
| 2022 | The crisis alpha of managed futures: Myth or reality? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2024 | Do bitcoin shocks truly Cointegrate with financial and commodity markets? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2016 | Does frequency matter for intraday technical trading? In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2021 | The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | The role of gender for the risk-shifting behavior of hedge fund and CTA managers In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Inflation and portfolio selection In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2023 | Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | The effects of Covid-19 related response policies on the performances of technology-driven financial services companies In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | Intraday momentum in FX markets: Disentangling informed trading from liquidity provision In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 27 |
| 2005 | Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 15 |
| 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 nother version. Agregated cites: 15 | 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 |
| 2025 | Spillovers between cryptocurrencies and financial markets in a global framework In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Order flows, news, and exchange rate volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 26 |
| 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 nother version. Agregated cites: 26 | 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 | 28 |
| 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 nother version. Agregated cites: 28 | paper | |
| 2022 | Testing Long memory in exchange rates and its implications for the adaptive market hypothesis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2024 | Are simple technical trading rules profitable in bitcoin markets? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Socially responsible investments: doing good while doing well in developed versus emerging markets? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | The Future of Banking in CESEE after the Financial Crisis In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
| 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 | 7 |
| 2006 | Volatility Regimes in Central and Eastern European Countries Exchange Rates.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 7 | 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 | 2 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2021 | COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave In: Sustainability. [Full Text][Citation analysis] | article | 16 |
| 2021 | Correction: Vukovic et al. COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 2021, 13 , 8578 In: Sustainability. [Full Text][Citation analysis] | article | 5 |
| 2022 | Sustainable Economy in Light of COVID-19 In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Monetary Policy Rules in Central and Eastern Europe In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 20 |
| 2006 | Bank Lending and Asset Prices in the Euro Area In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 4 |
| 2006 | Bank Lending and Asset Prices in the Euro Area.(2006) In: RWI Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
| 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 nother 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 nother 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 | 7 |
| 2009 | Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market In: MNB Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 nother version. Agregated cites: 1 | 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 nother version. Agregated cites: 1 | 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 | 15 |
| 2021 | Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets In: International Journal of Disclosure and Governance. [Full Text][Citation analysis] | article | 1 |
| 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 | 7 |
| 2012 | Testing for a rational bubble under long memory.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother 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 |
| 2023 | Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2003 | Increasing exchange rate volatility during the recent float In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Political connection heterogeneity and firm value in Vietnam In: Cogent Business & Management. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2020 | An Alternative Version of Purchasing Power Parity In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Corruption, business environment, and firm growth in Vietnam In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES In: Journal of Developmental Entrepreneurship (JDE). [Full Text][Citation analysis] | article | 3 |
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