11
H index
12
i10 index
335
Citations
Universiteit Gent | 11 H index 12 i10 index 335 Citations RESEARCH PRODUCTION: 39 Articles 30 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Working Papers Series with more than one paper published | # docs |
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Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration | 14 |
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt | 4 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2021 | A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers || Download paper |
2022 | Changing Electricity Markets: Quantifying the Price Effects of Greening the Energy Matrix. (2022). Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14650. Full description at Econpapers || Download paper |
2022 | Changing Electricity Markets: Quantifying the Price Effects of Greening the Energy Matrix. (2022). Moessner, Richhild ; Kohlscheen, Emanuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9807. Full description at Econpapers || Download paper |
2021 | Bond intraday momentum. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000599. Full description at Econpapers || Download paper |
2021 | Intraday time-series momentum and investor trading behavior. (2021). Roberts, Helen ; Kuruppuarachchi, Duminda ; Zhao, Jing ; Onishchenko, Olena. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021001015. Full description at Econpapers || Download paper |
2022 | Fractional order Lorenz based physics informed SARFIMA-NARX model to monitor and mitigate megacities air pollution. (2022). Kiani, Adiqa Kausar ; Shoaib, Muhammad ; Zahoor, Muhammad Asif ; Bukhari, Ayaz Hussain. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922005859. Full description at Econpapers || Download paper |
2022 | Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796. Full description at Econpapers || Download paper |
2021 | Does 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. Full description at Econpapers || Download paper |
2021 | Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384. Full description at Econpapers || Download paper |
2021 | Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219. Full description at Econpapers || Download paper |
2021 | The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121. Full description at Econpapers || Download paper |
2022 | Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833. Full description at Econpapers || Download paper |
2022 | Impact of network investor sentiment and news arrival on jumps. (2022). Xu, Lei ; Qiao, Gaoxiu ; Zhang, Chang ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001218. Full description at Econpapers || Download paper |
2022 | The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516. Full description at Econpapers || Download paper |
2022 | Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607. Full description at Econpapers || Download paper |
2021 | Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251. Full description at Econpapers || Download paper |
2021 | Wind generation and the dynamics of electricity prices in Australia. (2021). Konstandatos, Otto ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias ; Rai, Alan. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004230. Full description at Econpapers || Download paper |
2022 | Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence. (2022). Zhai, Pengxiang ; Liu, Zhen Hua ; Ma, Rufei. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000354. Full description at Econpapers || Download paper |
2022 | Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies. (2022). Konstandatos, Otto ; Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005011. Full description at Econpapers || Download paper |
2021 | Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153. Full description at Econpapers || Download paper |
2022 | COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis. (2022). Umar, Muhammad ; Khurshid, Adnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222015109. 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 |
2022 | Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099. Full description at Econpapers || Download paper |
2022 | Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x. Full description at Econpapers || Download paper |
2021 | Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84. Full description at Econpapers || Download paper |
2022 | Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876. Full description at Econpapers || Download paper |
2022 | Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245. 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 |
2021 | Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277. Full description at Econpapers || Download paper |
2021 | Hedging demand and market intraday momentum. (2021). Martens, Martin ; Lammers, Sten ; Da, Zhi ; Baltussen, Guido. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:377-403. Full description at Econpapers || Download paper |
2022 | Liquidity in the global currency market. (2022). de Magistris, Paolo Santucci ; Ranaldo, Angelo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883. Full description at Econpapers || Download paper |
2021 | The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone. (2021). Liberati, Paolo ; Carnazza, Giovanni. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:3:p:521-542. Full description at Econpapers || Download paper |
2022 | Green stocks, crypto asset, crude oil and COVID19 pandemic: Application of rolling window multiple correlation. (2022). Wang, Zhenkun ; Madureira, Livia ; Abbas, Shujaat ; Fareed, Zeeshan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004081. Full description at Econpapers || Download paper |
2022 | Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624. 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 |
2022 | Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. (2022). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001756. Full description at Econpapers || Download paper |
2023 | Monetary policy measures and strategies in the context of the adoption of the euro currency. (2023). Mindrican, Ioana Manuela. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:8:y:2023:i:14:p:84-97. Full description at Econpapers || Download paper |
2021 | Short-Term Impact of COVID-19 on Indian Stock Market. (2021). Maiti, Moinak ; Venkataramani, Renuka ; Varma, Yashraj ; Kayal, Parthajit. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:558-:d:681758. Full description at Econpapers || Download paper |
2021 | Forecasting Volatility and Tail Risk in Electricity Markets. (2021). Storti, Giuseppe ; Naimoli, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:294-:d:582734. Full description at Econpapers || Download paper |
2021 | Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact. (2021). Maasoumi, Esfandiar ; Wu, XI. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:440-:d:635042. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets. (2021). Dhamdhere, Pradeep ; Izadi, Javad ; Doumenis, Yianni ; Koufopoulos, Dimitrios ; Katsikas, Epameinondas. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:207-:d:677651. Full description at Econpapers || Download paper |
2021 | The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic. (2021). Wiwattanalamphong, Karawan ; Kronprasert, Nopadon ; Likitratcharoen, Danai ; Pinmanee, Chakrin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:222-:d:695318. Full description at Econpapers || Download paper |
2022 | Focus on Innovation or Focus on Sales? The Influences of the Government of China’s Demand-Side Reform during COVID-19 and Their Sustainability Consequences in the Consumer Products Industry. (2022). Song, Zhengjiang ; Wu, Shengyan ; Xie, Guangying. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13348-:d:944589. Full description at Econpapers || Download paper |
2023 | The Efficiency of Value-at-Risk Models during Extreme Market Stress in Cryptocurrencies. (2023). Wiwattanalamphong, Karawan ; Pinmanee, Chakrin ; Chudasring, Pan ; Likitratcharoen, Danai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4395-:d:1084627. Full description at Econpapers || Download paper |
2021 | Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: Working Papers. RePEc:hal:wpaper:hal-03279499. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2021 | Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis. (2021). Shen, Dehua ; Li, Xiao ; Chu, Gang ; Zhang, Yongjie. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09327-z. Full description at Econpapers || Download paper |
2021 | Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0. Full description at Econpapers || Download paper |
2023 | Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09682-6. Full description at Econpapers || Download paper |
2022 | The role of fractional-reserve banking in amplifying credit booms: Evidence from panel data. (2022). Albinowski, Maciej. In: The Review of Austrian Economics. RePEc:kap:revaec:v:35:y:2022:i:1:d:10.1007_s11138-019-00492-7. Full description at Econpapers || Download paper |
2022 | Corporate perspectives on CSR disclosure: audience, materiality, motivations. (2022). Hyde, Catriona ; Gulko, Nadia. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:19:y:2022:i:4:d:10.1057_s41310-022-00157-1. Full description at Econpapers || Download paper |
2021 | Cryptocurrencies responses to the Covid-19 waves. (2021). Amamou, Souhir Amri. In: MPRA Paper. RePEc:pra:mprapa:110843. 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 |
2022 | Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow. (2022). Rashid, Abdul ; Jabeen, Munazza. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:222-245. Full description at Econpapers || Download paper |
2021 | The Impact of Trading Information Sets on Exchange Rate Change and Volatility: Evidence From Taiwan. (2021). Liu, Ying-Sing. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211052947. Full description at Econpapers || Download paper |
2022 | Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals. (2022). Pavkov, Ivan ; Mani, Slavica ; Ivkov, Dejan. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02148-7. Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2021 | Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Peanac, Marko ; Balaban, Suzana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1855-1870. Full description at Econpapers || Download paper |
2021 | Forecasting stock returns using first half an hour order imbalance. (2021). Qiu, Jianying ; Chu, Xiaojun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3236-3245. Full description at Econpapers || Download paper |
2023 | A span of continuous trades and liquidity dynamics in foreign exchange markets. (2023). Chang, Ming Jen ; Chen, Shikuan ; Chien, Chihchung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:144-168. Full description at Econpapers || Download paper |
2023 | The euro to dollar exchange rate in the Covid?19 era: Evidence from spectral causality and Markov?switching estimation. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Melissaropoulos, Ioannis G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2037-2055. Full description at Econpapers || Download paper |
2023 | Corruption, business environment, and firm growth in Vietnam. (2023). Frommel, Michael ; Vu, Phuoc. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2512-2529. Full description at Econpapers || Download paper |
2022 | Evaluating the predictive power of intraday technical trading in Chinas crude oil market. (2022). Jin, Xiaoye. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1416-1432. Full description at Econpapers || Download paper |
2022 | Who and what drives informed options trading after the market opens?. (2022). Lee, Jaeram ; Kang, Jangkoo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:338-364. Full description at Econpapers || Download paper |
2022 | Information and the arrival rate of option trading volume. (2022). Kalaitzoglou, Iordanis ; Verousis, Thanos ; Zhang, Mengyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644. Full description at Econpapers || Download paper |
2022 | 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 |
Year | Title | Type | Cited |
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2009 | Interest rate convergence in the EMS prior to European Monetary Union In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
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: 16 | 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: 16 | 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 another 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 another 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 |
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 | 69 |
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: 69 | 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 | 0 |
2022 | Exchange rate exposure for exporting and domestic firms in central and Eastern Europe In: Emerging Markets Review. [Full Text][Citation analysis] | article | 1 |
2014 | Modeling the daily electricity price volatility with realized measures In: Energy Economics. [Full Text][Citation analysis] | article | 22 |
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 |
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 | 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 another 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 |
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 another 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 another 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 |
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 | 6 |
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: 6 | 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: 6 | 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 | 1 |
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 | 13 |
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 | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 another version. Agregated cites: 2 | paper | |
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 another 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 | 1 |
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 | 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 another 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 another 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 | 14 |
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 | 6 |
2012 | Testing for a rational bubble under long memory.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 5 |
2020 | Political connection heterogeneity and firm value in Vietnam In: Cogent Business & Management. [Full Text][Citation analysis] | article | 1 |
2020 | An Alternative Version of Purchasing Power Parity In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2019 | SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES In: Journal of Developmental Entrepreneurship (JDE). [Full Text][Citation analysis] | article | 2 |
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