11
H index
13
i10 index
351
Citations
Universiteit Gent | 11 H index 13 i10 index 351 Citations RESEARCH PRODUCTION: 43 Articles 31 Papers 2 Books RESEARCH ACTIVITY: 22 years (2001 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfr29 |
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 |
2023 | . 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 | 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 |
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 | Nexus of Corporate Social Responsibility Expenditure (CSR) and financial performance: Indian banks. (2023). Maiti, Moinak ; Kayal, Parthajit ; George, Ann K. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:190-200. 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 | Heterogeneous Social network shape ability and willingness of rural residents to repay loans in China. (2023). Sun, Guanglin ; Li, Yanru ; Yu, Yangcheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000971. 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 |
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 |
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 |
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 | 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 |
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 |
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 |
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 |
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 |
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 | 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 |
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 nother 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 | 2 |
2014 | Modeling the daily electricity price volatility with realized measures In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
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 | 3 |
2023 | Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
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 |
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 |
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 | 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 | 1 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 10 |
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: 10 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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: 10 | 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 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 | 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 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 | 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 nother 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 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 |
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 | 0 |
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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