Michael Frömmel
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Michael |
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Frömmel |
Identifer
Contact
Affiliations
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Universiteit Gent
/ Faculteit Economie en Bedrijfskunde
Research profile
author of:
- Interest rate convergence in the EMS prior to European Monetary Union (RePEc:aah:create:2009-23)
by Michael Frömmel & Robinson Kruse - What do we know about real exchange rate non-linearities? (RePEc:aah:create:2009-50)
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen - Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors (RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450)
by Gert Elaut & Michael Frömmel & Alexander Mende - Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties (RePEc:bla:jcmkts:v:39:y:2001:i:2:p:285-306)
by Michael Frömmel & Lukas Menkhoff - Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes (RePEc:dah:vwsvws:51544)
by Michael Frömmel - Markov Switching Regimes In A Monetary Exchange Rate Model (RePEc:ecj:ac2004:119)
by Michael Froemmel & Ronald Macdonald & Lukas Menkhoff - Markov switching regimes in a monetary exchange rate model (RePEc:eee:ecmode:v:22:y:2005:i:3:p:485-502)
by Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas - Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function (RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476)
by Frömmel, Michael & Midiliç, Murat - Low liquidity beta anomaly in China (RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000406)
by Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A. - Exchange rate exposure for exporting and domestic firms in central and Eastern Europe (RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716)
by Asif, Raheel & Frömmel, Michael - Modeling the daily electricity price volatility with realized measures (RePEc:eee:eneeco:v:44:y:2014:i:c:p:492-502)
by Frömmel, Michael & Han, Xing & Kratochvil, Stepan - Manipulation in the bond market and the role of investment funds: Evidence from an emerging market (RePEc:eee:finana:v:79:y:2022:i:c:s105752192100315x)
by Kadıoğlu, Eyüp & Frömmel, Michael - The crisis alpha of managed futures: Myth or reality? (RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242)
by Asif, Raheel & Frömmel, Michael & Mende, Alexander - Does frequency matter for intraday technical trading? (RePEc:eee:finlet:v:18:y:2016:i:c:p:177-183)
by Frömmel, Michael & Lampaert, Kevin - The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317062)
by Frömmel, Michael & D'Hoore, Dick & Lampaert, Kevin - The role of gender for the risk-shifting behavior of hedge fund and CTA managers (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005717)
by Ahmadpour, Kobra & Frömmel, Michael - Inflation and portfolio selection (RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200407x)
by Vukovic, Darko B. & Maiti, Moinak & Frömmel, Michael - Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption (RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005354)
by Maiti, Moinak & Vukovic, Darko B. & Frömmel, Michael - The effects of Covid-19 related response policies on the performances of technology-driven financial services companies (RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010164)
by Özer, Mustafa & Vukovic, Darko B. & Frömmel, Michael & Kamişli, Serap - Intraday momentum in FX markets: Disentangling informed trading from liquidity provision (RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51)
by Elaut, Gert & Frömmel, Michael & Lampaert, Kevin - Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach (RePEc:eee:glofin:v:15:y:2005:i:3:p:321-335)
by Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas - Exchange rate regimes in Central and East European countries: Deeds vs. words (RePEc:eee:jcecon:v:34:y:2006:i:3:p:467-483)
by Frommel, Michael & Schobert, Franziska - Order flows, news, and exchange rate volatility (RePEc:eee:jimfin:v:27:y:2008:i:6:p:994-1012)
by Frömmel, Michael & Mende, Alexander & Menkhoff, Lukas - Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? (RePEc:eee:jmacro:v:33:y:2011:i:4:p:807-818)
by Frömmel, Michael & Garabedian, Garo & Schobert, Franziska - Interest rate convergence in the EMS prior to European Monetary Union (RePEc:eee:jpolmo:v:37:y:2015:i:6:p:990-1004)
by Frömmel, Michael & Kruse, Robinson - Testing Long memory in exchange rates and its implications for the adaptive market hypothesis (RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140)
by Asif, Raheel & Frömmel, Michael - Unknown item RePEc:erf:erfssc:63-4 (chapter)
- The Future of Banking in CESEE after the Financial Crisis (RePEc:erf:erfstu:63)
by Ernest Gnan & Andras Simor & Manfred Schepers & Markus Eller & Michael Froemmel & Nora Srzentic & Debora Revoltella & Fabio Mucci & Malgorzata Iwanicz-Drozdowska & Petra Kalfmann - Volatility Regimes in Central and Eastern European Countries’ Exchange Rates (RePEc:fau:fauart:v:60:y:2010:i:1:p:2-21)
by Michael Frömmel - Editorial to the Special Issue on Emerging Market Finance and Institutional Investors (RePEc:fau:fauart:v:66:y:2016:i:5:p:372-373)
by Michael Frommel - The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis (RePEc:fau:fauart:v:66:y:2016:i:5:p:426-452)
by Michael Frommel & Murat Midilic - The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential (RePEc:gam:jmathe:v:10:y:2022:i:23:p:4504-:d:987478)
by Michael Frömmel & Darko B. Vukovic & Jinyuan Wu - COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave (RePEc:gam:jsusta:v:13:y:2021:i:15:p:8578-:d:606381)
by Darko Vukovic & Moinak Maiti & Zoran Grubisic & Elena M. Grigorieva & Michael Frömmel - Correction: Vukovic et al. COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 2021, 13 , 8578 (RePEc:gam:jsusta:v:13:y:2021:i:22:p:12484-:d:677270)
by Darko Vukovic & Moinak Maiti & Zoran Grubisic & Elena M. Grigorieva & Michael Frömmel - Sustainable Economy in Light of COVID-19 (RePEc:gam:jsusta:v:14:y:2022:i:9:p:5363-:d:805325)
by Darko Vukovic & Moinak Maiti & Michael Frömmel - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach (RePEc:han:dpaper:dp-289)
by Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas - Volatility Regimes in Central and Eastern European Countries' Exchange Rates (RePEc:han:dpaper:dp-333)
by Frömmel, Michael - Monetary Policy Rules in Central and Eastern Europe (RePEc:han:dpaper:dp-341)
by Frömmel, Michael & Schobert, Franziska - Bank Lending and Asset Prices in the Euro Area (RePEc:han:dpaper:dp-342)
by Frömmel, Michael & Schmidt, Torsten - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium (RePEc:kap:openec:v:32:y:2021:i:3:d:10.1007_s11079-020-09605-3)
by Dinçer Afat & Michael Frömmel - Spread Components in the Hungarian Forint-Euro Market (RePEc:mes:emfitr:v:48:y:2012:i:3:p:52-69)
by Michael Frömmel & Frederick Van Gysegem - Further Evidence on Foreign Exchange Jumps and News Announcements (RePEc:mes:emfitr:v:51:y:2015:i:4:p:774-787)
by Michael Frömmel & Xing Han & Frederick Van Gysegem - Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market (RePEc:mnb:wpaper:2009/3)
by Michael Frömmel & Norbert Kiss M. & Klára Pintér - Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics (RePEc:onb:oenbfi:y:2010:i:2:b:1)
by Markus Eller & Michael Frömmel & Nora Srzentic - Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets (RePEc:pal:ijodag:v:18:y:2021:i:2:d:10.1057_s41310-020-00102-0)
by Linh-TX Nguyen & Anh N.P. Doan & Michael Frömmel - Spread Components in the Hungarian Forint-Euro Market (RePEc:red:sed011:1260)
by Frederick Van Gysegem & Michael Frömmel - Order Flows, News, and Exchange Rate Volatility (RePEc:rug:rugwps:07/474)
by M. Frömmel & A. Mende & L. Menkhoff - Volatility Regimes in Central and Eastern European Countries’ Exchange Rates (RePEc:rug:rugwps:07/487)
by M. Frömmel - Interest rate convergence in the EMS prior to European Monetary Union (RePEc:rug:rugwps:09/610)
by M. Frömmel & R. Kruse - Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? (RePEc:rug:rugwps:09/611)
by M. Frömmel & G. Garabedian & F. Schobert - Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market (RePEc:rug:rugwps:09/626)
by M. Frömmel & N. Kiss M & K. Pintér & - - What do we know about real exchange rate nonlinearities? (RePEc:rug:rugwps:10/667)
by R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen - Spread Components in the Hungarian Forint-Euro Market (RePEc:rug:rugwps:11/709)
by M. Frömmel & F. Van Gysegem - Testing for a rational bubble under long memory (RePEc:rug:rugwps:11/722)
by M. Frömmel & R. Kruse - News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market (RePEc:rug:rugwps:13/848)
by M. Frömmel & X. Han & F. Van Gysegem - FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 (RePEc:rug:rugwps:13/850)
by J. W.B. Bos & M. Frömmel & M. Lamers - Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure (RePEc:rug:rugwps:14/872)
by G. Elaut & M. Frömmel & J. Sjödin - Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries (RePEc:rug:rugwps:14/873)
by M. Frömmel & M. Luetje - Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component (RePEc:rug:rugwps:14/878)
by M. Frömmel & F Van Gysegem - Non-Standard Errors (RePEc:rug:rugwps:21/1032)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al - Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation (RePEc:sek:iacpro:4106590)
by Murat Midiliç & Michael Frömmel - What do we know about real exchange rate nonlinearities? (RePEc:spr:empeco:v:43:y:2012:i:2:p:457-474)
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen - Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7)
by Michael Frömmel & Eyup Kadioglu - Unknown item RePEc:taf:apfiec:v:13:y:2003:i:12:p:877-883 (article)
- Political connection heterogeneity and firm value in Vietnam (RePEc:taf:oabmxx:v:7:y:2020:i:1:p:1738202)
by Phuoc Vu Ha & Michael Frömmel - Testing for a rational bubble under long memory (RePEc:taf:quantf:v:12:y:2012:i:11:p:1723-1732)
by Michael Frömmel & Robinson Kruse - FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 (RePEc:unm:umagsb:2013047)
by Bos, J.W.B. & Frömmel, M. & Lamers, M. - Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market (RePEc:wly:ijfiec:v:16:y:2011:i:2:p:172-188)
by Michael Frömmel & Norbert Kiss M. & Klára Pintér - An Alternative Version of Purchasing Power Parity (RePEc:wly:ijfiec:v:25:y:2020:i:4:p:511-517)
by Dinçer Afat & Michael Frömmel - Corruption, business environment, and firm growth in Vietnam (RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2512-2529)
by Phuoc Vu Ha & Michael Frömmel - Social Capital, Credit Choices And Growth In Vietnamese Household Businesses (RePEc:wsi:jdexxx:v:24:y:2019:i:03:n:s1084946719500171)
by Phuoc Vu Ha & Michael Frömmel - Bank Lending and Asset Prices in the Euro Area (RePEc:zbw:rwidps:42)
by Frömmel, Michael & Schmidt, Torsten