Michael Frömmel

1.1k total citations
57 papers, 585 citations indexed

About

Michael Frömmel is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Michael Frömmel has authored 57 papers receiving a total of 585 indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Economics and Econometrics, 38 papers in Finance and 27 papers in General Economics, Econometrics and Finance. Recurrent topics in Michael Frömmel's work include Monetary Policy and Economic Impact (27 papers), Market Dynamics and Volatility (22 papers) and Financial Markets and Investment Strategies (21 papers). Michael Frömmel is often cited by papers focused on Monetary Policy and Economic Impact (27 papers), Market Dynamics and Volatility (22 papers) and Financial Markets and Investment Strategies (21 papers). Michael Frömmel collaborates with scholars based in Belgium, Germany and Serbia. Michael Frömmel's co-authors include Lukas Menkhoff, Ronald MacDonald, Franziska Schobert, Darko Vuković, Xing Han, Moinak Maiti, Robinson Kruse, Markus Eller, Samuel A. Vigne and Mustafa Özer and has published in prestigious journals such as Energy Economics, Sustainability and British Journal of Anaesthesia.

In The Last Decade

Michael Frömmel

54 papers receiving 551 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Michael Frömmel Belgium 14 398 343 255 68 57 57 585
Athanasios Fassas Greece 13 460 1.2× 348 1.0× 120 0.5× 55 0.8× 33 0.6× 46 556
Oğuzhan Çepni Denmark 12 498 1.3× 232 0.7× 91 0.4× 31 0.5× 53 0.9× 40 581
Ángel León Spain 13 322 0.8× 387 1.1× 127 0.5× 94 1.4× 52 0.9× 35 562
Ilias Kampouris United Arab Emirates 11 349 0.9× 197 0.6× 58 0.2× 96 1.4× 52 0.9× 28 486
Jui‐Cheng Hung Taiwan 13 472 1.2× 387 1.1× 176 0.7× 31 0.5× 86 1.5× 36 603
Kamel Naoui Tunisia 11 410 1.0× 257 0.7× 83 0.3× 95 1.4× 54 0.9× 45 503
Safwan Mohd Nor Malaysia 13 367 0.9× 192 0.6× 92 0.4× 89 1.3× 47 0.8× 32 477
Sassan Alizadeh United States 5 711 1.8× 939 2.7× 266 1.0× 97 1.4× 69 1.2× 6 1.1k
Karen Craft Denning United States 9 358 0.9× 363 1.1× 140 0.5× 123 1.8× 108 1.9× 20 551
Andrea Tamoni United States 13 483 1.2× 462 1.3× 194 0.8× 119 1.8× 159 2.8× 59 702

Countries citing papers authored by Michael Frömmel

Since Specialization
Citations

This map shows the geographic impact of Michael Frömmel's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael Frömmel with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Frömmel more than expected).

Fields of papers citing papers by Michael Frömmel

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael Frömmel. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael Frömmel. The network helps show where Michael Frömmel may publish in the future.

Co-authorship network of co-authors of Michael Frömmel

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Frömmel. A scholar is included among the top collaborators of Michael Frömmel based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael Frömmel. Michael Frömmel is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Ali, Fahad, et al.. (2025). The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence. Finance research letters. 86. 108516–108516.
2.
Tian, Lü & Michael Frömmel. (2025). Risk factors in cryptocurrency pricing. International Review of Financial Analysis. 105. 104389–104389.
3.
Frömmel, Michael, et al.. (2024). Are simple technical trading rules profitable in bitcoin markets?. International Review of Economics & Finance. 93. 858–874.
4.
Vuković, Darko, et al.. (2024). Spillovers between cryptocurrencies and financial markets in a global framework. Journal of International Money and Finance. 150. 103235–103235. 5 indexed citations
5.
Frömmel, Michael, et al.. (2023). Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. Financial Innovation. 9(1). 2 indexed citations
6.
Maiti, Moinak, Darko Vuković, & Michael Frömmel. (2023). Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption. Finance research letters. 57. 104163–104163. 13 indexed citations
7.
Özer, Mustafa, et al.. (2023). The effects of Covid-19 related response policies on the performances of technology-driven financial services companies. Finance research letters. 58. 104644–104644. 1 indexed citations
8.
Vuković, Darko, Moinak Maiti, & Michael Frömmel. (2022). Inflation and portfolio selection. Finance research letters. 50. 103202–103202. 11 indexed citations
9.
Frömmel, Michael, et al.. (2022). The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential. Mathematics. 10(23). 4504–4504. 1 indexed citations
10.
Vuković, Darko, Moinak Maiti, & Michael Frömmel. (2022). Sustainable Economy in Light of COVID-19. Sustainability. 14(9). 5363–5363. 1 indexed citations
11.
Vuković, Darko, et al.. (2021). COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability. 13(15). 8578–8578. 43 indexed citations
12.
Vuković, Darko, et al.. (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. Sustainability. 13(22). 12484–12484. 1 indexed citations
13.
Frömmel, Michael, et al.. (2020). A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium. Open Economies Review. 32(3). 507–526. 5 indexed citations
14.
Frömmel, Michael, et al.. (2016). The role of the real exchange rate in credit growth in central and eastern European countries : a bank-level analysis. Ghent University Academic Bibliography (Ghent University). 66(5). 426–452. 2 indexed citations
15.
Frömmel, Michael, et al.. (2015). Intraday Momentum in FX Markets: Disentangling Informed Trading from Liquidity Provision. SSRN Electronic Journal. 1 indexed citations
16.
Frömmel, Michael & Robinson Kruse. (2011). Testing for a rational bubble under long memory. Quantitative Finance. 12(11). 1723–1732. 10 indexed citations
17.
Eller, Markus, et al.. (2010). Private sector credit in CESEE: long-run relationships and short-run dynamics. Ghent University Academic Bibliography (Ghent University). 15 indexed citations
18.
Frömmel, Michael. (2007). Volatility Regimes in Central and Eastern European Countries' Exchange Rates. Econstor (Econstor). 60(1). 2–21. 18 indexed citations
19.
Frömmel, Michael. (2004). Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model. Econstor (Econstor). 4 indexed citations
20.
Schenk, Peter, et al.. (1999). Inhalation of nitric oxide as a life-saving therapy in a patient after pulmonary embolectomy. British Journal of Anaesthesia. 82(3). 444–447. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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