| Markov switching regimes in a monetary exchange rate model M Frömmel, R MacDonald, L Menkhoff Economic Modelling 22 (3), 485-502, 2005 | 168 | 2005 |
| Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? M Frömmel, G Garabedian, F Schobert Journal of Macroeconomics 33 (4), 807-818, 2011 | 117* | 2011 |
| Order flows, news, and exchange rate volatility M Frömmel, A Mende, L Menkhoff Journal of International Money and Finance 27 (6), 994-1012, 2008 | 67 | 2008 |
| Intraday momentum in FX markets: Disentangling informed trading from liquidity provision G Elaut, M Frömmel, K Lampaert Journal of Financial Markets 37, 35-51, 2018 | 51 | 2018 |
| COVID-19 pandemic: Is the crypto market a safe haven? The impact of the first wave D Vukovic, M Maiti, Z Grubisic, EM Grigorieva, M Frömmel Sustainability 13 (15), 8578, 2021 | 50 | 2021 |
| Modeling the daily electricity price volatility with realized measures M Frömmel, X Han, S Kratochvil Energy Economics 44, 492-502, 2014 | 50 | 2014 |
| Volatility Regimes in Central and Eastern European Countries’ Exchange Rates M Frömmel FINANCE A ÚVĚR-CZECH JOURNAL OF ECONOMICS AND FINANCE 60 (1), 2-21, 2010 | 50* | 2010 |
| Non-Standard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ... CEPR Discussion Paper No. DP16751, 2021 | 47* | 2021 |
| Exchange rate regimes in Central and East European countries: Deeds vs. words M Frömmel, F Schobert Journal of Comparative Economics 34 (3), 467-483, 2006 | 46 | 2006 |
| Do fundamentals matter for the D-Mark/Euro–Dollar? A regime switching approach M Frömmel, R MacDonald, L Menkhoff Global Finance Journal 15 (3), 321-335, 2005 | 46 | 2005 |
| Private sector credit in CESEE: Long-Run relationships and short-run dynamics M Eller, M Frömmel, N Srzentić Focus on European Economic Integration, 50-78, 2010 | 37 | 2010 |
| Interest rate convergence in the EMS prior to European Monetary Union M Frömmel, R Kruse Journal of Policy Modeling 37 (6), 990-1004, 2015 | 30 | 2015 |
| Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market M Frömmel, N Kiss M, K Pintér International Journal of Finance & Economics 16 (2), 172-188, 2011 | 30* | 2011 |
| Increasing exchange rate volatility during the recent float M Frömmel, L Menkhoff Applied Financial Economics 13 (12), 877-883, 2003 | 28 | 2003 |
| Testing for a rational bubble under long memory M Frömmel, R Kruse Quantitative Finance 12 (11), 1723-1732, 2012 | 27 | 2012 |
| Does frequency matter for intraday technical trading? M Frömmel, K Lampaert Finance Research Letters 18, 177-183, 2016 | 25 | 2016 |
| Portfolios and investments M Frömmel BoD–Books on Demand, 2013 | 23* | 2013 |
| Bank lending and asset prices in the euro area M Frömmel, T Schmidt RWI Discussion Paper, 2006 | 19 | 2006 |
| Further evidence on foreign exchange jumps and news announcements M Frömmel, X Han, F Van Gysegem Emerging Markets Finance and Trade 51 (4), 774-787, 2015 | 18* | 2015 |
| What do we know about real exchange rate nonlinearities? R Kruse, M Frömmel, L Menkhoff, P Sibbertsen Empirical Economics 43, 457-474, 2012 | 16 | 2012 |
Lukas MenkhoffDIW Berlin, Humboldt-Universität zu Berlin and IfW KielVerified email at diw.de
