Academic Bibliography

Search 200 years of publications by Ghent University researchers.

prof. Michael Frömmel

Faculty of Economics and Business Administration > Department of Economics

ORCID iD: 0000-0001-9799-7836

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- Journal Article
- A2
- open access
Volatility spillovers and market decoupling : evidence from BRICS and China’s green sector

Darko B. Vuković, Dmitrii Leonidovich Fefelov, Michael Frömmel (UGent) and Elena Moiseevna Rogova

(2025) RISKS. 13(11).
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Permanent and transitory volatility spillovers between conventional and Islamic stock indices during the SARS-CoV‐2 pandemic

Mustafa Özer, Michael Frömmel (UGent) , Darko B. Vuković and Melik Kamişli

(2025) INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS.
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The 2024 US presidential election, Trump's victory, and equity market responses : event-study evidence

Fahad Ali, Michael Frömmel (UGent) and Tabassum Kamal

(2025) FINANCE RESEARCH LETTERS. 86(Part C).
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Risk factors in cryptocurrency pricing

Tian Lan (UGent) and Michael Frömmel (UGent)

(2025) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 105.
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- Journal Article
- A1
- open access
Spillovers between cryptocurrencies and financial markets in a global framework

Darko B. Vuković, Michael Frömmel (UGent) , Samuel A. Vigne and Vyacheslav Zinovev

(2025) JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 150.
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- Journal Article
- A1
- open access
Nonstandard errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neususs, Michael Razen, Utz Weitzel, David Abad-Diaz, et al.

(2024) JOURNAL OF FINANCE. 79(3). p.2339-2390
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- A1
- open access
Do bitcoin shocks truly Cointegrate with financial and commodity markets?

Mustafa Özer, Michael Frömmel (UGent) , Melik Kamişli and Darko B. Vukovic

(2024) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 95(A).
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- Journal Article
- A1
- open access
Are simple technical trading rules profitable in bitcoin markets?

Niek Deprez (UGent) and Michael Frömmel (UGent)

(2024) INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 93. p.858-874
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- Journal Article
- A1
- open access
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate

Qisi Zhang (UGent) , Michael Frömmel (UGent) and Edwin Baidoo

(2024) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 93.
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- Journal Article
- A1
- open access
Socially responsible investments : doing good while doing well in developed versus emerging markets?

Michael Frömmel (UGent) and Jenjang Sri Lestari (UGent)

(2024) RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. 69(April 2024).

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