Christian Grisse : Citation Profile


Are you Christian Grisse?

Schweizerische Nationalbank (SNB)

5

H index

4

i10 index

145

Citations

RESEARCH PRODUCTION:

9

Articles

17

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 12
   Journals where Christian Grisse has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 5 (3.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr250
   Updated: 2022-01-15    RAS profile: 2021-04-19    
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Relations with other researchers


Works with:

Schumacher, Silvio (5)

Fischer, Andreas (4)

Krogstrup, Signe (3)

Kaufmann, Sylvia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Grisse.

Is cited by:

Nitschka, Thomas (9)

Sette, Enrico (6)

Giordano, Claire (6)

Fuhrer, Lucas (5)

Polo, Andrea (5)

Peydro, Jose-Luis (5)

Presbitero, Andrea (5)

Minoiu, Camelia (5)

Yesin, Pinar (5)

Demirer, Riza (4)

GUPTA, RANGAN (4)

Cites to:

Milesi-Ferretti, Gian Maria (18)

Lane, Philip (16)

Baumeister, Christiane (6)

Krogstrup, Signe (6)

Hamilton, James (6)

West, Kenneth (6)

Swanson, Eric (5)

Engel, Charles (5)

Sarno, Lucio (4)

Mignon, Valérie (4)

Ehrmann, Michael (4)

Main data


Where Christian Grisse has published?


Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank10

Recent works citing Christian Grisse (2021 and 2020)


YearTitle of citing document
2020An update of the Bank of Italy methodology underlying the estimation of price-competitiveness misalignments. (2020). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_556_20.

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2020Expansionary yet different: credit supply and real effects of negative interest rate policy. (2020). Sette, Enrico ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1269_20.

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2021Robust Monetary Policy Under Uncertainty About the Lower Bound. (2021). Peter, Tillmann. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:309-321:n:4.

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2020The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011. (2020). Kugler, Peter. In: Working papers. RePEc:bsl:wpaper:2020/01.

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2020A Prolonged Period of Low Interest Rates: Unintended Consequences. (2020). Malovana, Simona ; Kolcunová, Dominika ; Janku, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2020/02.

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2021Behavioural? equilibrium real exchange rates and misalignments: Evidence from large emerging markets. (2021). Goyal, Ashima ; Banerjee, Krittika. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:414-436.

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2020Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204.

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2021Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2021). Vlassopoulos, Thomas ; Eisenschmidt, Jens ; Demiralp, Selva. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000982.

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2021Do negative interest rates affect bank risk-taking?. (2021). Williams, Jonathan ; Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:350-364.

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2020Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2020US and euro area growth performances: Are they so different?. (2020). Orsini, Kristian ; Bertoldi, Moreno. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:4:p:860-877.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2020Cryptocurrencies as hedges and safe-havens for US equity sectors. (2020). Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:294-307.

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2020The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:54:y:2020:i:c:p:297-308.

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2021Methodologies for the Assessment of Real Effective Exchange Rates. (2021). Vukšić, Goran ; Vuki, Goran ; Turrini, Alessandro ; Garcia, Nuria Mata ; Coutinho, Leonor. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:149.

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2020Shaking Stability: COVID-19 Impact on the Visegrad Group Countries’ Financial Markets. (2020). Laputkova, Adriana ; Beneova, Irena ; Kotyza, Pavel ; Wielechowski, Micha ; Czech, Katarzyna. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6282-:d:394421.

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2020The Present-Value Model of the Exchange Rate with a Persistently Time-Varying Risk Premium: Evidence from the Dollar-Yen Rate. (2020). Shimizu, Makoto. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:5:d:10.1007_s11079-020-09582-7.

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2021Real Exchange Rate Misalignments in the Euro Area. (2021). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-020-09596-1.

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2021Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2019). Demiralp, Selva ; Vlassopoulos, Thomas ; Eisenschmidt, Jens. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1910.

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2020Macroeconomic Surprises and the Demand for Information about Monetary Policy. (2020). Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:202007.

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2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information. (2020). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:27014.

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2020Monetary Policy with Opinionated Markets. (2020). Caballero, Ricardo ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:27313.

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2020The impact of SNB monetary policy on the Swiss franc and longer-term interest rates. (2020). Zehnder, Tanja ; Maag, Thomas ; Frei, Lukas ; Fink, Fabian. In: Working Papers. RePEc:snb:snbwpa:2020-01.

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2020Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc. (2020). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian. In: Working Papers. RePEc:snb:snbwpa:2020-21.

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2021The dynamics of bank rates in a negative-rate environment - the Swiss case. (2021). Tenhofen, Jörn ; Gerlach-Kristen, Petra ; Fuhrer, Lucas ; Baeriswyl, Romain. In: Working Papers. RePEc:snb:snbwpa:2021-05.

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2020Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). Garefalakis, Alexandros ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos ; Sariannidis, Nikolaos. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x.

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2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Umar, Zaghum ; Aharon, David Y ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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2020Negative monetary policy rates and portfolio rebalancing: Evidence from credit register data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Bottero, Margherita ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia. In: Economics Working Papers. RePEc:upf:upfgen:1649.

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2020Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy. (2020). Sette, Enrico ; Presbitero, Andrea ; Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita. In: EconStor Preprints. RePEc:zbw:esprep:216807.

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2020Macroeconomic Surprises and the Demand for Information about Monetary Policy. (2020). Tillmann, Peter ; PeterTillmann, . In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224545.

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2020On the negatives of negative interest rates and the positives of exemption thresholds. (2020). van Buggenum, Hugo ; Ruprecht, Romina ; Berentsen, Aleksander. In: ECON - Working Papers. RePEc:zur:econwp:372.

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Works by Christian Grisse:


YearTitleTypeCited
2017Thousands of BEERs: Take your pick In: Review of International Economics.
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article16
2014Real exchange rates and fundamentals: robustness across alternative model specifications.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
2009International financial transmission: emerging and mature markets In: Bank of England working papers.
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paper5
2021Portfolio rebalancing in times of stress In: CEPR Discussion Papers.
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paper0
2021Portfolio rebalancing in times of stress.(2021) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 0
article
2017Portfolio Rebalancing in Times of Stress.(2017) In: Globalization Institute Working Papers.
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2017Portfolio rebalancing in times of stress.(2017) In: Working Papers.
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2015The zero lower bound and movements in the term structure of interest rates In: Economics Letters.
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article2
2021Covariability of real exchange rates and fundamentals In: Economics Letters.
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article0
2015On financial risk and the safe haven characteristics of Swiss franc exchange rates In: Journal of Empirical Finance.
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article53
2013On financial risk and the safe haven characteristics of Swiss franc exchange rates.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 53
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2012Policy initiatives in the global recession: what did forecasters expect? In: Current Issues in Economics and Finance.
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2011The Vanishing U.S.-E.U. Employment Gap In: Liberty Street Economics.
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paper1
2013Time variation in asset price responses to macro announcements In: Staff Reports.
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paper32
2013Time Variation in Asset Price Responses to Macro Announcements.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
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2013Time variation in asset price responses to macro announcements.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 32
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2017Lower-Bound Beliefs and Long-Term Interest Rates In: International Journal of Central Banking.
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article19
2017Lower Bound Beliefs and Long-Term Interest Rates.(2017) In: IMF Working Papers.
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This paper has another version. Agregated cites: 19
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2017Lower bound beliefs and long-term interest rates.(2017) In: Working Papers.
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2016Exchange Rate Returns and External Adjustment: Evidence from Switzerland In: Open Economies Review.
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article4
2014Exchange rate returns and external adjustment: evidence from Switzerland.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2017The response of long-term yields to negative interest rates: evidence from Switzerland In: Working Papers.
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paper9
2018Term structure dynamics at low and negative interest rates—evidence from Switzerland.(2018) In: Swiss Journal of Economics and Statistics.
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This paper has another version. Agregated cites: 9
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2018Sovereign debt crises and cross-country assistance In: Working Papers.
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2020The effect of monetary policy on the Swiss franc: an SVAR approach In: Working Papers.
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paper4
2020Lower bound uncertainty and long-term interest rates In: Working Papers.
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