Christian Grisse : Citation Profile


Are you Christian Grisse?

Schweizerische Nationalbank (SNB)

4

H index

2

i10 index

67

Citations

RESEARCH PRODUCTION:

6

Articles

12

Papers

RESEARCH ACTIVITY:

   8 years (2009 - 2017). See details.
   Cites by year: 8
   Journals where Christian Grisse has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 4 (5.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr250
   Updated: 2018-09-22    RAS profile: 2017-12-06    
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Relations with other researchers


Works with:

Nitschka, Thomas (4)

Schumacher, Silvio (4)

Goldberg, Linda (3)

Krogstrup, Signe (3)

Fischer, Andreas (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 (8)

Yesin, Pinar (5)

Strasser, Georg (3)

Savaser, Tanseli (2)

Gubler, Matthias (2)

Komarek, Lubos (2)

Alessandri, Piergiorgio (2)

Zanetti, Attilio (2)

Köhler, Ekkehard (2)

Scotti, Chiara (2)

Coudert, Virginie (2)

Cites to:

Lane, Philip (12)

Milesi-Ferretti, Gian Maria (11)

Sarno, Lucio (6)

Krogstrup, Signe (6)

Swanson, Eric (5)

West, Kenneth (5)

Mignon, Valérie (4)

Rossi, Barbara (4)

Ehrmann, Michael (4)

Fratzscher, Marcel (4)

Engel, Charles (4)

Main data


Where Christian Grisse has published?


Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank7

Recent works citing Christian Grisse (2018 and 2017)


YearTitle of citing document
2017The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting. (2018). Caruso, Alberto. In: Working Papers ECARES. RePEc:eca:wpaper:2013/268597.

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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2017Exchange rate volatility response to macroeconomic news during the global financial crisis. (2017). Savaser, Tanseli ; Savaer, Tanseli ; ben Omrane, Walid . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:130-143.

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2018Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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2017Is the yen misaligned more during the Abenomics period?. (2017). Baak, Saang Joon. In: Japan and the World Economy. RePEc:eee:japwor:v:44:y:2017:i:c:p:26-34.

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2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

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2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

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2017Taxes and the Fed : Theory and Evidence from Equities. (2017). Diercks, Anthony M ; Waller, William. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104.

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2017Monetary Policy Accommodation at the Lower Bound. (2017). Krogstrup, Signe. In: Business Economics. RePEc:pal:buseco:v:52:y:2017:i:1:d:10.1057_s11369-017-0031-7.

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2017The Interest Rate Unbound?. (2017). Danthine, Jean-Pierre. In: Comparative Economic Studies. RePEc:pal:compes:v:59:y:2017:i:2:d:10.1057_s41294-017-0019-3.

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2018Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen. In: Working Papers. RePEc:pre:wpaper:201804.

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2017Fearing the Fed: How Wall Street Reads Main Street. (2017). Song, Dongho ; Yaron, Amir ; Law, Tzuo Hann. In: 2017 Meeting Papers. RePEc:red:sed017:1632.

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2017Predicting returns on asset markets of a small, open economy and the influence of global risks. (2017). Nitschka, Thomas ; Haab, David. In: Working Papers. RePEc:snb:snbwpa:2017-14.

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2018What do Swiss franc Libor futures really tell us?. (2018). Fuhrer, Lucas ; Juttner, Matthias ; Guggenheim, Basil. In: Working Papers. RePEc:snb:snbwpa:2018-06.

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2017Capital Flows and the Swiss Franc. (2017). Yesin, Pinar ; Yein, Pinar. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399513.

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2018The Swiss franc safety premium. (2018). Leutert, Jessica. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0014-7.

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2018Network-based asset allocation strategies. (2018). Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Tomas. In: EconStor Preprints. RePEc:zbw:esprep:180063.

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2017The Swiss francs honeymoon. (2017). Studer-Suter, Rahel ; Janssen, Alexandra . In: ECON - Working Papers. RePEc:zur:econwp:170.

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Works by Christian Grisse:


YearTitleTypeCited
2017Thousands of BEERs: Take your pick In: Review of International Economics.
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article5
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: 5
paper
2009International financial transmission: emerging and mature markets In: Bank of England working papers.
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paper4
2015The zero lower bound and movements in the term structure of interest rates In: Economics Letters.
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article1
2015On financial risk and the safe haven characteristics of Swiss franc exchange rates In: Journal of Empirical Finance.
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article30
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: 30
paper
2017Portfolio Rebalancing in Times of Stress In: Globalization and Monetary Policy Institute Working Paper.
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paper0
2017Portfolio rebalancing in times of stress.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012Policy initiatives in the global recession: what did forecasters expect? In: Current Issues in Economics and Finance.
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article0
2013Time variation in asset price responses to macro announcements In: Staff Reports.
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paper22
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: 22
paper
2013Time variation in asset price responses to macro announcements.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2017Lower-Bound Beliefs and Long-Term Interest Rates In: International Journal of Central Banking.
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article1
2017Lower Bound Beliefs and Long-Term Interest Rates.(2017) In: IMF Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Lower bound beliefs and long-term interest rates.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016Exchange Rate Returns and External Adjustment: Evidence from Switzerland In: Open Economies Review.
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article2
2014Exchange rate returns and external adjustment: evidence from Switzerland.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2017The response of long-term yields to negative interest rates: evidence from Switzerland In: Working Papers.
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paper2

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