Axel Grossmann : Citation Profile


Are you Axel Grossmann?

Georgia Southern University

5

H index

2

i10 index

80

Citations

RESEARCH PRODUCTION:

21

Articles

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 6
   Journals where Axel Grossmann has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 11 (12.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr252
   Updated: 2020-10-17    RAS profile: 2019-07-22    
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Relations with other researchers


Works with:

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

Is cited by:

Lee, Chien-Chiang (4)

Ozturk, Huseyin (3)

Aysan, Ahmet (3)

Rault, Christophe (3)

Disli, Mustafa (3)

ESQUEDA, OMAR (2)

Ramachandran, M (2)

OPC, Muhammed (2)

faff, robert (2)

Kelm, Robert (2)

Mollick, Andre (2)

Cites to:

Taylor, Mark (23)

Rogoff, Kenneth (20)

Taylor, Alan (16)

Hakkio, Craig (13)

MacDonald, Ronald (12)

Bollerslev, Tim (11)

Wu, Yangru (10)

Hodrick, Robert (9)

Sarno, Lucio (9)

shin, yongcheol (8)

Bacchetta, Philippe (7)

Main data


Where Axel Grossmann has published?


Journals with more than one article published# docs
Journal of Economics and Finance4
Journal of International Financial Markets, Institutions and Money3
The Quarterly Review of Economics and Finance2
International Journal of Finance & Economics2

Recent works citing Axel Grossmann (2020 and 2019)


YearTitle of citing document
2020Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?. (2020). Unalmis, Ibrahim ; Ozen, Etkin ; Erdem, Fatma Pinar. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:73-89.

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2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

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2019Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach. (2019). Smallwood, Aaron D. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:332-344.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2020Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates. (2020). Altiti, Omar ; Miah, Fazlul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300640.

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2020Did covenants distort risk signals from bank subordinated debt yields before the financial crisis?. (2020). Miller, Scott A ; Lee, Kevin K. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302882.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2019Stock-ADR Arbitrage: Microstructure Risk. (2019). Clark, Ephraim ; McGroarty, Frank ; Raju, V L ; Mitra, Sovan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304694.

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2019The longitudinal effects of internationalization on firm performance: The moderating role of marketing capability. (2019). Sun, Wenbin ; Ding, Yuan ; Price, Joseph. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:326-337.

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2020Economic policy uncertainty and ADR mispricing. (2020). Ngo, Thanh ; Grossmann, Axel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165.

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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

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2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: IZA Discussion Papers. RePEc:iza:izadps:dp13365.

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2020.

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2019.

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2020Productivity Bias Hypothesis: New Evidence from Parallel Market Exchange Rate. (2020). Olomola, Philip ; Dada, James ; Ajide, Folorunsho ; Monsur, Ajide Folorunsho ; Akanni, Olomola Philip ; Temitope, Dada James. In: Economics. RePEc:vrs:econom:v:8:y:2020:i:1:p:31-40:n:3.

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2020How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2020). Novak, Jiri ; Havranek, Tomas ; Zigraiova, Diana. In: EconStor Preprints. RePEc:zbw:esprep:213578.

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Works by Axel Grossmann:


YearTitleTypeCited
2010Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model In: Journal of Asian Economics.
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article0
2017The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis In: Journal of Corporate Finance.
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article1
2014An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry In: The North American Journal of Economics and Finance.
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article5
2014Forward premium anomaly of the British pound and the euro In: International Review of Financial Analysis.
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article5
2007ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? In: Journal of International Financial Markets, Institutions and Money.
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article22
2010Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium In: Journal of International Financial Markets, Institutions and Money.
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article1
2014The dynamics of exchange rate volatility: A panel VAR approach In: Journal of International Financial Markets, Institutions and Money.
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article28
2019Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list In: Journal of Business Research.
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article0
2017The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities In: Journal of International Money and Finance.
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article0
2017The asymmetric impact of currency purchasing power imparities on ADR mispricing In: Journal of Multinational Financial Management.
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article1
2009The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment In: The Quarterly Review of Economics and Finance.
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article5
2015Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro In: The Quarterly Review of Economics and Finance.
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article1
2012Exchange rate misalignments in frequency domain In: International Review of Economics & Finance.
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article3
2006The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany In: Journal of Economics and Finance.
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article3
2011Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model In: Journal of Economics and Finance.
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article0
2014Euro conversion and return dynamics of European financial markets: a frequency domain approach In: Journal of Economics and Finance.
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article1
2014Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period In: Journal of Economics and Finance.
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article2
2014The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model In: Applied Financial Economics.
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article0
2017An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals In: Applied Economics.
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article0
2011Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? In: International Journal of Finance & Economics.
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article0
2014A PANEL‐REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY In: International Journal of Finance & Economics.
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article2

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