Tim A. Kroencke : Citation Profile

Université de Neuchâtel (95% share)
Universität Basel (5% share)

6

H index

5

i10 index

158

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

2

Books

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 13
   Journals where Tim A. Kroencke has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr192
   Updated: 2025-03-22    RAS profile: 2024-10-12    
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Relations with other researchers

Works with:

Schrimpf, Andreas (2)

Schmeling, Maik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tim A. Kroencke.

Is cited by:

Schrimpf, Andreas (8)

GUPTA, RANGAN (6)

Sakemoto, Ryuta (6)

Zhan, Zhaoguo (3)

Kleibergen, Frank (3)

Byrne, Joseph (3)

Cenedese, Gino (3)

Bauer, Michael (3)

Marfatia, Hardik (3)

Kaufmann, Christoph (3)

Lakdawala, Aeimit (3)

Cites to:

Campbell, John (17)

Bekaert, Geert (10)

Martin, Ian (8)

Cochrane, John (7)

Schrimpf, Andreas (6)

Lo Duca, Marco (6)

Hoesli, Martin (6)

Weber, Michael (5)

Oikarinen, Elias (5)

Shiller, Robert (5)

Jagannathan, Ravi (5)

Main data

Production by document typearticlebookpaper201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20102011201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20102011201220132014201520162017201820192020202120220204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents1234567802550Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tim A. Kroencke has published?

Journals with more than one article published# docs
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research6

Recent works citing Tim A. Kroencke (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The effect of auditor experience on stock price crash risk. (2024). Zhang, Bikun ; Li, Si Ying ; Wang, Liangcheng ; Peng, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:411-444.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Estimation and inference in low frequency factor model regressions with overlapping observations. (2024). Dossani, Asad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000719.

Full description at Econpapers || Download paper

2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2024What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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Works by Tim A. Kroencke:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011International Diversification Benefits with Foreign Exchange Investment Styles In: CREATES Research Papers.
[Full Text][Citation analysis]		paper47
2014International Diversification Benefits with Foreign Exchange Investment Styles.(2014) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2011International diversification benefits with foreign exchange investment styles.(2011) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2016Time-varying Macroeconomic Risk of Real Estate Returns In: ERES.
[Full Text][Citation analysis]		paper8
2015Global Asset Allocation Shifts In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2017Asset Pricing without Garbage In: Journal of Finance.
[Full Text][Citation analysis]		article35
2014Asset Pricing without Garbage.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2013Asset pricing without garbage.(2013) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper26
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2012International diversification with securitized real estate and the veiling glare from currency risk In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2011International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk.(2011) In: VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2011International diversification with securitized real estate and the veiling glare from currency risk.(2011) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022Recessions and the stock market In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article2
2018The Anatomy of Public and Private Real Estate Return Premia In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
2014Editorial In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2010Downside risk optimization in securitized real estate markets In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper6
2013GDP mimicking portfolios and the cross-section of stock returns In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper4
2013Return and risk of human capital contracts In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Wohnungsmarktbeobachtung 2012: Alle Zahlen unter Dach und Fach In: ZEW Expertises.
[Full Text][Citation analysis]		book0
2013Wirtschaftsfaktor Immobilien 2013: Gesamtwirtschaftliche Bedeutung der Immobilienwirtschaft In: ZEW Expertises.
[Full Text][Citation analysis]		book0

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