6
H index
5
i10 index
147
Citations
Université de Neuchâtel (95% share) | 6 H index 5 i10 index 147 Citations RESEARCH PRODUCTION: 7 Articles 13 Papers 2 Books RESEARCH ACTIVITY: 12 years (2010 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr192 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tim A. Kroencke. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research | 6 |
Year | Title of citing document |
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2023 | Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499. Full description at Econpapers || Download paper |
2023 | Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23. Full description at Econpapers || Download paper |
2023 | Is it time for popcorn? Daily box office earnings and aggregate stock returns. (2023). Fortin, Steve ; Oz, Seda. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:375-401. Full description at Econpapers || Download paper |
2023 | The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392. Full description at Econpapers || Download paper |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper |
2023 | Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030. Full description at Econpapers || Download paper |
2024 | Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931. Full description at Econpapers || Download paper |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper |
2023 | Joint inference based on Stein-type averaging estimators in the linear regression model. (2023). Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1542-1563. Full description at Econpapers || Download paper |
2023 | Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424. Full description at Econpapers || Download paper |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper |
2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2024 | GMM 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. Full description at Econpapers || Download paper |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper |
2023 | Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670. Full description at Econpapers || Download paper |
2023 | Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04133736. Full description at Econpapers || Download paper |
2023 | Identification Robust Testing of Risk Premia in Finite Samples. (2023). Kleibergen, Frank ; Zhan, Zhaoguo ; Kong, Lingwei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:263-297.. Full description at Econpapers || Download paper |
2023 | Peso problems in the estimation of the C?CAPM. (2022). Schrimpf, Andreas ; Posch, Olaf ; Parra-Alvarez, Juan ; Parraalvarez, Juan Carlos ; Juan Carlos Parra Alvarez, ; Juan Carlos Parra Alvarez, . In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:259-313. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | International Diversification Benefits with Foreign Exchange Investment Styles In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 43 |
2014 | International Diversification Benefits with Foreign Exchange Investment Styles.(2014) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2011 | International diversification benefits with foreign exchange investment styles.(2011) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2016 | Time-varying Macroeconomic Risk of Real Estate Returns In: ERES. [Full Text][Citation analysis] | paper | 8 |
2015 | Global Asset Allocation Shifts In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
2017 | Asset Pricing without Garbage In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
2014 | Asset 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: 33 | paper | |
2013 | Asset pricing without garbage.(2013) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2019 | The FOMC Risk Shift In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2021 | The FOMC Risk Shift.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2021 | The FOMC risk shift.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2012 | International diversification with securitized real estate and the veiling glare from currency risk In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2011 | International 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 | |
2011 | International 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 | |
2022 | Recessions and the stock market In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
2018 | The Anatomy of Public and Private Real Estate Return Premia In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
2014 | Editorial In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
2010 | Downside risk optimization in securitized real estate markets In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | GDP mimicking portfolios and the cross-section of stock returns In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Return and risk of human capital contracts In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Wohnungsmarktbeobachtung 2012: Alle Zahlen unter Dach und Fach In: ZEW Expertises. [Full Text][Citation analysis] | book | 0 |
2013 | Wirtschaftsfaktor Immobilien 2013: Gesamtwirtschaftliche Bedeutung der Immobilienwirtschaft In: ZEW Expertises. [Full Text][Citation analysis] | book | 0 |
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