Georg Strasser : Citation Profile


Are you Georg Strasser?

European Central Bank

7

H index

7

i10 index

146

Citations

RESEARCH PRODUCTION:

10

Articles

21

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 13
   Journals where Georg Strasser has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 11 (7.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst327
   Updated: 2020-08-01    RAS profile: 2020-06-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Gaballo, Gaetano (6)

Ehrmann, Michael (6)

Wolfe, Marketa (4)

Kurov, Alexander (3)

Scotti, Chiara (3)

Coenen, Günter (2)

Dvir, Eyal (2)

Nakov, Anton (2)

Hoffmann, Peter (2)

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

Is cited by:

Christensen, Kim (6)

Moravcova, Michala (4)

Omotosho, Babatunde (4)

Gaballo, Gaetano (4)

Kočenda, Evžen (4)

Weber, Michael (4)

Podolskij, Mark (4)

Mojon, Benoit (4)

Andrade, Philippe (4)

Mengus, Eric (4)

Juvenal, Luciana (3)

Cites to:

Ehrmann, Michael (15)

Diebold, Francis (15)

Gürkaynak, Refet (14)

Bollerslev, Tim (13)

Andersen, Torben (13)

Swanson, Eric (13)

Devereux, Michael (11)

Vega, Clara (11)

Shephard, Neil (10)

Evans, Martin (10)

Fratzscher, Marcel (9)

Main data


Where Georg Strasser has published?


Journals with more than one article published# docs
Journal of Monetary Economics3
Research Bulletin3

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics7
Working Paper Series / European Central Bank6
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Georg Strasser (2020 and 2019)


YearTitle of citing document
2019Forward Guidance and Heterogeneous Beliefs. (2019). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:3:p:1-29.

Full description at Econpapers || Download paper

2019Exchange Rate Risk and Trade Mode Choice in the Processing Trade: Evidence from Chinese Data. (2019). Chen, Zhe ; Sun, Xiaonan ; Hong, Junjie. In: AGI Working Paper Series. RePEc:agi:wpaper:00000159.

Full description at Econpapers || Download paper

2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1709.02502.

Full description at Econpapers || Download paper

2017Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

Full description at Econpapers || Download paper

2018How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?. (2018). Sutherland, Christopher ; Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-2.

Full description at Econpapers || Download paper

2019Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21.

Full description at Econpapers || Download paper

2020Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Nagengast, Arne ; Bursian, Dirk ; Ortega, Eva. In: Occasional Papers. RePEc:bde:opaper:2016.

Full description at Econpapers || Download paper

2020Eurozone prices: a tale of convergence and divergence. (2020). Guerrero, David E ; Gonzalez-Perez, Maria T ; Garcia-Hiernaux, Alfredo. In: Working Papers. RePEc:bde:wpaper:2010.

Full description at Econpapers || Download paper

2018Macroeconomic effects of an open-ended Asset Purchase Programme. (2018). Pisani, Massimiliano ; Notarpietro, Alessandro ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1185_18.

Full description at Econpapers || Download paper

2018State-dependent Forward Guidance and the Problem of Inconsistent Announcements. (2018). Parra-Polanía, Julián ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1035.

Full description at Econpapers || Download paper

2018The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146.

Full description at Econpapers || Download paper

2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

Full description at Econpapers || Download paper

2019The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h.

Full description at Econpapers || Download paper

2017Quality Pricing-to-Market. (2017). Sauré, Philip ; Chaney, Thomas ; Auer, Raphael ; Saure, Philip. In: BIS Working Papers. RePEc:bis:biswps:657.

Full description at Econpapers || Download paper

2018Forward guidance and heterogeneous beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: BIS Working Papers. RePEc:bis:biswps:750.

Full description at Econpapers || Download paper

2018Industry†specific Exchange Rate Fluctuations, Japanese Exports and Financial Constraints: Evidence from Panel Vector Autoregressive Analysis. (2018). Zhang, Shajuan . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:125-145.

Full description at Econpapers || Download paper

2020Exchange rate risk and trade mode choice in processing trade: Evidence from Chinese data. (2020). Sun, Xiaonan ; Chen, Zhe ; Hong, Junjie. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:537-564.

Full description at Econpapers || Download paper

2017Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa. (2017). ALAGIDEDE, PAUL ; Maserumule, Tseke. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:405-429.

Full description at Econpapers || Download paper

2020The 3 E’s of central bank communication with the public. (2020). McMahon, Michael ; MacAulay, Alistair ; Haldane, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0847.

Full description at Econpapers || Download paper

2018Effects of monetary policy decisions on professional forecasters’ expectations and expectations uncertainty. (2018). Paloviita, Maritta ; Viren, Matti ; Oinonen, Sami. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_024.

Full description at Econpapers || Download paper

2019Sekt oder Selters? – Ökonomische Folgen der Reformzurückhaltung bei der Beendigung des Solidaritätszuschlags. (2019). Tobias, Thomas ; Johannes, Berger ; Ludwig, Strohner. In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:19:y:2019:i:4:p:313-330:n:2.

Full description at Econpapers || Download paper

2019Central Bank Communication and Monetary Policy Predictability under Uncertain Economic Conditions. (2019). Lehtimäki, Jonne ; Palmu, Marianne. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:8:y:2019:i:2:p:5-32.

Full description at Econpapers || Download paper

2017Financial Constraints and Nominal Price Rigidities. (2017). Menno, Dominik ; Hristov, Nikolay ; Balleer, Almut. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6309.

Full description at Econpapers || Download paper

2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kocenda, Evzen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

Full description at Econpapers || Download paper

2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1714.

Full description at Econpapers || Download paper

2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1714.

Full description at Econpapers || Download paper

2017Financial Constraints and Nominal Price Rigidities. (2017). Menno, Dominik ; Balleer, Almut ; Hristov, Nikolay. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11790.

Full description at Econpapers || Download paper

2018Forward Guidance and Heterogeneous Beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12650.

Full description at Econpapers || Download paper

2019Improving U.S. Monetary Policy Communications. (2019). Schoenholtz, Kermit ; Cecchetti, Stephen G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13915.

Full description at Econpapers || Download paper

2020The 3 Es of Central Bank Communication with the Public. (2020). McMahon, Michael ; MacAulay, Alistair ; Haldane, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14265.

Full description at Econpapers || Download paper

2020Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Ortega, Eva ; Nagengast, Arne. In: Occasional Paper Series. RePEc:ecb:ecbops:2020241.

Full description at Econpapers || Download paper

2017What determines the impact of macroeconomic news on asset markets?. (2017). Strasser, Georg. In: Research Bulletin. RePEc:ecb:ecbrbu:2017:0037:1.

Full description at Econpapers || Download paper

2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

Full description at Econpapers || Download paper

2020Effect of Unstable Macroeconomic Indicators on Banking Sector Stock Price Behaviour in Nigerian Stock Market. (2020). Abdullahi, Ibrahim Bello. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-1.

Full description at Econpapers || Download paper

2019Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data. (2019). Ogrokhina, Olena. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:330-338.

Full description at Econpapers || Download paper

2020The value of understanding central bank communication. (2020). Girard, Alexandre ; Beaupain, Renaud. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:154-165.

Full description at Econpapers || Download paper

2017On estimating market microstructure noise variance. (2017). Dong, Yingjie ; Tse, Yiu-Kuen. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:59-62.

Full description at Econpapers || Download paper

2017Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading. (2017). Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:130-152.

Full description at Econpapers || Download paper

2017Inference from high-frequency data: A subsampling approach. (2017). Veliyev, Bezirgen ; Thamrongrat, N ; Podolskij, M ; Christensen, K. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:245-272.

Full description at Econpapers || Download paper

2017On high frequency estimation of the frictionless price: The use of observed liquidity variables. (2017). Chaker, Selma . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:127-143.

Full description at Econpapers || Download paper

2019Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book. (2019). Potiron, Yoann ; Clinet, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:289-337.

Full description at Econpapers || Download paper

2019High-dimensional multivariate realized volatility estimation. (2019). Bollerslev, Tim ; Meddahi, Nour ; Nyawa, Serge. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:116-136.

Full description at Econpapers || Download paper

2019The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. (2019). Veliyev, Bezirgen ; Thyrsgaard, Martin ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:556-583.

Full description at Econpapers || Download paper

2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

Full description at Econpapers || Download paper

2019Simulation-based appraisal of tax-induced electro-mobility promotion in Iceland and prospects for energy-economic development. (2019). Gestsson, Marias Halldor ; Fazeli, Reza ; Asgeirsson, Eyjolfur Ingi ; Stefansson, Hlynur ; Davidsdottir, Brynhildur ; Shafiei, Ehsan ; Leaver, Jonathan. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304720.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Evaluating the Shariah-compliance of equity portfolios: The weighting method matters. (2019). Raza, Muhammad Wajid ; Boudt, Kris ; Wauters, Marjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:406-417.

Full description at Econpapers || Download paper

2018Quality pricing-to-market. (2018). Sauré, Philip ; Auer, Raphael ; Saure, Philip ; Chaney, Thomas. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:87-102.

Full description at Econpapers || Download paper

2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

Full description at Econpapers || Download paper

2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

Full description at Econpapers || Download paper

2020Integrating data analysis into an introductory macroeconomics course. (2020). Wolfe, Marketa Halova. In: International Review of Economics Education. RePEc:eee:ireced:v:33:y:2020:i:c:s1477388020300037.

Full description at Econpapers || Download paper

2020Temptation and forward-guidance. (2020). Airaudo, Marco. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118303569.

Full description at Econpapers || Download paper

2020Credit constraints, currency depreciation and international trade. (2020). Ouyang, Zhigang ; Lan, Liping ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619305376.

Full description at Econpapers || Download paper

2017Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

Full description at Econpapers || Download paper

2018International risk sharing and financial shocks. (2018). Rouillard, Jean-François. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

Full description at Econpapers || Download paper

2019Macroeconomic effects of an open-ended asset purchase programme. (2019). Pisani, Massimiliano ; Notarpietro, Alessandro ; Burlon, Lorenzo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:6:p:1144-1159.

Full description at Econpapers || Download paper

2019Monetary policy communication, policy slope, and the stock market. (2019). Weber, Michael ; Neuhierl, Andreas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:140-155.

Full description at Econpapers || Download paper

2017Low frequency effects of macroeconomic news on government bond yields. (2017). Modugno, Michele ; Giannone, Domenico ; Altavilla, Carlo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:31-46.

Full description at Econpapers || Download paper

2018Closer monetary union and product market integration in emerging economies: Evidence from the Common Monetary Area in Southern Africa. (2018). Rankin, Neil ; Edwards, Lawrence ; Nchake, Mamello A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:154-164.

Full description at Econpapers || Download paper

2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

Full description at Econpapers || Download paper

2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects. (2019). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:891.

Full description at Econpapers || Download paper

2018Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael. In: Working Papers. RePEc:hal:wpaper:hal-01954920.

Full description at Econpapers || Download paper

2020Rethinking Communication in Monetary Policy: Towards a Strategic leaning for the BCC. (2020). Pinshi, Christian ; Kibadhi, Plante. In: Working Papers. RePEc:hal:wpaper:hal-02892777.

Full description at Econpapers || Download paper

2018Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael. In: CEE-M Working Papers. RePEc:hal:wpceem:hal-01954920.

Full description at Econpapers || Download paper

2019Frontiers of Economic Policy Communications. (2019). Stankova, Olga Ilinichna. In: IMF Departmental Papers / Policy Papers. RePEc:imf:imfdep:19/08.

Full description at Econpapers || Download paper

2018Fiscal Policy and $$\hbox {CO}_{2}$$ CO 2 Emissions of New Passenger Cars in the EU. (2018). Gerlagh, Reyer ; Michielsen, Thomas ; Nijland, Hans ; Bijgaart, Inge. In: Environmental & Resource Economics. RePEc:kap:enreec:v:69:y:2018:i:1:d:10.1007_s10640-016-0067-6.

Full description at Econpapers || Download paper

2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

Full description at Econpapers || Download paper

2018Insider Trading 2.0? The Ethics of Information Sales. (2018). Angel, James ; McCabe, Douglas M. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:4:d:10.1007_s10551-016-3391-4.

Full description at Econpapers || Download paper

2020Central Bank Communication and Financial Market Comovements in the Euro Area. (2020). Horvath, Roman ; Gertler, Pavel ; Jonaova, Julia . In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09561-7.

Full description at Econpapers || Download paper

2019Macroeconomic Effects of the ECBs Forward Guidance. (2019). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:201903.

Full description at Econpapers || Download paper

2019Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai. In: MAGKS Papers on Economics. RePEc:mar:magkse:201919.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020CENTRAL BANK COMMUNICATION IN GHANA: INSIGHTS FROM A TEXT MINING ANALYSIS. (2020). Omotosho, Babatunde. In: Noble International Journal of Economics and Financial Research. RePEc:nap:nijefr:2020:p:01-13.

Full description at Econpapers || Download paper

2017Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?. (2017). Saiki, Ayako ; Frankel, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23754.

Full description at Econpapers || Download paper

2018Volume, Volatility, and Public News Announcements. (2018). Bollerslev, Tim ; Xue, Yuan ; Li, Jia. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:4:p:2005-2041..

Full description at Econpapers || Download paper

2019The similarity of European central banks in terms of transparency and effectiveness. (2019). Szyszko, Magdalena ; Prochniak, Mariusz. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:14:y:2019:i:3:p:385-404.

Full description at Econpapers || Download paper

2020Repenser la communication dans la politique monétaire : Vers une orientation stratégique pour la BCC. (2020). pinshi, christian ; Kibadhi, Plante. In: MPRA Paper. RePEc:pra:mprapa:101449.

Full description at Econpapers || Download paper

2020Rethinking Communication in Monetary Policy: Towards a Strategic leaning for the BCC. (2020). Pinshi, Christian P ; Kibadhi, Plante M. In: MPRA Paper. RePEc:pra:mprapa:101665.

Full description at Econpapers || Download paper

2019Central Bank Communication in Ghana: Insights from a Text Mining Analysis. (2019). Omotosho, Babatunde. In: MPRA Paper. RePEc:pra:mprapa:98297.

Full description at Econpapers || Download paper

2019A Text Mining Analysis of Central Bank Monetary Policy Communication in Nigeria. (2019). Omotosho, Babatunde ; Tumala, Mohammed M. In: MPRA Paper. RePEc:pra:mprapa:98850.

Full description at Econpapers || Download paper

2020Central Bank Communication during Economic Recessions: Evidence from Nigeria. (2020). Omotosho, Babatunde. In: MPRA Paper. RePEc:pra:mprapa:99655.

Full description at Econpapers || Download paper

2017Monetary Policy and the Stock Market: Time Series Evidence. (2017). Weber, Michael ; Neuhierl, Andreas. In: 2017 Meeting Papers. RePEc:red:sed017:304.

Full description at Econpapers || Download paper

2018Central bank communication during normal and crisis time. (2018). Hubert, Paul ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/52p48pif5099i9i8uilpqhgnt4.

Full description at Econpapers || Download paper

2018Herding and anchoring in macroeconomic forecasts: the case of the PMI. (2018). Broughton, John B ; Lobo, Bento J. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1306-6.

Full description at Econpapers || Download paper

2020Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

Full description at Econpapers || Download paper

2020Essays in Empirical Asset Pricing and International Finance. (2020). Niu, Zilong. In: Other publications TiSEM. RePEc:tiu:tiutis:986cefd5-4d2b-4d5f-be7a-2feea364f87a.

Full description at Econpapers || Download paper

2018Individual Credit Market Experience and Perception of Aggregate Bank Lending. Evidence from a Firm Survey. (2018). Hölzl, Werner ; Hainz, Christa ; Fidrmuc, Jarko ; Holzl, Werner. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2018:i:574.

Full description at Econpapers || Download paper

2019The impacts of public news announcements on intraday implied volatility dynamics. (2019). Ryu, Doojin ; Lee, Jieun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

Full description at Econpapers || Download paper

2017Volatility, information feedback and market microstructure noise: A tale of two regimes. (2017). Hautsch, Nikolaus ; Andersen, Torben ; Cebiroglu, Gokhan . In: CFS Working Paper Series. RePEc:zbw:cfswop:569.

Full description at Econpapers || Download paper

Works by Georg Strasser:


YearTitleTypeCited
2012On the Correlation Structure of Microstructure Noise: A Financial Economic Approach In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper22
2010On the Correlation Structure of Microstructure Noise: A Financial Economic Approach.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2013On the Correlation Structure of Microstructure Noise: A Financial Economic Approach.(2013) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2012The Efficiency of the Global Markets for Final Goods and Productive Capabilities In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2011The Efficiency of the Global Markets for Final Goods and Productive Capabilities.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Exchange Rate Pass-Through and Credit Constraints: Firms Price to Market as Long as They Can In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper22
2013Exchange rate pass-through and credit constraints.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper1
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project.(2014) In: The Journal of Economic Education.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper10
2017Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017Does marketing widen borders? Cross-country price dispersion in the European car market.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2018Does marketing widen borders? Cross-country price dispersion in the European car market.(2018) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2015Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper19
2016Is the intrinsic value of macroeconomic news announcements related to their asset price impact?.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper13
2019Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2019Can more public information raise uncertainty? The international evidence on forward guidance In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2019Can more public information raise uncertainty? The international evidence on forward guidance.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Can more public information raise uncertainty? The international evidence on forward guidance.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2017What determines the impact of macroeconomic news on asset markets? In: Research Bulletin.
[Full Text][Citation analysis]
article0
2018Price convergence in the EU: What can we learn from the car market? In: Research Bulletin.
[Full Text][Citation analysis]
article0
2019How to signal the future path of interest rates? The international evidence on forward guidance In: Research Bulletin.
[Full Text][Citation analysis]
article0
2017Communication of monetary policy in unconventional times In: Working Paper Series.
[Full Text][Citation analysis]
paper39
2017Communication of monetary policy in unconventional times.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2020Monetary policy and its transmission in a globalised world In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article6
2008On the Correlation Structure of Microstructure Noise in Theory and Practice In: PIER Working Paper Archive.
[Full Text][Citation analysis]
paper11
2008On the correlation structure of microstructure noise in theory and practice.(2008) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team