Georg Strasser : Citation Profile


Are you Georg Strasser?

European Central Bank

6

H index

4

i10 index

71

Citations

RESEARCH PRODUCTION:

5

Articles

18

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 7
   Journals where Georg Strasser has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 8 (10.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst327
   Updated: 2018-05-19    RAS profile: 2018-05-17    
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Relations with other researchers


Works with:

Wolfe, Marketa (4)

Scotti, Chiara (3)

Ehrmann, Michael (2)

Coenen, Günter (2)

Kurov, Alexander (2)

Dvir, Eyal (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)

Podolskij, Mark (4)

Weber, Michael (4)

Juvenal, Luciana (3)

Chen, Natalie (3)

Potiron, Yoann (2)

Rouillard, Jean-François (2)

Hoffmann, Marc (2)

Sauré, Philip (2)

Li, Yao (2)

Clinet, Simon (2)

Cites to:

Diebold, Francis (15)

Andersen, Torben (14)

Bollerslev, Tim (14)

Evans, Martin (10)

Gürkaynak, Refet (10)

Shephard, Neil (10)

Vega, Clara (9)

Barndorff-Nielsen, Ole (8)

Swanson, Eric (8)

Lunde, Asger (8)

Hansen, Peter (8)

Main data


Where Georg Strasser has published?


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

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 Bank4
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Georg Strasser (2018 and 2017)


YearTitle of citing document
2018Testing if the market microstructure noise is a function of the limit order book. (2018). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1709.02502.

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

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

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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.

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

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

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

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

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

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2017What will monetary policy look like after the crisis?. (2017). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan. In: Research Bulletin. RePEc:ecb:ecbrbu:2017:0039:1.

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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.

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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.

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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.

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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.

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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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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.

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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.

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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.

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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.

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

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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.

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2017Central Bank Communication in a Low Interest Rate Environment. (2017). Cure, Benoit. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9459-7.

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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.

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

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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.

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2017Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18. (2017). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201718.

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Works by Georg Strasser:


YearTitleTypeCited
2012On the Correlation Structure of Microstructure Noise: A Financial Economic Approach In: Boston College Working Papers in Economics.
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paper18
2010On the Correlation Structure of Microstructure Noise: A Financial Economic Approach.(2010) In: NBER Working Papers.
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2013On the Correlation Structure of Microstructure Noise: A Financial Economic Approach.(2013) In: Review of Economic Studies.
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article
2012The Efficiency of the Global Markets for Final Goods and Productive Capabilities In: Boston College Working Papers in Economics.
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paper0
2011The Efficiency of the Global Markets for Final Goods and Productive Capabilities.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 0
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2012Exchange Rate Pass-Through and Credit Constraints: Firms Price to Market as Long as They Can In: Boston College Working Papers in Economics.
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2013Exchange rate pass-through and credit constraints.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 14
article
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project In: Boston College Working Papers in Economics.
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2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project.(2014) In: The Journal of Economic Education.
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This paper has another version. Agregated cites: 0
article
2014Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market In: Boston College Working Papers in Economics.
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paper6
2017Does marketing widen borders? Cross-country price dispersion in the European car market.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 6
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2017Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market.(2017) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 6
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2015Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact? In: Boston College Working Papers in Economics.
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2016Is the intrinsic value of macroeconomic news announcements related to their asset price impact?.(2016) In: Working Paper Series.
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2016Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?.(2016) In: Finance and Economics Discussion Series.
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2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
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2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
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2017What determines the impact of macroeconomic news on asset markets? In: Research Bulletin.
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2017Communication of monetary policy in unconventional times In: Working Paper Series.
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2017Communication of monetary policy in unconventional times.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 7
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2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? In: Journal of Monetary Economics.
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2008On the Correlation Structure of Microstructure Noise in Theory and Practice In: PIER Working Paper Archive.
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2008On the correlation structure of microstructure noise in theory and practice.(2008) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 11
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