Georg Strasser : Citation Profile


Are you Georg Strasser?

European Central Bank

6

H index

4

i10 index

75

Citations

RESEARCH PRODUCTION:

7

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 7
   Journals where Georg Strasser has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 9 (10.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst327
   Updated: 2018-08-18    RAS profile: 2018-08-06    
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Relations with other researchers


Works with:

Wolfe, Marketa (4)

Scotti, Chiara (3)

Kurov, Alexander (2)

Ehrmann, Michael (2)

Coenen, Günter (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)

Chen, Natalie (3)

Juvenal, Luciana (3)

Chaney, Thomas (2)

Ehrmann, Michael (2)

Saiki, Ayako (2)

Hoffmann, Marc (2)

Frankel, Jeffrey (2)

Auer, Raphael (2)

Cites to:

Diebold, Francis (15)

Andersen, Torben (14)

Bollerslev, Tim (14)

Evans, Martin (10)

Gürkaynak, Refet (10)

Shephard, Neil (10)

Vega, Clara (9)

Hansen, Peter (8)

Ehrmann, Michael (8)

Lunde, Asger (8)

Barndorff-Nielsen, Ole (8)

Main data


Where Georg Strasser has published?


Journals with more than one article published# docs
Research Bulletin2
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 fully explained by the informational content of some variables from 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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2018Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting. (2018). Caruso, Alberto. In: Working Papers ECARES. RePEc:eca:wpaper:2013/268597.

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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 ; Christensen, K ; Thamrongrat, N ; Podolskij, M. 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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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.

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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
paper
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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paper15
2013Exchange rate pass-through and credit constraints.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 15
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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paper0
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: CESifo 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: Working Paper Series.
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This paper has another version. Agregated cites: 6
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2018Does marketing widen borders? Cross-country price dispersion in the European car market.(2018) In: Journal of International Economics.
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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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This paper has another version. Agregated cites: 14
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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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This paper has another version. Agregated cites: 14
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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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This paper has another version. Agregated cites: 2
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2017What determines the impact of macroeconomic news on asset markets? In: Research Bulletin.
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2018Price convergence in the EU: What can we learn from the car market? 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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