7
H index
7
i10 index
213
Citations
Universität zu Köln | 7 H index 7 i10 index 213 Citations RESEARCH PRODUCTION: 9 Articles 28 Papers RESEARCH ACTIVITY: 11 years (2012 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzi103 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tom Zimmermann. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275. Full description at Econpapers || Download paper |
2024 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. Full description at Econpapers || Download paper |
2024 | Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071. Full description at Econpapers || Download paper |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707. Full description at Econpapers || Download paper |
2023 | Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336. Full description at Econpapers || Download paper |
2024 | High-Throughput Asset Pricing. (2023). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685. Full description at Econpapers || Download paper |
2023 | Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02. Full description at Econpapers || Download paper |
2023 | New evidence on sources of macroeconomic fluctuations in sub?Saharan African countries. (2023). Uwilingiye, Josine ; Taiwo, Shakirudeen. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:2:p:181-197. Full description at Econpapers || Download paper |
2023 | Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.01. Full description at Econpapers || Download paper |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99. Full description at Econpapers || Download paper |
2023 | The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317. Full description at Econpapers || Download paper |
2023 | The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282. Full description at Econpapers || Download paper |
2023 | Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17. Full description at Econpapers || Download paper |
2023 | Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China. (2023). Zhang, Huan ; Wu, Yuhui ; Liu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001766. Full description at Econpapers || Download paper |
2023 | Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers || Download paper |
2023 | The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528. Full description at Econpapers || Download paper |
2023 | Macroeconomic effects of tax rate and base changes: Evidence from fiscal consolidations. (2023). Lima, Frederico ; Dabla-Norris, Era. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000284. Full description at Econpapers || Download paper |
2023 | Private sector debt overhang and government spending multipliers: Not all debts are alike. (2023). Kim, Wongi. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000685. Full description at Econpapers || Download paper |
2023 | Does unconventional monetary policy boost local economic development? The case of TLTROs and Italy. (2023). al Tamimi, Hussein ; Molyneux, Philip ; Duqi, Andi ; Perdichizzi, Salvatore. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003168. Full description at Econpapers || Download paper |
2023 | Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747. Full description at Econpapers || Download paper |
2023 | Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52. Full description at Econpapers || Download paper |
2023 | Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131. Full description at Econpapers || Download paper |
2023 | Factors affecting the adoption of patch-burn grazing in the southern Great Plains in the US. (2023). Fuhlendorf, Samuel D ; Sorice, Michael G ; Joshi, Omkar ; Adhikari, Saroj. In: Land Use Policy. RePEc:eee:lauspo:v:125:y:2023:i:c:s0264837722004859. Full description at Econpapers || Download paper |
2023 | Is the European economic governance framework too “complex”? A critical discussion. (2023). Perez, Javier J ; Lopez, Diego Martinez ; Mateos, Marcos Martin ; del Amo, Julia. In: Working Papers. RePEc:fda:fdaddt:2023-06. Full description at Econpapers || Download paper |
2023 | Monetary Transmission through Bank Securities Portfolios. (2023). Paul, Pascal ; Krainer, John. In: Working Paper Series. RePEc:fip:fedfwp:96512. Full description at Econpapers || Download paper |
2023 | Personality and physician performance pay: Evidence from a behavioral experiment in health. (2023). Wiesen, Daniel ; Hennig-Schmidt, Heike ; Gross, Mona. In: HERO Online Working Paper Series. RePEc:hhs:oslohe:2023_005. Full description at Econpapers || Download paper |
2023 | Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach. (2023). Mendonça, Diogo ; Kannebley, Sergio ; Santos, Felipe Dos ; de Prince, Diogo. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-023-09711-y. Full description at Econpapers || Download paper |
2023 | Enhancing stock market anomalies with machine learning. (2023). Hoegner, Christopher ; Azevedo, Vitor. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01099-z. Full description at Econpapers || Download paper |
2023 | Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z. Full description at Econpapers || Download paper |
2023 | The Improvement Policy Design of Public Procurement Process for the Public Management Innovation in South Korea. (2023). Yoon, Donghun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231158260. Full description at Econpapers || Download paper |
2023 | Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers. (2021). Peydro, Jose-Luis ; Supera, Dominik ; Panetti, Ettore ; Mendicino, Caterina ; Jasova, Martina. In: Economics Working Papers. RePEc:upf:upfgen:1832. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | The Privatization of Municipal Debt In: ECONtribute Discussion Papers Series. [Full Text][Citation analysis] | paper | 1 |
2023 | The “Privatization” of Municipal Debt.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Limits of Disclosure Regulation in the Municipal Bond Market In: ECONtribute Discussion Papers Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Limits of disclosure regulation in the municipal bond market.(2022) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | The Targeted Assignment of Incentive Schemes In: ECONtribute Discussion Papers Series. [Full Text][Citation analysis] | paper | 1 |
2023 | Publication Bias in Asset Pricing Research In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Does peer-reviewed theory help predict the cross-section of stock returns? In: Papers. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2018 | Revisiting the Narrative Approach of Estimating Tax Multipliers In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 12 |
2014 | Revisiting the Narrative Approach of Estimating Tax Multipliers.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2015 | Revisiting the narrative approach of estimating tax multipliers.(2015) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2012 | Estimating the Effects of Coordinated Fiscal Actions in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 66 |
2013 | Estimating the effects of coordinated fiscal actions in the euro area.(2013) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2013 | Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | Can government demand stimulate private investment? Evidence from U.S. federal procurement In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2021 | Can government demand stimulate private investment? Evidence from U.S. federal procurement.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2016 | Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement.(2016) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2012 | Fiscal Consolidations and Banking Stability In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Fiscal consolidations and banking stability.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Fiscal consolidations and bank balance sheets In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2014 | Fiscal consolidations and bank balance sheets.(2014) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2022 | Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
2017 | Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserves LSAPs.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2020 | Employment effects of unconventional monetary policy: Evidence from QE In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 40 |
2018 | Employment Effects of Unconventional Monetary Policy : Evidence from QE.(2018) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2018 | Claim Dilution in the Municipal Debt Market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Publication Bias and the Cross-Section of Stock Returns In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 19 |
2020 | Publication Bias and the Cross-Section of Stock Returns.(2020) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2019 | Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Open Source Cross-Sectional Asset Pricing In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 20 |
2022 | Open Source Cross-Sectional Asset Pricing.(2022) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2020 | Open source cross-sectional asset pricing.(2020) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2019 | Ten years later – Did QE work? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | The Debt-Inflation Channel of the German Hyperinflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Deep parametric portfolio policies In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Revisiting the Narrative Approach of Estimating Fiscal Multipliers In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 0 |
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