Christian Grisse : Citation Profile

Are you Christian Grisse?

Schweizerische Nationalbank (SNB)

5

H index

4

i10 index

196

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 14
   Journals where Christian Grisse has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 5 (2.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr250
   Updated: 2023-11-04    RAS profile: 2023-04-28    
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Relations with other researchers

Works with:

Kaufmann, Sylvia (2)

Fischer, Andreas (2)

Natvik, Gisle (2)

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

Is cited by:

Nitschka, Thomas (10)

Giordano, Claire (9)

Sette, Enrico (7)

Yesin, Pinar (6)

Presbitero, Andrea (6)

GUPTA, RANGAN (6)

Polo, Andrea (5)

Fuhrer, Lucas (5)

Minoiu, Camelia (5)

Scotti, Chiara (5)

Peydro, Jose-Luis (5)

Cites to:

Milesi-Ferretti, Gian Maria (20)

Lane, Philip (18)

Fratzscher, Marcel (10)

Baumeister, Christiane (7)

Ehrmann, Michael (7)

Krogstrup, Signe (7)

Rigobon, Roberto (6)

West, Kenneth (6)

Hamilton, James (6)

Engel, Charles (5)

Rey, Helene (5)

Main data

Where Christian Grisse has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank10

Recent works citing Christian Grisse (2023 and 2022)

YearTitle of citing document
2023With a Grain of Salt: Uncertain Relevance of External Information and Firm Disclosures. (2023). Wiedman, Elyashiv ; Michaeli, Beatrice ; Libgober, Jonathan. In: Papers. RePEc:arx:papers:2304.09262.

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2022Firm liquidity and the transmission of monetary policy. (2022). Schiaffi, Stefano ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1378_22.

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2022Revisiting the real exchange rate misalignment-economic growth nexus via the across-sector misallocation channel. (2022). Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1385_22.

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2022Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. (2022). Restrepo-Ángel, Sergio ; Garavito, Aaron ; Arcila-Agudelo, Leidy Viviana ; Restrepo-Angel, Sergio ; Garavito-Acosta, Aaron Levi ; Salazar-Diaz, Andrea. In: Borradores de Economia. RePEc:bdr:borrec:1221.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2022RMB misalignment: What does a meta?analysis tell us?. (2022). He, Shi ; Cheung, Yinwong. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1038-1086.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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2022Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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2022Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254.

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2022The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?. (2022). Szulczyk, Kenneth R ; Faff, Robert ; Cheema, Muhammad A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002691.

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2023Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666.

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2022Expansionary yet different: Credit supply and real effects of negative interest rate policy. (2022). Polo, Andrea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Bottero, Margherita ; Sette, Enrico ; Presbitero, Andrea F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:754-778.

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2022What lies beneath—Negative interest rates and bank lending. (2022). Towbin, Pascal ; Schelling, Tan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957322000225.

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2022Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x.

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2022Do central banks rebalance their currency shares?. (2022). McCauley, Robert ; Ito, Hiro ; Chinn, Menzie D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002084.

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2022Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. (2022). Kamal, Javed Bin ; Wohar, Mark. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003646.

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2022How resilient are Islamic financial markets during the COVID-19 pandemic?. (2022). Sarker, Tapan ; Shafiullah, Muhammad ; Rashid, Md Mamunur ; Hasan, Md Bokhtiar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001123.

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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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2022Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s027553192200174x.

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2023Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia. (2023). Zhang, Xin ; Mirkov, Nikola. In: Working Paper Series. RePEc:fip:fedfwp:96602.

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2023Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance. (2023). Hetland, Simon Thinggaard. In: Working Paper Series. RePEc:fip:fedfwp:96604.

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2023Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-36.

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2023The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371.

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2022Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis. (2022). Pedini, Luca ; Severini, Sabrina. In: MPRA Paper. RePEc:pra:mprapa:112339.

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2022Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500. (2022). Gupta, Rangan ; Bouri, Elie ; Plakandaras, Vasilios ; Yousaf, Imran. In: Working Papers. RePEc:pre:wpaper:202227.

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2022Can Equity be Safe-haven for Investment?. (2022). Balasubramanian, G ; Kayal, Parthajit ; Sri, Janani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:1:p:32-63.

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2022The exchange rate elasticity of the Swiss current account. (2022). Eugster, Johannes ; Donato, Giovanni. In: Working Papers. RePEc:snb:snbwpa:2022-14.

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2023The kindness of strangers: Brexit and bilateral financial linkages. (2023). Fischer, Andreas ; Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2023-02.

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2023Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w.

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2023Hawks and Doves: Financial Market Perception of Western Support for Ukraine. (2023). Weber, Enzo ; Repko, Maria ; Neuenkirch, Matthias. In: Working Paper Series. RePEc:trr:qfrawp:202302.

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2023Hawks and Doves: Financial Market Perception of Western Support for Ukraine. (2023). Weber, Enzo ; Repko, Maria ; Neuenkirch, Matthias. In: Research Papers in Economics. RePEc:trr:wpaper:202303.

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Works by Christian Grisse:

YearTitleTypeCited
2017Thousands of BEERs: Take your pick In: Review of International Economics.
[Full Text][Citation analysis]		article23
2014Real exchange rates and fundamentals: robustness across alternative model specifications.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 23		paper
2009International financial transmission: emerging and mature markets In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2021Portfolio rebalancing in times of stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2021Portfolio rebalancing in times of stress.(2021) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 3		article
2017Portfolio Rebalancing in Times of Stress.(2017) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 3		paper
2017Portfolio rebalancing in times of stress.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 3		paper
2015The zero lower bound and movements in the term structure of interest rates In: Economics Letters.
[Full Text][Citation analysis]		article2
2021Covariability of real exchange rates and fundamentals In: Economics Letters.
[Full Text][Citation analysis]		article0
2015On financial risk and the safe haven characteristics of Swiss franc exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article79
2013On financial risk and the safe haven characteristics of Swiss franc exchange rates.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 79		paper
2012Policy initiatives in the global recession: what did forecasters expect? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article0
2011The Vanishing U.S.-E.U. Employment Gap In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2013Time variation in asset price responses to macro announcements In: Staff Reports.
[Full Text][Citation analysis]		paper42
2013Time Variation in Asset Price Responses to Macro Announcements.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42		paper
2013Time variation in asset price responses to macro announcements.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 42		paper
2017Lower-Bound Beliefs and Long-Term Interest Rates In: International Journal of Central Banking.
[Full Text][Citation analysis]		article23
2017Lower Bound Beliefs and Long-Term Interest Rates.(2017) In: IMF Working Papers.
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This paper has another version. Agregated cites: 23		paper
2017Lower bound beliefs and long-term interest rates.(2017) In: Working Papers.
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2016Exchange Rate Returns and External Adjustment: Evidence from Switzerland In: Open Economies Review.
[Full Text][Citation analysis]		article4
2014Exchange rate returns and external adjustment: evidence from Switzerland.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4		paper
2022Sovereign debt crises and cross-country assistance In: Oxford Economic Papers.
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2018Sovereign debt crises and cross-country assistance.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2017The response of long-term yields to negative interest rates: evidence from Switzerland In: Working Papers.
[Full Text][Citation analysis]		paper9
2018Term structure dynamics at low and negative interest rates—evidence from Switzerland.(2018) In: Swiss Journal of Economics and Statistics.
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This paper has another version. Agregated cites: 9		article
2020The effect of monetary policy on the Swiss franc: an SVAR approach In: Working Papers.
[Full Text][Citation analysis]		paper5
2020Lower bound uncertainty and long-term interest rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Lower Bound Uncertainty and Long?Term Interest Rates.(2023) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 0		article

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