Tim A. Kroencke : Citation Profile

Are you Tim A. Kroencke?

Université de Neuchâtel (95% share)
Universität Basel (5% share)

6

H index

5

i10 index

148

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

2

Books

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 12
   Journals where Tim A. Kroencke has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (1.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr192
   Updated: 2024-12-03    RAS profile: 2024-10-12    
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Relations with other researchers

Works with:

Schmeling, Maik (3)

Schrimpf, Andreas (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tim A. Kroencke.

Is cited by:

Schrimpf, Andreas (8)

GUPTA, RANGAN (6)

Sakemoto, Ryuta (4)

Zhan, Zhaoguo (3)

Kaufmann, Christoph (3)

Byrne, Joseph (3)

Bauer, Michael (3)

Marfatia, Hardik (3)

Cenedese, Gino (3)

Kleibergen, Frank (3)

Mueller, Philippe (3)

Cites to:

Campbell, John (17)

Bekaert, Geert (10)

Martin, Ian (8)

Cochrane, John (7)

Lo Duca, Marco (6)

Hoesli, Martin (6)

Schrimpf, Andreas (6)

Shiller, Robert (5)

Jagannathan, Ravi (5)

Weber, Michael (5)

Oikarinen, Elias (5)

Main data

Where Tim A. Kroencke has published?

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

Working Papers Series with more than one paper published# docs
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research6

Recent works citing Tim A. Kroencke (2024 and 2023)

YearTitle of citing document
2023Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499.

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2023Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23.

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2023Is it time for popcorn? Daily box office earnings and aggregate stock returns. (2023). Fortin, Steve ; Oz, Seda. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:375-401.

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2023Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

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2023Joint inference based on Stein-type averaging estimators in the linear regression model. (2023). Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1542-1563.

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2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2023Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670.

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2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04133736.

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2023Identification Robust Testing of Risk Premia in Finite Samples. (2023). Kleibergen, Frank ; Zhan, Zhaoguo ; Kong, Lingwei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:263-297..

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Works by Tim A. Kroencke:

YearTitleTypeCited
2011International Diversification Benefits with Foreign Exchange Investment Styles In: CREATES Research Papers.
[Full Text][Citation analysis]		paper43
2014International Diversification Benefits with Foreign Exchange Investment Styles.(2014) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2011International diversification benefits with foreign exchange investment styles.(2011) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2016Time-varying Macroeconomic Risk of Real Estate Returns In: ERES.
[Full Text][Citation analysis]		paper8
2015Global Asset Allocation Shifts In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2017Asset Pricing without Garbage In: Journal of Finance.
[Full Text][Citation analysis]		article33
2014Asset Pricing without Garbage.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2013Asset pricing without garbage.(2013) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper25
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2012International diversification with securitized real estate and the veiling glare from currency risk In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2011International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk.(2011) In: VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2011International diversification with securitized real estate and the veiling glare from currency risk.(2011) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022Recessions and the stock market In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2018The Anatomy of Public and Private Real Estate Return Premia In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article2
2014Editorial In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2010Downside risk optimization in securitized real estate markets In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper6
2013GDP mimicking portfolios and the cross-section of stock returns In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper4
2013Return and risk of human capital contracts In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Wohnungsmarktbeobachtung 2012: Alle Zahlen unter Dach und Fach In: ZEW Expertises.
[Full Text][Citation analysis]		book0
2013Wirtschaftsfaktor Immobilien 2013: Gesamtwirtschaftliche Bedeutung der Immobilienwirtschaft In: ZEW Expertises.
[Full Text][Citation analysis]		book0

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