Tim A. Kroencke : Citation Profile

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

6

H index

5

i10 index

172

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

2

Books

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 14
   Journals where Tim A. Kroencke has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (1.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr192
   Updated: 2025-12-20    RAS profile: 2024-10-12    
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Relations with other researchers

Works with:

Schmeling, Maik (2)

Schrimpf, Andreas (2)

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)

Sakemoto, Ryuta (7)

GUPTA, RANGAN (6)

Zhan, Zhaoguo (4)

Marfatia, Hardik (3)

Byrne, Joseph (3)

Niepmann, Friederike (3)

Kaufmann, Christoph (3)

Cenedese, Gino (3)

Kleibergen, Frank (3)

Schmeling, Maik (2)

Cites to:

Campbell, John (17)

Bekaert, Geert (10)

Martin, Ian (8)

Cochrane, John (7)

Lo Duca, Marco (6)

Hoesli, Martin (6)

Schrimpf, Andreas (6)

Oikarinen, Elias (5)

Weber, Michael (5)

Shiller, Robert (5)

Jagannathan, Ravi (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 (2025 and 2024)

YearTitle of citing document
2025Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461.

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2024The effect of auditor experience on stock price crash risk. (2024). Zhang, Yifan ; Peng, Tao ; Li, Siying ; Wang, Liangcheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:411-444.

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2025Manufacturing Dispersion: How Data Cleaning Choices Affect Measured Misallocation and Productivity Growth in the Annual Survey of Manufactures. (2025). Kim, Hang ; White, Kirk T ; Rotemberg, Martin. In: Working Papers. RePEc:cen:wpaper:25-67.

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2025The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777.

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2025Intertemporal asset pricing without risk-free security, zero-beta portfolio and consumption data. (2025). Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00167.

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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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2025Monetary policy analysis using natural language processing: Evaluating the Peoples Bank of Chinas minutes and report summary with the Taylor Rule. (2025). Jia, Songbo ; Wood, Justine ; Ahmad, Ahmad Hassan ; Su, Shiwei. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s0264999325001166.

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2025Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach. (2025). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000294.

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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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2024Estimation and inference in low frequency factor model regressions with overlapping observations. (2024). Dossani, Asad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000719.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2025Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis. (2025). Marangoz, Cumali ; Bulut, Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000535.

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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). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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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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2024What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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2024Monetary policy through the risk-taking channel: Evidence from an emerging market. (2024). Carrasco-Gutierrez, Carlos Enrique ; Passos, Felipe Vieira ; Amorim, Paulo Roberto. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001297.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2025The Dollar Channel of Monetary Policy Transmission. (2025). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Meisenzahl, Ralf R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-46.

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2025The Dollar Channel of Monetary Policy Transmission. (2025). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Meisenzahl, Ralf R. In: Working Paper Series. RePEc:fip:fedhwp:99939.

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2024Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?. (2024). Lizieri, Colin ; Zhu, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09890-4.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2025Double robust inference for continuous updating GMM. (2025). Zhan, Zhaoguo ; Kleibergen, Frank. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:1:p:295-327.

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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]		paper49
2014International Diversification Benefits with Foreign Exchange Investment Styles.(2014) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		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: 49		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]		article39
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: 39		paper
2013Asset pricing without garbage.(2013) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		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]		article4
2018The Anatomy of Public and Private Real Estate Return Premia In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
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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