Access Statistics for Axel Grossmann

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PANEL‐REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY 0 0 1 9 0 2 5 46
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? 0 1 1 170 5 7 8 450
An analysis of finance journal accessibility: Author inclusivity and journal quality 0 0 0 3 2 4 5 13
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals 0 0 0 5 4 4 5 21
An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry 0 1 1 12 3 5 6 90
Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro 0 0 0 14 2 5 9 81
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? 0 0 0 0 1 2 4 87
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing 0 0 0 3 1 2 4 15
Economic policy uncertainty and ADR mispricing 0 0 2 15 1 4 9 81
Euro conversion and return dynamics of European financial markets: a frequency domain approach 0 1 1 15 1 6 8 107
Exchange rate misalignments in frequency domain 0 0 0 7 7 9 11 60
Exchange rate misalignments, capital flows and volatility 0 0 0 5 3 3 4 32
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium 0 0 0 18 3 5 5 96
Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model 0 0 1 76 3 6 7 289
Forward premium anomaly of the British pound and the euro 0 1 1 15 6 11 11 108
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list 0 0 0 29 0 1 5 162
Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period 0 1 1 13 2 10 13 124
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model 0 3 4 5 3 8 9 11
Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model 0 1 1 32 2 5 8 108
Societal secrecy and ADR IPOs underpricing 0 0 1 1 2 5 9 10
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns 0 0 0 4 1 6 8 14
The asymmetric impact of currency purchasing power imparities on ADR mispricing 0 0 0 5 0 4 5 72
The dynamics of exchange rate volatility: A panel VAR approach 0 2 8 213 2 16 38 520
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model 0 0 0 12 3 5 5 62
The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices 0 0 0 9 2 8 9 29
The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment 0 0 0 51 2 3 3 294
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities 0 1 1 36 2 6 8 155
The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany 0 0 0 6 1 2 2 21
The resurrected size effect still sleeps in the (monetary) winter 0 0 1 1 2 4 7 10
The role of industry membership and monetary policy in generating the size effect 0 0 0 0 1 2 6 9
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis 0 0 1 20 2 4 7 63
Total Journal Articles 0 12 26 804 69 164 243 3,240


Statistics updated 2026-02-12