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 1 1 1 10 1 2 6 48
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? 0 0 1 170 3 4 12 454
An analysis of finance journal accessibility: Author inclusivity and journal quality 0 0 0 3 1 2 7 15
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals 0 0 0 5 3 4 8 25
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 0 1 12 1 1 7 91
Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro 0 0 0 14 0 3 11 84
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? 0 0 0 0 3 3 7 90
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing 0 1 1 4 3 5 9 20
Economic policy uncertainty and ADR mispricing 0 0 1 15 5 5 12 86
Euro conversion and return dynamics of European financial markets: a frequency domain approach 0 1 2 16 2 3 10 110
Exchange rate misalignments in frequency domain 0 1 1 8 0 1 12 61
Exchange rate misalignments, capital flows and volatility 0 0 0 5 4 5 9 37
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium 0 0 0 18 3 3 8 99
Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model 0 0 1 76 2 3 10 292
Forward premium anomaly of the British pound and the euro 0 0 1 15 4 4 15 112
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list 0 0 0 29 3 3 7 165
Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period 0 0 1 13 4 6 18 130
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model 0 0 3 5 0 2 10 13
Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model 1 1 2 33 5 6 13 114
Societal secrecy and ADR IPOs underpricing 0 0 1 1 1 4 13 14
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns 0 0 0 4 1 1 9 15
The asymmetric impact of currency purchasing power imparities on ADR mispricing 0 0 0 5 3 5 10 77
The dynamics of exchange rate volatility: A panel VAR approach 0 0 6 213 5 7 42 527
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 4 9 66
The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices 0 0 0 9 1 2 11 31
The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment 0 0 0 51 1 2 5 296
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities 0 0 1 36 4 5 12 160
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 4 23
The resurrected size effect still sleeps in the (monetary) winter 0 1 2 2 2 5 12 15
The role of industry membership and monetary policy in generating the size effect 0 0 0 0 2 3 6 12
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis 0 0 1 20 1 4 10 67
Total Journal Articles 2 6 27 810 72 109 334 3,349


Statistics updated 2026-05-06