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 9 1 1 1 42
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? 0 0 3 169 0 0 6 442
An analysis of finance journal accessibility: Author inclusivity and journal quality 0 0 0 3 0 0 2 8
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals 0 0 2 5 0 1 3 17
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 0 11 0 0 1 84
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 1 2 73
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? 0 0 0 0 0 0 2 83
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing 0 0 0 3 0 0 2 11
Economic policy uncertainty and ADR mispricing 0 0 1 13 1 1 4 73
Euro conversion and return dynamics of European financial markets: a frequency domain approach 0 0 2 14 0 0 3 99
Exchange rate misalignments in frequency domain 0 0 0 7 0 0 1 49
Exchange rate misalignments, capital flows and volatility 0 0 0 5 0 0 5 28
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium 0 0 0 18 0 0 0 91
Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model 0 0 2 75 0 0 4 282
Forward premium anomaly of the British pound and the euro 0 0 1 14 0 1 4 97
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list 0 0 2 29 0 1 7 158
Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period 0 0 1 12 1 1 4 112
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model 0 0 0 1 0 0 1 2
Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model 0 0 1 31 0 1 2 101
Societal secrecy and ADR IPOs underpricing 0 0 0 0 0 0 1 1
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns 0 0 1 4 0 0 1 6
The asymmetric impact of currency purchasing power imparities on ADR mispricing 0 0 0 5 0 0 3 67
The dynamics of exchange rate volatility: A panel VAR approach 0 1 14 206 0 2 31 483
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model 0 0 1 12 0 0 1 57
The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices 0 1 2 9 0 1 3 20
The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment 0 0 0 51 0 0 2 291
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities 0 0 1 35 0 0 3 147
The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany 0 0 1 6 0 0 1 19
The resurrected size effect still sleeps in the (monetary) winter 0 0 0 0 0 0 2 3
The role of industry membership and monetary policy in generating the size effect 0 0 0 0 1 4 6 6
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis 0 0 1 19 1 1 3 57
Total Journal Articles 1 3 37 780 5 16 111 3,009


Statistics updated 2025-04-04