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 0 8 0 3 4 37
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? 1 1 4 157 2 2 8 408
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals 0 0 0 2 0 2 3 10
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 8 0 2 4 68
Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro 0 0 1 12 0 3 9 50
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 69
Euro conversion and return dynamics of European financial markets: a frequency domain approach 0 0 0 8 1 2 5 71
Exchange rate misalignments in frequency domain 0 0 0 3 0 2 5 28
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium 0 0 0 18 0 1 4 83
Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model 0 0 3 64 0 1 7 250
Forward premium anomaly of the British pound and the euro 0 0 0 11 0 2 6 79
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list 0 1 8 9 2 15 54 58
Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period 0 1 2 10 0 4 6 96
Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model 0 0 1 29 0 0 2 90
The asymmetric impact of currency purchasing power imparities on ADR mispricing 0 0 0 2 1 4 13 36
The dynamics of exchange rate volatility: A panel VAR approach 3 16 25 119 7 31 72 306
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model 1 1 2 10 1 3 10 52
The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment 0 0 0 47 0 1 5 274
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities 0 2 7 18 0 8 42 79
The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany 0 0 1 5 0 1 3 14
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis 0 1 2 8 0 4 10 27
Total Journal Articles 5 23 56 548 14 91 274 2,185


Statistics updated 2020-03-04