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 1 2 5 46
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? 0 1 1 170 1 2 3 445
An analysis of finance journal accessibility: Author inclusivity and journal quality 0 0 0 3 1 2 3 11
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals 0 0 0 5 0 0 1 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 1 1 1 12 1 3 3 87
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 4 7 79
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? 0 0 0 0 0 1 3 86
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing 0 0 0 3 0 2 3 14
Economic policy uncertainty and ADR mispricing 0 0 2 15 3 4 8 80
Euro conversion and return dynamics of European financial markets: a frequency domain approach 1 1 1 15 3 5 7 106
Exchange rate misalignments in frequency domain 0 0 0 7 1 3 4 53
Exchange rate misalignments, capital flows and volatility 0 0 0 5 0 1 1 29
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium 0 0 0 18 0 2 2 93
Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model 0 0 1 76 1 3 4 286
Forward premium anomaly of the British pound and the euro 1 1 1 15 2 5 6 102
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list 0 0 0 29 0 3 5 162
Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period 1 1 1 13 6 10 11 122
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model 1 3 4 5 2 5 6 8
Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model 0 1 1 32 1 4 6 106
Societal secrecy and ADR IPOs underpricing 0 0 1 1 1 4 7 8
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns 0 0 0 4 2 5 7 13
The asymmetric impact of currency purchasing power imparities on ADR mispricing 0 0 0 5 1 4 5 72
The dynamics of exchange rate volatility: A panel VAR approach 1 2 8 213 9 16 37 518
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 0 2 2 59
The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices 0 0 1 9 3 6 8 27
The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment 0 0 0 51 1 1 1 292
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities 0 1 1 36 2 5 6 153
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 1 1 20
The resurrected size effect still sleeps in the (monetary) winter 0 0 1 1 1 4 5 8
The role of industry membership and monetary policy in generating the size effect 0 0 0 0 1 2 6 8
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis 0 1 1 20 2 4 5 61
Total Journal Articles 6 13 27 804 49 115 178 3,171


Statistics updated 2026-01-09