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 10 0 1 5 49
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? 0 0 1 170 0 6 19 462
An analysis of finance journal accessibility: Author inclusivity and journal quality 0 0 0 3 1 1 7 16
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals 0 0 0 5 0 1 9 26
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 0 0 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 1 10 85
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? 0 0 0 0 0 0 5 90
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing 0 0 1 4 1 1 9 21
Economic policy uncertainty and ADR mispricing 1 1 1 16 1 2 13 89
Euro conversion and return dynamics of European financial markets: a frequency domain approach 0 0 2 16 0 0 9 110
Exchange rate misalignments in frequency domain 0 0 1 8 1 3 15 65
Exchange rate misalignments, capital flows and volatility 0 0 0 5 0 0 10 38
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium 0 0 0 18 0 1 9 100
Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model 0 0 0 76 0 3 13 296
Forward premium anomaly of the British pound and the euro 0 0 1 15 0 0 15 112
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list 0 0 0 29 1 3 10 169
Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period 0 0 1 13 0 0 19 131
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model 0 0 3 5 2 2 12 15
Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model 0 0 2 33 0 2 15 117
Societal secrecy and ADR IPOs underpricing 2 2 2 3 5 5 15 19
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns 0 0 0 4 0 0 7 15
The asymmetric impact of currency purchasing power imparities on ADR mispricing 0 1 1 6 0 2 18 86
The dynamics of exchange rate volatility: A panel VAR approach 0 0 4 215 0 2 30 532
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 3 12 69
The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices 0 0 0 9 0 0 11 32
The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment 0 0 0 51 0 0 5 296
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities 0 1 2 37 0 2 15 163
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 0 1 6 25
The resurrected size effect still sleeps in the (monetary) winter 0 0 2 3 1 1 14 18
The role of industry membership and monetary policy in generating the size effect 0 0 0 0 0 0 7 13
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis 0 0 1 20 1 5 16 73
Total Journal Articles 3 5 27 818 14 48 367 3,423

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Statistics updated 2026-10-11