Details about Axel Grossmann
Access statistics for papers by Axel Grossmann.
Last updated 2019-07-22. Update your information in the RePEc Author Service.
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- Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list
Journal of Business Research, 2019, 95, (C), 232-241
- An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals
Applied Economics, 2017, 49, (33), 3280-3312
- The asymmetric impact of currency purchasing power imparities on ADR mispricing
Journal of Multinational Financial Management, 2017, 42-43, 74-94
- The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
Journal of International Money and Finance, 2017, 77, (C), 57-76 View citations (1)
- The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis
Journal of Corporate Finance, 2017, 46, (C), 307-319
- Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro
The Quarterly Review of Economics and Finance, 2015, 55, (C), 124-139 View citations (1)
- A PANEL‐REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY
International Journal of Finance & Economics, 2014, 19, (4), 303-326
- 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
The North American Journal of Economics and Finance, 2014, 28, (C), 221-238 View citations (6)
- Euro conversion and return dynamics of European financial markets: a frequency domain approach
Journal of Economics and Finance, 2014, 38, (1), 1-26 View citations (1)
- Forward premium anomaly of the British pound and the euro
International Review of Financial Analysis, 2014, 34, (C), 140-156 View citations (4)
- Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period
Journal of Economics and Finance, 2014, 38, (2), 235-268 View citations (2)
- The dynamics of exchange rate volatility: A panel VAR approach
Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 1-27 View citations (19)
- The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Applied Financial Economics, 2014, 24, (15), 1017-1030
- Exchange rate misalignments in frequency domain
International Review of Economics & Finance, 2012, 24, (C), 185-199 View citations (4)
- Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
International Journal of Finance & Economics, 2011, 16, (4), 375-392 View citations (4)
- Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model
Journal of Economics and Finance, 2011, 35, (4), 417-433 View citations (3)
- Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
Journal of International Financial Markets, Institutions and Money, 2010, 20, (4), 436-450 View citations (1)
- Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model
Journal of Asian Economics, 2010, 21, (5), 476-484
- The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment
The Quarterly Review of Economics and Finance, 2009, 49, (2), 521-550 View citations (14)
- ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?
Journal of International Financial Markets, Institutions and Money, 2007, 17, (4), 361-371 View citations (21)
- The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany
Journal of Economics and Finance, 2006, 30, (2), 140-154 View citations (3)
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