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Details about Axel Grossmann

Workplace:Department of Economics, Parker College of Business, Georgia Southern University, (more information at EDIRC)

Access statistics for papers by Axel Grossmann.

Last updated 2019-07-22. Update your information in the RePEc Author Service.

Short-id: pgr252

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Journal Articles


  1. 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 Downloads


  1. 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 Downloads
  2. The asymmetric impact of currency purchasing power imparities on ADR mispricing
    Journal of Multinational Financial Management, 2017, 42-43, 74-94 Downloads
  3. 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 Downloads View citations (1)
  4. 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 Downloads


  1. 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 Downloads View citations (1)


    International Journal of Finance & Economics, 2014, 19, (4), 303-326 Downloads View citations (1)
  2. 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 Downloads View citations (6)
  3. Euro conversion and return dynamics of European financial markets: a frequency domain approach
    Journal of Economics and Finance, 2014, 38, (1), 1-26 Downloads View citations (1)
  4. Forward premium anomaly of the British pound and the euro
    International Review of Financial Analysis, 2014, 34, (C), 140-156 Downloads View citations (4)
  5. 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 Downloads View citations (2)
  6. The dynamics of exchange rate volatility: A panel VAR approach
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 1-27 Downloads View citations (22)
  7. 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 Downloads


  1. Exchange rate misalignments in frequency domain
    International Review of Economics & Finance, 2012, 24, (C), 185-199 Downloads View citations (4)


  1. 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)
  2. 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 Downloads View citations (3)


  1. Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (4), 436-450 Downloads View citations (1)
  2. 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 Downloads


  1. 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 Downloads View citations (14)


  1. 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 Downloads View citations (21)


  1. 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 Downloads View citations (3)
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