Tim A. Kroencke
Personal Details
First Name: | Tim |
Middle Name: | A. |
Last Name: | Kroencke |
Suffix: | |
RePEc Short-ID: | pkr192 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/kroencketim/ | |
Affiliation
(95%) Institut d'analyse financière (IAF)
Faculté des sciences économiques (FSE)
Université de Neuchâtel
Neuchâtel, Switzerlandhttp://www2.unine.ch/iaf
RePEc:edi:iafnech (more details at EDIRC)
(5%) Wirtschaftswissenschaftliches Zentrum
Universität Basel
Basel, Switzerlandhttp://www.wwz.unibas.ch/
RePEc:edi:wwzbsch (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019.
"The FOMC Risk Shift,"
CEPR Discussion Papers
14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2016. "Time-varying Macroeconomic Risk of Real Estate Returns," ERES eres2016_161, European Real Estate Society (ERES).
- Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.
- Kroencke, Tim Alexander, 2014.
"Asset Pricing without Garbage,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100476, Verein für Socialpolitik / German Economic Association.
- Tim A. Kroencke, 2017. "Asset Pricing without Garbage," Journal of Finance, American Finance Association, vol. 72(1), pages 47-98, February.
- Kroencke, Tim A., 2013. "Asset pricing without garbage," ZEW Discussion Papers 13-071, ZEW - Leibniz Centre for European Economic Research.
- Kroencke, Tim A. & Schindler, Felix & Sebastian, Steffen & Theissen, Erik, 2013. "GDP mimicking portfolios and the cross-section of stock returns," ZEW Discussion Papers 13-026, ZEW - Leibniz Centre for European Economic Research.
- Kroencke, Tim A. & Muehler, Grit & Sprietsma, Maresa, 2013. "Return and risk of human capital contracts," ZEW Discussion Papers 13-108, ZEW - Leibniz Centre for European Economic Research.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011.
"International Diversification Benefits with Foreign Exchange Investment Styles,"
CREATES Research Papers
2011-10, Department of Economics and Business Economics, Aarhus University.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014. "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
- Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011. "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers 11-028, ZEW - Leibniz Centre for European Economic Research.
- Schindler, Felix & Kröncke, Tim-Alexander, 2011.
"International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48705, Verein für Socialpolitik / German Economic Association.
- Kroencke, Tim A. & Schindler, Felix, 2012. "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
- Kroencke, Tim Alexander & Schindler, Felix, 2011. "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers 11-012, ZEW - Leibniz Centre for European Economic Research.
- Kroencke, Tim Alexander & Schindler, Felix, 2010. "Downside risk optimization in securitized real estate markets," ZEW Discussion Papers 10-034, ZEW - Leibniz Centre for European Economic Research.
Articles
- Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021.
"The FOMC Risk Shift,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2018. "The Anatomy of Public and Private Real Estate Return Premia," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 500-523, April.
- Tim A. Kroencke, 2017.
"Asset Pricing without Garbage,"
Journal of Finance, American Finance Association, vol. 72(1), pages 47-98, February.
- Kroencke, Tim Alexander, 2014. "Asset Pricing without Garbage," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100476, Verein für Socialpolitik / German Economic Association.
- Kroencke, Tim A., 2013. "Asset pricing without garbage," ZEW Discussion Papers 13-071, ZEW - Leibniz Centre for European Economic Research.
- Felix Schindler & Peter Westerheide & Tim-Alexander Kroencke, 2014. "Editorial," Journal of Property Research, Taylor & Francis Journals, vol. 31(3), pages 181-182, September.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014.
"International Diversification Benefits with Foreign Exchange Investment Styles,"
Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011. "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers 2011-10, Department of Economics and Business Economics, Aarhus University.
- Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011. "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers 11-028, ZEW - Leibniz Centre for European Economic Research.
- Kroencke, Tim A. & Schindler, Felix, 2012.
"International diversification with securitized real estate and the veiling glare from currency risk,"
Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
- Kroencke, Tim Alexander & Schindler, Felix, 2011. "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers 11-012, ZEW - Leibniz Centre for European Economic Research.
- Schindler, Felix & Kröncke, Tim-Alexander, 2011. "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48705, Verein für Socialpolitik / German Economic Association.
Books
- Jaroszek, Lena & Kröncke, Tim-Alexander & Gans, Paul & Meng, Rüdiger, 2013. "Wohnungsmarktbeobachtung 2012: Alle Zahlen unter Dach und Fach," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, volume 127, number 110552.
- Voigtländer, Michael & Henger, Ralph & Haas, Heide & Schier, Michael & Jaroszek, Lena & Kröncke, Tim-Alexander & Just, Tobias & Biener, Sven & Geiger, Peter & Hesse, Markus & Braun, Nicole & Schäfer, , 2013. "Wirtschaftsfaktor Immobilien 2013: Gesamtwirtschaftliche Bedeutung der Immobilienwirtschaft," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110566.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019.
"The FOMC Risk Shift,"
CEPR Discussion Papers
14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
Cited by:
- Andreas Neuhierl & Michael Weber, 2020.
"Monetary Momentum,"
Working Papers
2020-39, Becker Friedman Institute for Research In Economics.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo.
- Andreas Neuhierl & Michael Weber, 2018. "Monetary Momentum," NBER Working Papers 24748, National Bureau of Economic Research, Inc.
- Kyungmin Kim & Thomas Laubach & Min Wei, 2020. "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series 2020-047, Board of Governors of the Federal Reserve System (U.S.).
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019.
"Market-Based Monetary Policy Uncertainty,"
2019 Meeting Papers
1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Ko Adachi & Kazuhiro Hiraki & Tomiyuki Kitamura, 2021. "Supplementary Paper Series for the "Assessment" (1): The Effects of the Bank of Japan's ETF Purchases on Risk Premia in the Stock Markets," Bank of Japan Working Paper Series 21-E-3, Bank of Japan.
- Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019.
"Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns,"
NBER Working Papers
25817, National Bureau of Economic Research, Inc.
- Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022. "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 909-936.
- Jonathan Benchimol & Yossi Saadon & Nimrod Segev, 2023.
"Stock market reactions to monetary policy surprises under uncertainty,"
Post-Print
emse-04624984, HAL.
- Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023. "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Gnewuch, Matthias, 2022. "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, vol. 145(C).
- Difang Huang & Yubin Li & Xinjie Wang & Zhaodong (Ken) Zhong, 2022. "Does the Federal Open Market Committee cycle affect credit risk?," Financial Management, Financial Management Association International, vol. 51(1), pages 143-167, March.
- Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024.
"Oil price shocks in real time,"
Temi di discussione (Economic working papers)
1448, Bank of Italy, Economic Research and International Relations Area.
- Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024. "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, vol. 144(C).
- Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021. "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, vol. 128(C).
- Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
- Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
- Jarociński, Marek, 2022.
"Central bank information effects and transatlantic spillovers,"
Journal of International Economics, Elsevier, vol. 139(C).
- Jarociński, Marek, 2020. "Central bank information effects and transatlantic spillovers," Working Paper Series 2482, European Central Bank.
- Anna Cieslak & Andreas Schrimpf, 2018.
"Non-Monetary News in Central Bank Communication,"
NBER Working Papers
25032, National Bureau of Economic Research, Inc.
- Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 293-315, National Bureau of Economic Research, Inc.
- Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
- Anna Cieslak & Andreas Schrimpf, 2018. "Non-monetary news in central bank communication," BIS Working Papers 761, Bank for International Settlements.
- Maurer, Tim D. & Nitschka, Thomas, 2023.
"Stock market evidence on the international transmission channels of US monetary policy surprises,"
Journal of International Money and Finance, Elsevier, vol. 136(C).
- Tim D. Maurer & Dr. Thomas Nitschka, 2020. "Stock market evidence on the international transmission channels of US monetary policy surprises," Working Papers 2020-10, Swiss National Bank.
- Karau, Sören, 2021. "Monetary policy and Bitcoin," Discussion Papers 41/2021, Deutsche Bundesbank.
- Kerssenfischer, Mark & Schmeling, Maik, 2024.
"What moves markets?,"
Journal of Monetary Economics, Elsevier, vol. 145(C).
- Kerssenfischer, Mark & Schmeling, Maik, 2022. "What moves markets?," Discussion Papers 16/2022, Deutsche Bundesbank.
- Karau, Sören, 2023. "Monetary policy and Bitcoin," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
- Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2016.
"Time-varying Macroeconomic Risk of Real Estate Returns,"
ERES
eres2016_161, European Real Estate Society (ERES).
Cited by:
- Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018. "High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach," Working Papers 201817, University of Pretoria, Department of Economics.
- Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017.
"The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises,"
Working Papers
201712, University of Pretoria, Department of Economics.
- Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017. "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 640-653.
- Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019.
"Price and Volatility Linkages between International REITs and Oil Markets,"
Working Papers
201954, University of Pretoria, Department of Economics.
- Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
- Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020.
"The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange,"
MPRA Paper
103352, University Library of Munich, Germany.
- Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021. "The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 287-329, September.
- Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018. "High Frequency Impact Of Monetary Policy And Macroeconomic Surprises On Us Msas, Aggregate Us Housing Returns And Asymmetric Volatility," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 204-229, December.
- Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015.
"Global Asset Allocation Shifts,"
BIS Working Papers
497, Bank for International Settlements.
Cited by:
- Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018.
"The portfolio of euro area fund investors and ECB monetary policy announcements,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017. "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series 2116, European Central Bank.
- Kábrt, Tomáš & Brůna, Karel, 2022. "Asymmetric effects of foreign capital on income inequality: The case of the Post-China 16 countries," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 613-626.
- Bonizzi, Bruno, 2017.
"Institutional investors’ allocation to emerging markets: A panel approach to asset demand,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 47-64.
- Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
- Jing Chen & Junxiong Fang & Chunqiu Zhang & Yi Zhou, 2023. "Homemade international diversification under economic policy uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 31-62, February.
- Kaufmann, Christoph, 2021.
"Investment funds, monetary policy, and the global financial cycle,"
ESRB Working Paper Series
119, European Systemic Risk Board.
- Christoph Kaufmann, 2023. "Investment Funds, Monetary Policy, and the Global Financial Cycle," Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
- Cenedese, Gino & Elard, Ilaf, 2018.
"Unconventional monetary policy and the portfolio choice of international mutual funds,"
Bank of England working papers
705, Bank of England.
- Cenedese, Gino & Elard, Ilaf, 2021. "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020.
"Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk,"
NBER Working Papers
27927, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2020. "Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk," Research Working Paper RWP 20-08, Federal Reserve Bank of Kansas City.
- Graziano, Marco & Habib, Maurizio Michael, 2024. "Mutual funds and safe government bonds: do returns matter?," Working Paper Series 2931, European Central Bank.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2018.
"Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related? [Borrow cheap, buy high? The determinants of leverage and pricing in buyouts],"
Review of Finance, European Finance Association, vol. 22(1), pages 207-241.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015. "Investor redemptions and fund manager sales of emerging market bonds: how are they related?," BIS Working Papers 509, Bank for International Settlements.
- Milan Szabo, 2022.
"Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?,"
Working Papers
2022/6, Czech National Bank.
- Milan Szabo, 2022. "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1123-1151, November.
- Hasler, Nicole, 2016. "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change 145840, Verein für Socialpolitik / German Economic Association.
- Kroencke, Tim Alexander, 2014.
"Asset Pricing without Garbage,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100476, Verein für Socialpolitik / German Economic Association.
- Tim A. Kroencke, 2017. "Asset Pricing without Garbage," Journal of Finance, American Finance Association, vol. 72(1), pages 47-98, February.
- Kroencke, Tim A., 2013. "Asset pricing without garbage," ZEW Discussion Papers 13-071, ZEW - Leibniz Centre for European Economic Research.
Cited by:
- Valentin Haddad & Tyler Muir, 2021. "Do Intermediaries Matter for Aggregate Asset Prices?," Journal of Finance, American Finance Association, vol. 76(6), pages 2719-2761, December.
- Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022.
"Peso problems in the estimation of the C‐CAPM,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 259-313, January.
- Schrimpf, Paul & Parra-Alvarez, Juan Carlos & Posch, Olaf, 2021. "Peso Problems in the Estimation of the C-CAPM," CEPR Discussion Papers 16299, C.E.P.R. Discussion Papers.
- Elkamhi, Redouane & Jo, Chanik, 2023. "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, Elsevier, vol. 148(3), pages 220-244.
- Christian Schlag & Michael Semenischev & Julian Thimme, 2021. "Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models," Management Science, INFORMS, vol. 67(12), pages 7932-7950, December.
- Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2021.
"Housing Yields,"
Working Papers
2021:21, Department of Economics, University of Venice "Ca' Foscari", revised 2021.
- Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2024. "Housing Yields," Carlo Alberto Notebooks 716 JEL Classification: G, Collegio Carlo Alberto.
- Nam, Eun-Young & Lee, Kiryoung & Jeon, Yoontae, 2021. "Macroeconomic uncertainty shocks and households’ consumption choice," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Bandi, Federico M. & Tamoni, Andrea, 2023. "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, vol. 237(2).
- Zhang, Shaojun, 2016.
"Limited Risk Sharing and International Equity Returns,"
Working Paper Series
2016-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Shaojun Zhang, 2021. "Limited Risk Sharing and International Equity Returns," Journal of Finance, American Finance Association, vol. 76(2), pages 893-933, April.
- Gregory Connor & Robert A. Korajczyk, 2019.
"Semi-strong factors in asset returns,"
Economics Department Working Paper Series
n294-19.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Robert A Korajczyk, 2024. "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 70-93.
- Seda Oz & Steve Fortin, 2023. "Is it time for popcorn? Daily box office earnings and aggregate stock returns," Financial Management, Financial Management Association International, vol. 52(2), pages 375-401, June.
- Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020. "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers 62/2020, Deutsche Bundesbank.
- Chen, Qi-An & Li, Huashi & Lin, Jianyi & Yan, Youliang, 2023. "Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Hitz, Lukas & Mustafi, Ismail H. & Zimmermann, Heinz, 2022. "The pricing of volatility risk in the US equity market," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
- Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2024. "GMM weighting matrices in cross-sectional asset pricing tests," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
- Yukun Liu & Ben Matthies, 2022. "Long‐Run Risk: Is It There?," Journal of Finance, American Finance Association, vol. 77(3), pages 1587-1633, June.
- Schlag, Christian & Semenischev, Michael & Thimme, Julian, 2020. "Predictability and the cross-section of expected returns: A challenge for asset pricing models," SAFE Working Paper Series 289, Leibniz Institute for Financial Research SAFE.
- Lingwei Kong, 2023. "Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models," Papers 2307.14499, arXiv.org.
- Paulo Rogério Faustino Matos, 2019. "The role of household debt and delinquency decisions in consumption-based asset pricing," Annals of Finance, Springer, vol. 15(2), pages 179-203, June.
- Chen, Zhanhui & Yang, Bowen, 2019. "In search of preference shock risks: Evidence from longevity risks and momentum profits," Journal of Financial Economics, Elsevier, vol. 133(1), pages 225-249.
- Borup, Daniel & Schütte, Erik Christian Montes, 2022. "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, vol. 59(PB).
- Po‐Hsuan Hsu & Kai Li & Chi‐Yang Tsou, 2023. "The Pollution Premium," Journal of Finance, American Finance Association, vol. 78(3), pages 1343-1392, June.
- Ashley Lim & Yihui Lan & Sirimon Treepongkaruna, 2020. "Asset pricing and energy consumption risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3813-3850, December.
- Li, Huan, 2020. "Asset pricing with long-run durable expenditure risk," Finance Research Letters, Elsevier, vol. 32(C).
- Mykola Babiak & Roman Kozhan, 2021. "Growth Uncertainty, Rational Learning, and Option Prices," CERGE-EI Working Papers wp682, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Zhi Da & Wei Yang & Hayong Yun, 2016. "Household Production and Asset Prices," Management Science, INFORMS, vol. 62(2), pages 387-409, February.
- de Oliveira Souza, Thiago, 2018. "Red tape asset pricing," Discussion Papers on Economics 8/2018, University of Southern Denmark, Department of Economics.
- Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
- Ferreira, Alex & Matos, Paulo, 2020. "Precautionary risks for an open economy," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 154-167.
- Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.
- Clarke, Charles, 2022. "The level, slope, and curve factor model for stocks," Journal of Financial Economics, Elsevier, vol. 143(1), pages 159-187.
- Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023. "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
- Kroencke, Tim A. & Schindler, Felix & Sebastian, Steffen & Theissen, Erik, 2013.
"GDP mimicking portfolios and the cross-section of stock returns,"
ZEW Discussion Papers
13-026, ZEW - Leibniz Centre for European Economic Research.
Cited by:
- Mikael C. Bergbrant & Patrick J. Kelly, 2015.
"Macroeconomic Expectations and the Size, Value and Momentum Factors,"
Working Papers
w0214, New Economic School (NES).
- Mikael C. Bergbrant & Patrick J. Kelly, 2016. "Macroeconomic Expectations and the Size, Value, and Momentum Factors," Financial Management, Financial Management Association International, vol. 45(4), pages 809-844, December.
- Mikael C. Bergbrant & Patrick J. Kelly, 2015. "Macroeconomic Expectations and the Size, Value and Momentum Factors," Working Papers w0214, Center for Economic and Financial Research (CEFIR).
- Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014.
"Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model,"
MPRA Paper
56965, University Library of Munich, Germany.
- Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 205-232.
- Mikael C. Bergbrant & Patrick J. Kelly, 2015.
"Macroeconomic Expectations and the Size, Value and Momentum Factors,"
Working Papers
w0214, New Economic School (NES).
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011.
"International Diversification Benefits with Foreign Exchange Investment Styles,"
CREATES Research Papers
2011-10, Department of Economics and Business Economics, Aarhus University.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014. "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
- Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011. "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers 11-028, ZEW - Leibniz Centre for European Economic Research.
Cited by:
- Xu, Qifa & Li, Mengting & Jiang, Cuixia, 2021. "Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
- Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022. "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2019. "A comprehensive appraisal of style-integration methods," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 134-150.
- Choi, Jin Ho & Suh, Sangwon, 2021. "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Wagner, Alexander F. & Schrimpf, Paul & Petzev, Ivan, 2015.
"Has the Pricing of Stocks Become More Global?,"
CEPR Discussion Papers
10966, C.E.P.R. Discussion Papers.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015. "Has the Pricing of Stocks Become More Global?," Swiss Finance Institute Research Paper Series 15-48, Swiss Finance Institute, revised Apr 2016.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016. "Has the pricing of stocks become more global?," BIS Working Papers 560, Bank for International Settlements.
- Sakemoto, Ryuta, 2018. "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, vol. 24(C), pages 256-262.
- Malliaris, A.G. & Malliaris, Mary, 2011. "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper 35261, University Library of Munich, Germany.
- Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
- Vanja Piljak & Laurens Swinkels, 2017. "Fundamental indexation for developed, emerging, and frontier government bond markets," Journal of Asset Management, Palgrave Macmillan, vol. 18(5), pages 405-420, September.
- Balbás, Alejandro & Laborda Herrero, Ricardo, 2017. "Interest Rate Future Quality Options and Negative Interest Rates," IC3JM - Estudios = Working Papers 24859, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
- Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022.
"The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures,"
Post-Print
hal-03881976, HAL.
- Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022. "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, vol. 28(C).
- Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle, 2021.
"The risk premia of energy futures,"
Energy Economics, Elsevier, vol. 102(C).
- Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2021. "The Risk Premia of Energy Futures," Post-Print hal-03312959, HAL.
- Kwas, Marek & Beckmann, Joscha & Rubaszek, Michał, 2024. "Are consensus FX forecasts valuable for investors?," International Journal of Forecasting, Elsevier, vol. 40(1), pages 268-284.
- Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021.
"Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016. "Dynamic Global Currency Hedging," CREATES Research Papers 2016-03, Department of Economics and Business Economics, Aarhus University.
- Dahlquist, Magnus & Hasseltoft, Henrik, 2020. "Economic momentum and currency returns," Journal of Financial Economics, Elsevier, vol. 136(1), pages 152-167.
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016.
"Currency Value,"
CEPR Discussion Papers
11324, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017. "Currency Value," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Opie, Wei & Riddiough, Steven J., 2020. "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, vol. 136(3), pages 780-805.
- Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024.
"Currency Risk Premiums Redux,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 356-408.
- Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023. "Currency risk premiums redux?," Temi di discussione (Economic working papers) 1415, Bank of Italy, Economic Research and International Relations Area.
- Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, July.
- Laborda, Ricardo, 2018. "Optimal combination of currency strategies," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 129-140.
- Dagfinn Rime & Andreas Schrimpf, 2013. "The anatomy of the global FX market through the lens of the 2013 Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
- Raúl Álvarez del Castillo Penna & José Antonio Núñez Mora & Leovardo Mata Mata, 2018. "Foreign Exchange Strategies Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(2), pages 195-245, Abril-Jun.
- Li, Danyang & Zhang, Zhekai & Cerrato, Mario, 2023. "Factor investing and currency portfolio management," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Alla Petukhina & Simon Trimborn & Wolfgang Karl Härdle & Hermann Elendner, 2021.
"Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(11), pages 1825-1853, November.
- Alla Petukhina & Simon Trimborn & Wolfgang Karl Hardle & Hermann Elendner, 2020. "Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies," Papers 2009.04461, arXiv.org, revised Sep 2020.
- Dupuy, Philippe & James, Jessica & Marsh, Ian W., 2021. "Attractive and non-attractive currencies," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
- Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek, 2022. "Boosting carry with equilibrium exchange rate estimates," Working Paper Series 2731, European Central Bank.
- Eriksen, Jonas N., 2019. "Cross-sectional return dispersion and currency momentum," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 91-108.
- Cenedese, Gino, 2015. "Safe haven currencies: a portfolio perspective," Bank of England working papers 533, Bank of England.
- Chen, Chih-Nan & Lin, Chien-Hsiu, 2020. "The sources of pricing factors underlying the cross-section of currency returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 250-265.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
Working Papers
2020-009, Department of Research, Ipag Business School.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
- David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren, 2022. "Global equity fund performance adjusted for equity and currency factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1535-1565, April.
- Mengting Li & Qifa Xu & Cuixia Jiang & Qinna Zhao, 2023. "The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 37-57, March.
- Melk C. Bucher, 2020. "Conditional currency hedging," Financial Management, Financial Management Association International, vol. 49(4), pages 897-923, December.
- Choi, Jae Hoon & Song, Seongho, 2022. "Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Schindler, Felix & Kröncke, Tim-Alexander, 2011.
"International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48705, Verein für Socialpolitik / German Economic Association.
- Kroencke, Tim A. & Schindler, Felix, 2012. "International diversification with securitized real estate and the veiling glare from currency risk," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
- Kroencke, Tim Alexander & Schindler, Felix, 2011. "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers 11-012, ZEW - Leibniz Centre for European Economic Research.
Cited by:
- Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2018. "The Anatomy of Public and Private Real Estate Return Premia," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 500-523, April.
- Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016. "Diversification with volatility products," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 213-235.
- Halil I. Memis & Steffen Sebastian, 2020. "Währungsabsicherung bei Immobilienaktien außerhalb des Euroraums [Currency hedging for real estate investments outside the Eurozone]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 6(1), pages 47-63, April.
- Auer, Benjamin R. & Schuhmacher, Frank, 2016. "Do socially (ir)responsible investments pay? New evidence from international ESG data," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 51-62.
- Kröncke, Tim-Alexander & Schindler, Felix, 2011. "Bedeutung von Immobilieninvestments in internationalen Anlageportfolios," ZEW Wachstums- und Konjunkturanalysen, ZEW - Leibniz Centre for European Economic Research, vol. 14(2), pages 10-11.
- Kyriakou, Maria I. & Babalos, Vassilios & Kiohos, Apostolos & Koulakiotis, Athanasios, 2020. "Feedback trading strategies and long-term volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 181-189.
- Azra Zaimovic & Adna Omanovic & Almira Arnaut-Berilo, 2021. "How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature," JRFM, MDPI, vol. 14(11), pages 1-30, November.
- Auer, Benjamin R. & Schuhmacher, Frank, 2013. "Performance hypothesis testing with the Sharpe ratio: The case of hedge funds," Finance Research Letters, Elsevier, vol. 10(4), pages 196-208.
- Frédéric Blanc-Brude & Timothy Whittaker & Simon Wilde, 2017. "Searching for a listed infrastructure asset class using mean–variance spanning," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(2), pages 137-179, May.
- Du, Jiangze & Wang, Jying-Nan & Hsu, Yuan-Teng & Lai, Kin Keung, 2018. "The importance of hedging currency risk: Evidence from CNY and CNH," Economic Modelling, Elsevier, vol. 75(C), pages 81-92.
- Kroencke, Tim Alexander & Schindler, Felix, 2010.
"Downside risk optimization in securitized real estate markets,"
ZEW Discussion Papers
10-034, ZEW - Leibniz Centre for European Economic Research.
Cited by:
- Ayub, Usman & Shah, Syed Zulfiqar Ali & Abbas, Qaisar, 2015. "Robust analysis for downside risk in portfolio management for a volatile stock market," Economic Modelling, Elsevier, vol. 44(C), pages 86-96.
- Morano, Pierluigi & Tajani, Francesco, 2018. "Saving soil and financial feasibility. A model to support public-private partnerships in the regeneration of abandoned areas," Land Use Policy, Elsevier, vol. 73(C), pages 40-48.
- Refk Selmi, 2023.
"Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities,"
Economics Bulletin, AccessEcon, vol. 43(2), pages 1111-1121.
- Refk Selmi, 2023. "Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities," Post-Print hal-04133736, HAL.
- Daniel Wurstbauer & Wolfgang Schäfers, 2015. "Inflation hedging and protection characteristics of infrastructure and real estate assets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(1), pages 19-44, February.
- Muhammad Najib Razali, 2011. "Portfolio Optimisation Model for Malaysian Property Market," ERES eres2011_131, European Real Estate Society (ERES).
Articles
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021.
"The FOMC Risk Shift,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
See citations under working paper version above.
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2018.
"The Anatomy of Public and Private Real Estate Return Premia,"
The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 500-523, April.
Cited by:
- Eduard Hromada & Tomáš Krulický, 2021. "Investing in Real Estate in the Czech Republic and Analyzing the Dependence of Profitability and Technical and Socio-Economic Factors," Sustainability, MDPI, vol. 13(18), pages 1-12, September.
- Tim A. Kroencke, 2017.
"Asset Pricing without Garbage,"
Journal of Finance, American Finance Association, vol. 72(1), pages 47-98, February.
See citations under working paper version above.
- Kroencke, Tim Alexander, 2014. "Asset Pricing without Garbage," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100476, Verein für Socialpolitik / German Economic Association.
- Kroencke, Tim A., 2013. "Asset pricing without garbage," ZEW Discussion Papers 13-071, ZEW - Leibniz Centre for European Economic Research.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014.
"International Diversification Benefits with Foreign Exchange Investment Styles,"
Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
See citations under working paper version above.
- Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011. "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers 2011-10, Department of Economics and Business Economics, Aarhus University.
- Kroencke, Tim Alexander & Schindler, Felix & Schrimpf, Andreas, 2011. "International diversification benefits with foreign exchange investment styles," ZEW Discussion Papers 11-028, ZEW - Leibniz Centre for European Economic Research.
- Kroencke, Tim A. & Schindler, Felix, 2012.
"International diversification with securitized real estate and the veiling glare from currency risk,"
Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1851-1866.
See citations under working paper version above.
- Kroencke, Tim Alexander & Schindler, Felix, 2011. "International diversification with securitized real estate and the veiling glare from currency risk," ZEW Discussion Papers 11-012, ZEW - Leibniz Centre for European Economic Research.
- Schindler, Felix & Kröncke, Tim-Alexander, 2011. "International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48705, Verein für Socialpolitik / German Economic Association.
Books
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More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (4) 2013-06-16 2015-02-22 2019-10-14 2021-03-15
- NEP-IFN: International Finance (3) 2011-03-26 2011-03-26 2011-04-30
- NEP-MON: Monetary Economics (2) 2019-10-14 2021-03-15
- NEP-RMG: Risk Management (2) 2010-07-17 2021-03-15
- NEP-CBA: Central Banking (1) 2021-03-15
- NEP-CFN: Corporate Finance (1) 2011-04-30
- NEP-HRM: Human Capital and Human Resource Management (1) 2013-12-29
- NEP-LAB: Labour Economics (1) 2013-12-29
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