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~person:"Grossmann, Axel"
~subject:"Kaufkraftparität"
~subject:"Share price"
~subject:"Volatility"
~type:"article"
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Kaufkraftparität
Share price
Volatility
Exchange rate
17
Wechselkurs
17
Purchasing power parity
14
Estimation
9
Schätzung
9
Forecasting model
7
Prognoseverfahren
7
US dollar
6
US-Dollar
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Theory
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USA
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Volatilität
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ARCH model
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Currency derivative
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Deviations from PPP
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Exchange rate policy
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Exchange rate volatility
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Exchange rates
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Forecasting
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Overvaluation and undervaluation
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Panel
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Relative purchasing power parity
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15
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Grossmann, Axel
Bahmani-Oskooee, Mohsen
95
Hegerty, Scott W.
29
Hsing, Yu
24
Belke, Ansgar
18
MacDonald, Ronald
17
Pierdzioch, Christian
15
Caporale, Guglielmo Maria
14
Tiwari, Aviral Kumar
14
Arize, Augustine Chuck
13
Couharde, Cécile
13
Harvey, Hanafiah
13
Aftab, Muhammad
12
Chinn, Menzie David
12
Gupta, Rangan
12
Mignon, Valérie
12
Rashid, Abdul
12
Sarno, Lucio
12
Sosvilla-Rivero, Simón
12
Gros, Daniel
11
Neely, Christopher J.
11
Simpson, Marc W.
11
Beine, Michel
10
Ben Omrane, Walid
10
Cheung, Yin-Wong
10
Kim, Suk-Joong
10
McMillan, David G.
10
Rodriguez, Gabriel
10
Schnabl, Gunther
10
Speight, Alan E. H.
10
Égert, Balázs
10
Bénassy-Quéré, Agnès
9
Kočenda, Evžen
9
McKenzie, Michael D.
9
Narayan, Paresh Kumar
9
Nouira, Ridha
9
Rose, Andrew
9
Serenis, Dimitrios
9
Taylor, Mark P.
9
Aggarwal, Raj
8
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International journal of finance & economics : IJFE
2
Journal of economics and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Applied financial economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of multinational financial management
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Research in international business and finance
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ECONIS (ZBW)
15
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1
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Research in international business and finance
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014462207
Saved in:
2
Exchange rate misalignments, capital flows and volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013449109
Saved in:
3
The asymmetric impact of currency purchasing power imparities on ADR mispricing
Grossmann, Axel
;
Ngo, Thanh
;
Simpson, Marc W.
- In:
Journal of multinational financial management
42/43
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011927905
Saved in:
4
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
Grossmann, Axel
;
Paul, Chris W.
;
Simpson, Marc W.
- In:
Journal of international money and finance
77
(
2017
),
pp. 57-76
Persistent link: https://www.econbiz.de/10011788092
Saved in:
5
An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals
Grossmann, Axel
;
Paul, Chris W.
;
Simpson, Marc W.
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3280-3312
Persistent link: https://www.econbiz.de/10011774750
Saved in:
6
The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel
;
Love, Inessa
;
Orlov, Alexei G.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
Saved in:
7
Forward premium anomaly of the British pound and the euro
Grossmann, Axel
;
Lee, Allissa A.
;
Simpson, Marc W.
- In:
International review of financial analysis
34
(
2014
),
pp. 140-156
Persistent link: https://www.econbiz.de/10010528461
Saved in:
8
A panel-regressions investigation of exchange rate volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 303-326
Persistent link: https://www.econbiz.de/10010471892
Saved in:
9
Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel
;
Simpson, Marc W.
;
Ozuna, Teofilo
- In:
Journal of economics and finance
38
(
2014
)
2
,
pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
Saved in:
10
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel
;
Paul, Chris W.
;
Simpson, Marc W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
Saved in:
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