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Axel Grossmann
Axel Grossmann
Verified email at georgiasouthern.edu
Title
Cited by
Cited by
Year
The dynamics of exchange rate volatility: A panel VAR approach
A Grossmann, I Love, AG Orlov
Journal of International Financial Markets, Institutions and Money 33, 1-27, 2014
1832014
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?
A Grossmann, T Ozuna, MW Simpson
Journal of International Financial Markets, Institutions and Money 17 (4 …, 2007
882007
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list
A Grossmann, L Mooney, M Dugan
Journal of Business Research 95, 232-241, 2019
352019
The impact of deviation from relative purchasing power parity equilibrium on US foreign direct investment
A Grossmann, MW Simpson, CJ Brown
The Quarterly Review of Economics and Finance 49 (2), 521-550, 2009
322009
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
MW Simpson, A Grossmann
International Journal of Finance & Economics 16 (4), 375-392, 2011
212011
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis
MW Simpson, A Grossmann
Journal of Corporate Finance 46, 307-319, 2017
162017
Exchange rate misalignments in frequency domain
A Grossmann, AG Orlov
International Review of Economics & Finance 24, 185-199, 2012
162012
A panel‐regressions investigation of exchange rate volatility
A Grossmann, AG Orlov
International Journal of Finance & Economics 19 (4), 303-326, 2014
152014
Forward premium anomaly of the British pound and the euro
A Grossmann, AA Lee, MW Simpson
International Review of Financial Analysis 34, 140-156, 2014
142014
Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-bretton woods period
A Grossmann, MW Simpson, T Ozuna
Journal of Economics and Finance 38, 235-268, 2014
132014
Forecasting the Yen/US Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model
A Grossmann, MW Simpson
Journal of Asian Economics 21 (5), 476-484, 2010
132010
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward …
MW Simpson, A Grossmann
The North American Journal of Economics and Finance 28, 221-238, 2014
112014
Expanding a US portfolio internationally: ADRs, their underlying assets, and ETFs
A Grossmann, SL Beach
Financial Services Review 19 (2), 163, 2010
102010
Economic policy uncertainty and ADR mispricing
A Grossmann, T Ngo
Journal of Multinational Financial Management 55, 100627, 2020
82020
The impact of exchange rate deviations from relative PPP equilibrium on the US demand for foreign equities
A Grossmann, C Paul, MW Simpson
Journal of International Money and Finance 77, 57-76, 2017
72017
Exchange rate misalignments, capital flows and volatility
A Grossmann, AG Orlov
The North American Journal of Economics and Finance 60, 101640, 2022
62022
Predictability of the US Dollar Index using a US export and import price index-based relative PPP model
A Grossmann, MW Simpson
Journal of Economics and Finance 35, 417-433, 2011
62011
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing
A Grossmann, T Ngo
Research in International Business and Finance 62, 101714, 2022
52022
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
A Grossmann, DG McMillan
Journal of International Financial Markets, Institutions and Money 20 (4 …, 2010
52010
An analysis of finance journal accessibility: Author inclusivity and journal quality
A Grossmann, A Lee
Journal of Banking & Finance 138, 106427, 2022
42022
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