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Tim Kroencke
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Asset pricing without garbage
TA Kroencke
The Journal of Finance 72 (1), 47-98, 2017
1352017
International diversification benefits with foreign exchange investment styles
TA Kroencke, F Schindler, A Schrimpf
Review of Finance 18 (5), 1847-1883, 2014
1062014
International diversification benefits with foreign exchange investment styles
TA Kroencke, F Schindler, A Schrimpf
Review of Finance 18 (5), 1847-1883, 2014
1062014
The FOMC risk shift
TA Kroencke, M Schmeling, A Schrimpf
Journal of Monetary Economics 120, 21-39, 2021
652021
Global asset allocation shifts
TA Kroencke, M Schmeling, A Schrimpf
Available at SSRN 2584871, 2015
312015
Global asset allocation shifts
TA Kroencke, M Schmeling, A Schrimpf
Available at SSRN 2584871, 2015
312015
International diversification with securitized real estate and the veiling glare from currency risk
TA Kroencke, F Schindler
Journal of International Money and Finance 31 (7), 1851-1866, 2012
262012
Efficient estimation of bid-ask spreads from open, high, low, and close prices
D Ardia, E Guidotti, TA Kroencke
High, Low, and Close Prices (July 23, 2021), 2021
112021
On robust inference for consumption-based asset pricing
T Kroencke
Available at SSRN, 2020
11*2020
The anatomy of public and private real estate return Premia
TA Kroencke, F Schindler, BI Steininger
The Journal of Real Estate Finance and Economics 56, 500-523, 2018
112018
Wirtschaftsfaktor Immobilien 2013: Gesamtwirtschaftliche Bedeutung der Immobilienwirtschaft
M Voigtländer, R Henger, H Haas, M Schier, L Jaroszek, TA Kröncke, ...
ZEW Gutachten/Forschungsberichte, 2013
112013
Recessions and the stock market
TA Kroencke
Journal of Monetary Economics 131, 61-77, 2022
102022
A skeptical appraisal of robust asset pricing tests
TA Kroencke, J Thimme
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2021
92021
Time-varying macroeconomic risk of real estate returns
TA Kroencke, F Schindler, BI Steininger
23rd Annual European Real Estate Society Conference, 2016
82016
GDP mimicking portfolios and the cross-section of stock returns
TA Kroencke, F Schindler, SP Sebastian, E Theissen
Available at SSRN 2258348, 2013
82013
Return and risk of human capital contracts
TA Kroencke, G Muehler, M Sprietsma
ZEW-Centre for European Economic Research Discussion Paper, 2013
52013
The UBS-Credit Suisse Merger: Helvetia’s Gift
P Böni, TA Kroencke, FP Vasvari
Available at SSRN 4486417, 2023
42023
Delegated risk-taking
TA Kroencke, C Salva
Available at SSRN 4022540, 2022
32022
Auswirkungen von Basel III auf die Immobilienfinanzierung in Deutschland
TA Kröncke, F Schindler, P Westerheide, B Steininger
BBSR (Bundesinstitut für Bau-, Stadt-und Raumforschung), BBSR-Online …, 2014
32014
How much real estate is in listed real estate
TA Kroenke, F Schindler, BI Steininger
Working Paper, 10.10, 2013
32013
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