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Publications

by members of

Institut d'analyse financière (IAF)
Faculté des sciences économiques (FSE)
Université de Neuchâtel
Neuchâtel, Switzerland

(Institute of financial analysis, Faculty of Economics, University of Neuchatel)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2021

  1. Alexander Cuntz & Matthias Sahli, 2021. "Intermediary Liability and Trade in Follow-on Innovation," IRENE Working Papers 21-11, IRENE Institute of Economic Research.

2019

  1. Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.

2016

  1. 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).

2015

  1. Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.

2013

  1. 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.
  2. Kroencke, Tim A., 2013. "Asset pricing without garbage," ZEW Discussion Papers 13-071, ZEW - Leibniz Centre for European Economic Research.
  3. 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.

2011

  1. 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.
  2. 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.

2010

  1. 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.

Journal articles

2022

  1. Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.

2021

  1. Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.

2018

  1. 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.

2017

  1. Tim A. Kroencke, 2017. "Asset Pricing without Garbage," Journal of Finance, American Finance Association, vol. 72(1), pages 47-98, February.

2014

  1. Felix Schindler & Peter Westerheide & Tim-Alexander Kroencke, 2014. "Editorial," Journal of Property Research, Taylor & Francis Journals, vol. 31(3), pages 181-182, September.
  2. 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.

2012

  1. 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.

Books

2013

  1. 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, September.
  2. 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, September.

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