IDEAS home Printed from https://ideas.repec.org/e/pkr192.html

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

Hochschule für Wirtschaft
Fachhochschule Nordwestschweiz

Olten, Switzerland
http://www.fhnw.ch/wirtschaft
RePEc:edi:hwfagch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
  2. 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).
  3. Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.
  4. Kroencke, Tim Alexander, 2014. "Asset Pricing without Garbage," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100476, Verein für Socialpolitik / German Economic Association.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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

  1. Tim A. Kroencke, 2025. "Robust Inference for Consumption-Based Asset Pricing with Power," Critical Finance Review, now publishers, vol. 14(1), pages 129-178, March.
  2. Pascal Böni & Tim A. Kroencke & Florin P. Vasvari, 2025. "The UBS‐Credit Suisse Merger: Helvetia's Gift," Journal of Applied Corporate Finance, Morgan Stanley, vol. 37(2), pages 104-121, March.
  3. Ardia, David & Guidotti, Emanuele & Kroencke, Tim A., 2024. "Efficient estimation of bid–ask spreads from open, high, low, and close prices," Journal of Financial Economics, Elsevier, vol. 161(C).
  4. Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.
  5. Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
  6. 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.
  7. Tim A. Kroencke, 2017. "Asset Pricing without Garbage," Journal of Finance, American Finance Association, vol. 72(1), pages 47-98, February.
  8. Felix Schindler & Peter Westerheide & Tim-Alexander Kroencke, 2014. "Editorial," Journal of Property Research, Taylor & Francis Journals, vol. 31(3), pages 181-182, September.
  9. 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.
  10. 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.

Chapters

  1. Pascal Böni & Tim Kröncke, 2025. "Mastering Investment Myths: A Recapitulation," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 111-117, Springer.
  2. Pascal Böni & Tim Kröncke, 2025. "Prologue," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 1-8, Springer.
  3. Pascal Böni & Tim Kröncke, 2025. "The Alpha Portfolio," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 87-97, Springer.
  4. Pascal Böni & Tim Kröncke, 2025. "The Risk-Free Investment," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 99-109, Springer.
  5. Pascal Böni & Tim Kröncke, 2025. "Principles of Evidence-Based Investing," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 61-65, Springer.
  6. Pascal Böni & Tim Kröncke, 2025. "The Global Market Portfolio," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 67-86, Springer.
  7. Pascal Böni & Tim Kröncke, 2025. "The Performance of Simplicity," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 9-12, Springer.
  8. Pascal Böni & Tim Kröncke, 2025. "Ten Common Investing Myths Laid Bare," Springer Books, in: The Evidence-Based Investor, chapter 0, pages 13-60, Springer.

Books

  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.
  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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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.
  1. NEP-MAC: Macroeconomics (4) 2013-06-16 2015-02-22 2019-10-14 2021-03-15
  2. NEP-IFN: International Finance (3) 2011-03-26 2011-03-26 2011-04-30
  3. NEP-MON: Monetary Economics (2) 2019-10-14 2021-03-15
  4. NEP-RMG: Risk Management (2) 2010-07-17 2021-03-15
  5. NEP-CBA: Central Banking (1) 2021-03-15
  6. NEP-CFN: Corporate Finance (1) 2011-04-30
  7. NEP-HRM: Human Capital and Human Resource Management (1) 2013-12-29
  8. NEP-LAB: Labour Economics (1) 2013-12-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Tim A. Kroencke should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.