Dirk Baur : Citation Profile


Are you Dirk Baur?

Kühne Logistics University (90% share)
Australian National University (10% share)

15

H index

20

i10 index

1671

Citations

RESEARCH PRODUCTION:

20

Articles

24

Papers

RESEARCH ACTIVITY:

   13 years (2001 - 2014). See details.
   Cites by year: 128
   Journals where Dirk Baur has often published
   Relations with other researchers
   Recent citing documents: 447.    Total self citations: 15 (0.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba317
   Updated: 2020-05-16    RAS profile: 2014-12-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Dirk Baur.

Is cited by:

GUPTA, RANGAN (87)

lucey, brian (52)

Nguyen, Duc Khuong (49)

Pierdzioch, Christian (42)

Czudaj, Robert (35)

Beckmann, Joscha (31)

Reboredo, Juan (30)

Tiwari, Aviral (30)

Mensi, walid (27)

Hammoudeh, Shawkat (27)

Wohar, Mark (26)

Cites to:

Baig, Taimur (16)

Goldfajn, Ilan (16)

Pericoli, Marcello (15)

Sbracia, Massimo (15)

Engle, Robert (13)

Corsetti, Giancarlo (12)

Fry-McKibbin, Renee (12)

Jagannathan, Ravi (12)

lucey, brian (11)

Martin, Vance (11)

Dungey, Mardi (11)

Main data


Where Dirk Baur has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney9
The Institute for International Integration Studies Discussion Paper Series / IIIS9
Tbinger Diskussionsbeitrge / University of Tbingen, School of Business and Economics2

Recent works citing Dirk Baur (2018 and 2017)


YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Santucci de Magistris, Paolo ; Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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2017Flight to Safety from European Stock Markets. (2017). Christiansen, Charlotte ; Aslanidis, Nektarios. In: CREATES Research Papers. RePEc:aah:create:2017-38.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2017Price Volatility Modelling – Wheat: GARCH Model Application. (2017). Ermak, M ; Maitah, M ; Malec, K. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276061.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1612.06200.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

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2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2017A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect?. (2017). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:1705.00535.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan. In: Papers. RePEc:arx:papers:1706.01437.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

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2020Conditional Correlations and Principal Regression Analysis for Futures. (2019). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine. In: Papers. RePEc:arx:papers:1912.12354.

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2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

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2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: BIS Working Papers. RePEc:bis:biswps:619.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2019Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2019). Oosterlinck, Kim ; van Hoang, Thi Hong ; Gallaishamonno, Georges. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:3:p:1048-1072.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2018Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112.

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2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Ferrando, Laura. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:2:p:212-242.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

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2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2017Comparing behavioural heterogeneity across asset classes. (2017). ter Ellen, Saskia ; Hommes, Cars. In: Working Paper. RePEc:bno:worpap:2017_12.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2018Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:11:n:5.

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2018Markov-switching quantile autoregression: a Gibbs sampling approach. (2018). Luger, Richard ; Liu, Xiaochun ; Richard, LUGER ; Xiaochun, Liu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4.

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2019Think again: volatility asymmetry and volatility persistence. (2019). Thomas, Dimpfl ; Dirk, Baur. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:19:n:4.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2017Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles. (2017). Smilyanov, Georgi ; Cauwels, Peter ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1727.

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2019Globalización y desigualdad: el caso del fútbol internacional. (2019). Gaviria, Alejandro ; Gregory, Alejandro ; Valbuena, Nicolas. In: Documentos CEDE. RePEc:col:000089:017487.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: Working Papers. RePEc:crt:wpaper:1806.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2018Inflation Expectations and Monetary Policy Surprises. (2018). Zachariadis, Marios ; Michis, Antonis A. In: Working Papers. RePEc:cyb:wpaper:2018-1.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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2017On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach. (2017). el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00370.

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2017Gold as inflation and exchange rate hedge: The case of India. (2017). Gautam, Vikash ; Kumar, Amrendra . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00692.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2019The systematic risk of gold at different time-scales. (2019). Michis, Antonis A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00547.

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2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

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2020Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047.

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2017Water Gain: As a Common Good Becomes a Financial Opportunity. (2017). Fiorelli, Cristiana ; Mele, Marco . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-82.

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2017An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. (2017). Pitoska, Electra ; Tsilikas, Charalampos ; Giannarakis, Grigoris ; KATARACHIA, Androniki . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-16.

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2017Construction of an Optimum Currency Area Index Anchored to the Gold Dinar: The Case of Selected Islamic Countries. (2017). Agustiar, Memet ; Djafar, Fariastuti . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-8.

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2017Forecasting Gold Price with Auto Regressive Integrated Moving Average Model. (2017). Tripathy, Nalini Prava . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-41.

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2018Gold - Silver Nexus: A Threshold Cointegration Approach. (2018). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-28.

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2018An Analysis of Gold Futures as an Alternative Asset: Evidence from India. (2018). Jaiswal, Ritika ; Uchil, Rashmi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-21.

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2020Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks. (2020). Wulandari, Yulita ; Hartono, Ulil ; Musdholifah, Musdholifah. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-13.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2019Stock and bond returns correlation in Korea: Local versus global risk during crisis periods. (2019). Ho, Young ; Fang, Zhongzheng ; Park, Keehwan. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818303282.

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2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets. (2017). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:112-120.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Volatility transmission to the fine wine market. (2020). le Fur, Eric ; Lefur, Eric ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2019Network-based asset allocation strategies. (2019). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan ; Vrost, Tomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:516-536.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019Financial contagion across major stock markets: A study during crisis episodes. (2019). Bensaida, Ahmed ; Benmim, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201.

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2019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46.

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2019Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Gulolu, Bulent ; Soylu, Pinar Kaya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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2019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2019The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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More than 100 citations found, this list is not complete...

Works by Dirk Baur:


YearTitleTypeCited
2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold In: The Financial Review.
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article524
2007Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold.(2007) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 524
paper
2009Multivariate contagion and interdependence In: Journal of Asian Economics.
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article26
2014Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control.
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article21
2005Coexceedances in financial markets--a quantile regression analysis of contagion In: Emerging Markets Review.
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article73
2012Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance.
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article52
2012Stock return autocorrelations revisited: A quantile regression approach.(2012) In: University of Tübingen Working Papers in Business and Economics.
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This paper has another version. Agregated cites: 52
paper
2009Flights and contagion--An empirical analysis of stock-bond correlations In: Journal of Financial Stability.
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article93
2006Multivariate market association and its extremes In: Journal of International Financial Markets, Institutions and Money.
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article15
2009Financial market stability--A test In: Journal of International Financial Markets, Institutions and Money.
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article6
2002Purchasing power parity: Granger causality tests for the yen-dollar exchange rate In: Japan and the World Economy.
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article29
2005Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate.(2005) In: International Finance.
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This paper has another version. Agregated cites: 29
paper
2001Purchasing power parity: Granger causality tests for the yen-dollar exchange rate.(2001) In: Tübinger Diskussionsbeiträge.
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This paper has another version. Agregated cites: 29
paper
2010Is gold a safe haven? International evidence In: Journal of Banking & Finance.
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article426
Is gold a safe haven? International evidence.() In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 426
paper
2012Financial contagion and the real economy In: Journal of Banking & Finance.
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article98
2010Financial Contagion and the Real Economy.(2010) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 98
paper
2013The structure and degree of dependence: A quantile regression approach In: Journal of Banking & Finance.
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article73
2012The Structure and Degree of Dependence - A Quantile Regression Approach.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 73
paper
2006Return and volatility linkages between the US and the German stock market In: Journal of International Money and Finance.
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article59
2011Explanatory mining for gold: Contrasting evidence from simple and multiple regressions In: Resources Policy.
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article24
2003Testing for contagion--mean and volatility contagion In: Journal of Multinational Financial Management.
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article25
2014Gold mining companies and the price of gold In: Review of Financial Economics.
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article4
2013The autumn effect of gold In: Research in International Business and Finance.
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article18
2006ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers.
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paper5
2010Stock-bond co-movements and cross-country linkages In: International Journal of Banking, Accounting and Finance.
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article10
2007Stock-bond co-movements and cross-country linkages.(2007) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 10
paper
2006Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations In: The Institute for International Integration Studies Discussion Paper Series.
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paper14
2007Does the Mobility of Football Players Influence the Success of the National Team? In: The Institute for International Integration Studies Discussion Paper Series.
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paper6
2008How Bad Must Conditions Be To Make Investors Flee? In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2008House Prices and Economic Risks - Are Irish Households Rational? In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2009The Benefits of Financial Markets: A Case Study of European Football Clubs In: The Institute for International Integration Studies Discussion Paper Series.
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paper3
2012Safe Haven Assets and Investor Behaviour Under Uncertainty In: The Institute for International Integration Studies Discussion Paper Series.
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paper6
2012Safe Haven Assets and Investor Behavior Under Uncertainty.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2011Do Football Clubs Benefit from Initial Public Offerings? In: International Journal of Sport Finance.
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article4
2009Momentum in the Irish stock market In: Applied Economics Letters.
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article0
2012No Puzzle: The Foreign Exchange Exposure of Australian Firms In: Working Paper Series.
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paper1
2012State-dependent Momentum in International Stock Markets In: Working Paper Series.
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paper0
2012An Empirical Analysis of Australian Gold Mining Firms In: Working Paper Series.
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paper0
2012The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises In: Working Paper Series.
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paper23
2012The Destruction of a Safe Haven Asset? In: Working Paper Series.
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paper15
2012A Gold Bubble? In: Working Paper Series.
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paper13
2014The Stock Market, the Real Economy and Contagion In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2002The persistence and asymmetry of time-varying correlations In: Tübinger Diskussionsbeiträge.
[Full Text][Citation analysis]
paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team