Thomas Dimpfl : Citation Profile


Are you Thomas Dimpfl?

Eberhard-Karls-Universität Tübingen

7

H index

6

i10 index

206

Citations

RESEARCH PRODUCTION:

21

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 25
   Journals where Thomas Dimpfl has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 12 (5.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi551
   Updated: 2019-10-15    RAS profile: 2019-08-08    
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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 Thomas Dimpfl.

Is cited by:

Shen, Dehua (6)

Golosnoy, Vasyl (4)

Panagiotidis, Theodore (4)

Robe, Michel (4)

Baruník, Jozef (4)

Kočenda, Evžen (3)

Tan, Chih Ming (3)

Lau, Chi Keung (3)

Vacha, Lukas (3)

Salisu, Afees (3)

Bianconi, Marcelo (3)

Cites to:

Diebold, Francis (24)

Bollerslev, Tim (23)

Andersen, Torben (19)

Campbell, John (13)

Jagannathan, Ravi (12)

Irwin, Scott (11)

Corsi, Fulvio (10)

Engle, Robert (10)

Jung, Robert (10)

Shleifer, Andrei (8)

Baur, Dirk (8)

Main data


Where Thomas Dimpfl has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
International Review of Financial Analysis2
Energy Economics2

Working Papers Series with more than one paper published# docs
University of Tuebingen Working Papers in Economics and Finance / University of Tuebingen, Faculty of Economics and Social Sciences4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Thomas Dimpfl (2019 and 2018)


YearTitle of citing document
2018Ranking Causal Influence of Financial Markets via Directed Information Graphs. (2018). Diamandis, Theo ; Goldsmith, Andrea ; Murin, Yonathan. In: Papers. RePEc:arx:papers:1801.06896.

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2018Predictive modeling of stock indices closing from web search trends. (2018). R, Arjun ; Kr, Suprabha. In: Papers. RePEc:arx:papers:1804.01676.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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2018Does 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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2019The Anatomy of a Cryptocurrency Pump-and-Dump Scheme. (2018). Xu, Jiahua ; Livshits, Benjamin. In: Papers. RePEc:arx:papers:1811.10109.

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2017Retail Investor Attention and IPO Valuation. (2017). , Hugh ; Hegde, Shantaram P ; de Cesari, Amedeo. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:691-727.

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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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2019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Akanni, Lateef ; Azeez, Rasheed O. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks. (2019). Darn, Olivier ; Charles, Amlie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00117.

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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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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2019Portfolio diversification with virtual currency: Evidence from bitcoin. (2019). Saadi, Samir ; Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:431-437.

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2018Effects of investor attention on commodity futures markets. (2018). Kou, YI ; Wang, Xiaolin ; Zhao, Feng ; Ye, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:190-195.

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2018Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach. (2018). Guo, Peng ; You, Wanhai ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:251-258.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Semi-strong efficiency of Bitcoin. (2018). Ibáñez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265.

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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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2019Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:208-220.

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2019Cryptocurrency-portfolios in a mean-variance framework. (2019). Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:259-264.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212.

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2018The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility. (2018). Behrendt, Simon ; Schmidt, Alexander . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:355-367.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2019Production and dissemination of corporate information in social media: A review. (2019). Luo, Yan ; Li, Yutao ; Lei, Lijun. In: Journal of Accounting Literature. RePEc:eee:joacli:v:42:y:2019:i:c:p:29-43.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2019Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India. (2019). Biswal, Pratap Chandra ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:501-507.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2018A generative model for the collective attention of the Chinese stock market investors. (2018). Liu, Jian-Guo ; Yu, Chang-Rui ; Yang, Zhen-Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1175-1182.

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2018Stock market information flow: Explanations from market status and information-related behavior. (2018). Lu, Jingen ; Liu, Xiaoxing ; Chen, Xiaohong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:837-848.

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2019Information flow between Ibovespa and constituent companies. (2019). Jale, Jader S ; Stoi, Borko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:233-239.

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2019Intra-day dynamics of exchange rates: New evidence from quantile regression. (2019). Kuck, Konstantin ; Maderitsch, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:247-257.

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2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279.

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2019The impact of tail risk on stock market returns: The role of market sentiment. (2019). Chevapatrakul, Thanaset ; Yao, Kai ; Xu, Zhongxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:289-301.

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2019Black swan events in Chinas stock markets: Intraday price behaviors on days of volatility. (2019). Lin, Wen-Yuan ; Tsai, I-Chun ; I-Chun Tsai, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:395-411.

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2019Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index. (2019). Gebka, Bartosz ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:1-25.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

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2018Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2018Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650.

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2018A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06.

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2018Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45.

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2018Stock Market Contagion: a New Approach. (2018). Lyócsa, Štefan ; Horvath, Roman ; Lyocsa, Tefan. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9481-4.

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2018Nowcasting and the Use of Big Data in Short-Term Macroeconomic Forecasting: A Critical Review. (2018). Richardson, Pete. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2018_505-506_4.

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2018Structural Volatility Impulse Response Function and Asymptotic Inference. (2018). Liu, Xiaochun. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:2:p:316-339..

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2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

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2019The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin. (2019). Astuti, Riska ; Nadia, Fazira ; Dwi, Astuti Riska. In: MPRA Paper. RePEc:pra:mprapa:93052.

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2019Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). Roubaud, David ; Gupta, Rangan ; Bouri, Elie ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201965.

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2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2018Investors’ attention and overpricing of IPO: an empirical study on China’s growth enterprise market. (2018). Huang, Hailiang ; Zhang, Yingying ; Li, Yanhong . In: Information Systems and e-Business Management. RePEc:spr:infsem:v:16:y:2018:i:4:d:10.1007_s10257-017-0351-1.

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2018Some stylized facts of the cryptocurrency market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:55:p:5950-5965.

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2018How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns. (2018). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:139-169.

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2019Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests. (2019). Oxley, Les ; Lang, Chunlin ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/12.

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2019Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; Hou, Yang ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/13.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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Works by Thomas Dimpfl:


YearTitleTypeCited
2016Can Internet Search Queries Help to Predict Stock Market Volatility? In: European Financial Management.
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article8
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries In: German Economic Review.
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article0
2013Using transfer entropy to measure information flows between financial markets In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2016Price discovery in the markets for credit risk: a Markov switching approach In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2019Think again: volatility asymmetry and volatility persistence In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2018Asymmetric volatility in cryptocurrencies In: Economics Letters.
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article4
2012Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance.
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article46
2012Stock return autocorrelations revisited: A quantile regression approach.(2012) In: University of Tuebingen Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 46
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2018Analyzing volatility transmission using group transfer entropy In: Energy Economics.
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article0
2018The asymmetric return-volatility relationship of commodity prices In: Energy Economics.
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article0
2014A note on cointegration of international stock market indices In: International Review of Financial Analysis.
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article0
2019Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume In: International Review of Financial Analysis.
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article0
2018Bitcoin, gold and the US dollar – A replication and extension In: Finance Research Letters.
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article30
2014The impact of the financial crisis on transatlantic information flows: An intraday analysis In: Journal of International Financial Markets, Institutions and Money.
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article15
2017Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets.
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article1
2016Googling gold and mining bad news In: Resources Policy.
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article4
2019Group transfer entropy with an application to cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
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article0
2011The impact of US news on the German stock market—An event study analysis In: The Quarterly Review of Economics and Finance.
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article6
2016Labor income risk and households’ risky asset holdings In: Studies in Economics and Finance.
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article0
2011Financial market spillovers around the globe In: Global Financial Markets Working Paper Series.
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paper2
2012Using transfer entropy to measure information flows between financial markets In: SFB 649 Discussion Papers.
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paper4
2015Price discovery in the markets for credit risk: A Markov switching approach In: SFB 649 Discussion Papers.
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paper0
2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach In: Computational Economics.
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article0
2012Financial market spillovers around the globe In: Applied Financial Economics.
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article14
2012State-dependent Momentum in International Stock Markets In: Working Paper Series.
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paper0
2019Price discovery in bitcoin spot or futures? In: Journal of Futures Markets.
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article1
2011Can internet search queries help to predict stock market volatility? In: CFR Working Papers.
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paper51
2011Can Internet search queries help to predict stock market volatility?.(2011) In: University of Tuebingen Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2014The impact of the financial crisis on transatlantic information flows: An intraday analysis In: University of Tuebingen Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper15
2014Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis In: University of Tuebingen Working Papers in Economics and Finance.
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paper0
2015A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
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