Christian Pierdzioch : Citation Profile


Are you Christian Pierdzioch?

Helmut Schmidt Universität Hamburg

13

H index

16

i10 index

739

Citations

RESEARCH PRODUCTION:

156

Articles

108

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 32
   Journals where Christian Pierdzioch has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 83 (10.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi123
   Updated: 2020-07-04    RAS profile: 2020-06-20    
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Relations with other researchers


Works with:

GUPTA, RANGAN (42)

Risse, Marian (10)

Wohar, Mark (9)

Demirer, Riza (8)

Balcilar, Mehmet (7)

Fritsche, Ulrich (6)

Reid, Monique (4)

Gkillas (Gillas), Konstantinos (4)

Reitz, Stefan (3)

Döpke, Jörg (2)

Selmi, Refk (2)

Chang, Tsangyao (2)

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

Is cited by:

GUPTA, RANGAN (68)

Wohar, Mark (19)

Balcilar, Mehmet (16)

Selmi, Refk (15)

bouoiyour, jamal (15)

Demirer, Riza (15)

Kose, Ayhan (14)

Tsuchiya, Yoichi (13)

Belke, Ansgar (13)

Prasad, Eswar (12)

Tiwari, Aviral (12)

Cites to:

Rogoff, Kenneth (124)

Obstfeld, Maurice (116)

GUPTA, RANGAN (99)

Campbell, John (69)

Timmermann, Allan (68)

Bollerslev, Tim (53)

Wohar, Mark (51)

Diebold, Francis (47)

Pesaran, M (40)

Andersen, Torben (37)

Baur, Dirk (37)

Main data


Where Christian Pierdzioch has published?


Journals with more than one article published# docs
Applied Economics Letters14
International Economics and Economic Policy7
Economics Bulletin7
Economics Letters7
Review of World Economics (Weltwirtschaftliches Archiv)5
International Review of Economics & Finance5
The North American Journal of Economics and Finance5
Finance Research Letters4
Applied Economics4
International Economic Journal4
The European Journal of Finance4
The Quarterly Review of Economics and Finance4
Journal of International Money and Finance4
Resources Policy4
Credit and Capital Markets3
Review of International Economics3
German Economic Review3
Applied Financial Economics3
Empirical Economics3
Journal of Economics and Business2
Economic Modelling2
Global Finance Journal2
Macroeconomic Dynamics2
Journal of International Financial Markets, Institutions and Money2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2
International Journal of Forecasting2
Journal of Applied Statistics2
Scottish Journal of Political Economy2
Applied Financial Economics Letters2
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift fr Wirtschafts- und Sozialwissenschaften2
Swiss Journal of Economics and Statistics (SJES)2
International Review of Financial Analysis2
Journal of Policy Modeling2

Working Papers Series with more than one paper published# docs
Kiel Working Papers / Kiel Institute for the World Economy (IfW)37
Working Papers / University of Pretoria, Department of Economics27
Discussion Papers / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics12
Macroeconomics and Finance Series / University of Hamburg, Department of Socioeconomics4
MPRA Paper / University Library of Munich, Germany3
Working Papers / Stellenbosch University, Department of Economics3
Kiel Discussion Papers / Kiel Institute for the World Economy (IfW)2
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
WHU Working Paper Series - Economics Group / WHU - Otto Beisheim School of Management2

Recent works citing Christian Pierdzioch (2020 and 2019)


YearTitle of citing document
2018Analyzing Short-Run and Long-Run Causality between FDI Inflows, Labor Productivity and Education in Pakistan. (2018). Serfraz, Ayesha . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:36-59.

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2020Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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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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2019The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076.

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2018Inflation Expectations as a Policy Tool?. (2018). Pedemonte, Mathieu ; Kumar, Saten ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: Working Papers. RePEc:aut:wpaper:201906.

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2018Marshall-Lerner Condition and the Balance of Payments Constrained Growth: The Spanish Case. (2018). Sastre, Luis . In: Review of Economics & Finance. RePEc:bap:journl:180303.

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2019Cross-country differences in the size of venture capital financing rounds: a machine learning approach. (2019). Taboga, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1243_19.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2018Improving equity premium forecasts by incorporating structural break uncertainty. (2018). Tian, Jing ; Zhou, Qing. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:619-656.

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2019Does Financial Integration Reduce Output Volatility? New Evidence from Cross‐Country Data. (2019). Rath, Badri Narayan ; Rao, Tripati D ; Sahoo, Pradipta Kumar. In: Economic Papers. RePEc:bla:econpa:v:38:y:2019:i:1:p:41-55.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2018Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile. (2018). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:825.

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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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2019A two-stage DEA model to evaluate the efficiency of countries at the Rio 2016 Olympic Games. (2019). Gontijo, Tiago Silveira ; Gonalves, Carlos Alberto ; de Cssio, Alexandre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00922.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2018Inflation Expectation Dynamics: A Structural Long-run Analysis for Turkey. (2018). Aykaç Alp, Elçin ; Biyik, Zeynep. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-43.

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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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2018Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2018On the formation of inflation expectations in turbulent times: The case of the euro area. (2018). Paloviita, Maritta ; Łyziak, Tomasz. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:132-139.

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2019Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244.

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2020Do forecasters of major exchange rates herd?. (2020). Frenkel, Michael ; Rulke, Jan-Christoph ; Mauch, Matthias. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:214-221.

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2018Does the stock market really cause unemployment? A cross-country analysis. (2018). Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:34-43.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Nonlinear dynamics of gold and the dollar. (2020). Yu, Jishuang ; Guo, Yongxiu ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300577.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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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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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184.

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2020The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Yang, Dongxiao ; Cai, Guixin ; Zhang, Hao. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302061.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2019Is anti-herding behavior spurious?. (2019). Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Lahmiri, Salim. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:379-383.

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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2020Inflation expectations as a policy tool?. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Pedemonte, Mathieu ; Kumar, Saten. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300167.

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2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

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2019The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

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2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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2019Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies. (2019). Loungani, Prakash ; Jalles, Joao ; Ball, Laurence. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1131-1142.

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2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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2019Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726.

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2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2018Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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2019Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398.

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2019Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Chen, Jinyu ; Zhong, Meirui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

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2019Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests. (2019). Apergis, Nicholas ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:603-616.

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2019Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:66-76.

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2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market. (2019). Kumar, Satish ; Eraslan, Veysel ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:20.

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2019Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

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2019Time-varying effect of the financialization of nonferrous metals markets on Chinas industrial sector. (2019). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Ying-Zhe. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718302812.

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2019Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

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2019The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337.

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2019Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:81-88.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019Differential market reactions to pre and post Brexit referendum. (2019). Bashir, Usman ; Abbas, Ghulam ; Ali, Ahmed ; Hussain, Muntazir ; Yu, Yugang ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:151-158.

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2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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2017The long-run relationship between precious metal prices and the business cycle. (2017). Kucher, Oleg ; McCoskey, Suzanne . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:263-275.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2019The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

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2018The economic value of business cycle forecasts for potential investors – Evidence from Germany. (2018). Dopke, Jorg ; Tegtmeier, Lars ; Muller, Karsten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:445-461.

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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). Gupta, Rangan ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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2019Forecasting the market return direction based on a time-varying probability density model. (2019). Peng, Yiqing ; Gu, Wentao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:148:y:2019:i:c:s0040162519310741.

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2019Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:erg:wpaper:1337.

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2019A Nonparametric Evaluation of the Optimality of German Export and Import Growth Forecasts under Flexible Loss. (2019). Behrens, Christoph. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:93-:d:265705.

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2020Asymmetric Loss Functions for Contract Capacity Optimization. (2020). Zhang, Feng ; Chen, Binbin ; Zhu, Kunhuang ; Lin, Jun-Lin. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3123-:d:372390.

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2019Heavy Metals: Might as Well Jump. (2019). Wilmot, Neil. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:33-:d:240663.

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2020Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach. (2020). Tsolas, Ioannis E. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:87-:d:352268.

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2020Daily Photovoltaic Power Generation Forecasting Model Based on Random Forest Algorithm for North China in Winter. (2020). Meng, Ming ; Song, Chenge. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2247-:d:332026.

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2019The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-02071921.

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2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02507184.

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2018Intraday realised volatility forecasting and announcements. (2018). Vortelinos, Dimitrios I. In: International Journal of Banking, Accounting and Finance. RePEc:ids:injbaf:v:9:y:2018:i:1:p:88-118.

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2017Verifying time inconsistency of the ECB monetary policy by means of a regime-switching approach. (2017). Beccarini, Andrea . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:2:d:10.1007_s10663-016-9316-8.

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2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

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2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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2018Dissecting long-run and short-run causalities between monetary policy and stock prices. (2018). Belke, Ansgar ; Wiedmann, Marcel . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:4:d:10.1007_s10368-018-0413-y.

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2019On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. (2019). Meyer, Tim. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:3:d:10.1007_s11146-017-9637-9.

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2018Does the major market influence transfer? Alternative effect on Asian stock markets. (2018). Lin, Luke. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0658-5.

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2019Мета-аналіз: ефект fx-інтервенцій на валютний курс. (2019). Артем Огарков, ; Дмитро Круковець, ; Денис Клиновський, ; Соломія Бричка, . In: Suchasni ekonomichni doslidzhennja. RePEc:kse:chasop:v:2:y:2019:i:1:p:24-47.

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2019Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate. (2019). Oharkov, Artem ; Krukovets, Dmytro ; Klynovskyi, Denys ; Brychka, Solomiia. In: Modern Economic Studies. RePEc:kse:modern:v:2:y:2019:i:1:p:24-44.

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2018Fat Tails, Value at Risk, and the Palladium Returns. (2018). Ding, Jianhua ; Guo, Bin. In: Journal of Applied Management and Investments. RePEc:ods:journl:v:7:y:2018:i:2:p:95-103.

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2019Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3.

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2018Populism and the economics of globalization. (2018). Rodrik, Dani. In: Journal of International Business Policy. RePEc:pal:joibpo:v:1:y:2018:i:1:d:10.1057_s42214-018-0001-4.

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

Christian Pierdzioch is editor of


Journal
International Economics and Economic Policy

Works by Christian Pierdzioch:


YearTitleTypeCited
2011Survey Forecasts and Money Demand Functions: Some International Evidence In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article1
2011Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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2012Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment In: Review of Economics & Finance.
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article0
2012Forecasting Housing Approvals in Australia: Do Forecasters Herd? In: Australian Economic Review.
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article0
2010Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy In: Economic Notes.
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article1
2008Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States In: The Financial Review.
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article2
2012Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? In: German Economic Review.
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article3
2004Business Cycle Volatility in Germany In: German Economic Review.
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article19
2002Business Cycle Volatility in Germany.(2002) In: Kiel Working Papers.
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2005Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies In: German Economic Review.
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article5
2002Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank In: Perspektiven der Wirtschaftspolitik.
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article1
2007Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* In: Review of International Economics.
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article0
2009Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier In: Review of International Economics.
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article0
2012A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding In: Review of International Economics.
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article3
2012A note on forecasting emerging market exchange rates: Evidence of anti-herding.(2012) In: Discussion Papers.
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paper
2004FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION In: Scottish Journal of Political Economy.
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article1
2002Financial Market Integration and Business Cycle Volatility in a Monetary Union.(2002) In: Kiel Working Papers.
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2011DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE In: Scottish Journal of Political Economy.
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article3
2009Low Skill but High Volatility? In: CESifo Working Paper Series.
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paper2
2014LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION In: Macroeconomic Dynamics.
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article3
2016USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics.
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article0
2014Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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article0
2016Volunteering, Match Quality, and Internet Use In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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article0
2011Scattered Fiscal Forecasts In: Economics Bulletin.
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article0
2011Contagious speculative bubbles: A note on the Greek sovereign debt crisis In: Economics Bulletin.
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article4
2012On the determinants of sporting success – A note on the Olympic Games In: Economics Bulletin.
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article1
2012Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality In: Economics Bulletin.
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article0
2016A quantile-regression test of economic models of volunteer labor supply In: Economics Bulletin.
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article0
2017Animal spirits, the stock market, and the unemployment rate: Some evidence for German data In: Economics Bulletin.
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article2
2016Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data.(2016) In: Macroeconomics and Finance Series.
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paper
2017Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System In: Economics Bulletin.
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article0
2013Do inflation targets anchor inflation expectations? In: Economic Modelling.
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article13
2018Testing the optimality of inflation forecasts under flexible loss with random forests In: Economic Modelling.
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article1
2014Central banks’ interest rate projections and forecast coordination In: The North American Journal of Economics and Finance.
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article0
2016A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance.
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article3
2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees In: The North American Journal of Economics and Finance.
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article9
2018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ In: The North American Journal of Economics and Finance.
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article7
2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
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article4
2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
[Citation analysis]
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paper
2012On the loss function of the Bank of Canada: A note In: Economics Letters.
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article5
2012Forecasting stock prices: Do forecasters herd? In: Economics Letters.
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article4
2012Who believes in the Taylor principle? Evidence from the Livingston survey In: Economics Letters.
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article0
2015Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries In: Economics Letters.
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article3
2016On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters.
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article21
2015On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
1997An analytical approximation of target zone exchange rate functions: the technique of collocation In: Economics Letters.
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article2
2004Modeling the intensity of foreign exchange intervention activity In: Economics Letters.
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article6
2016Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems.
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article0
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
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paper
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
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2008Economic and financial crises and the predictability of U.S. stock returns In: Journal of Empirical Finance.
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article6
2006Economic and Financial Crises and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper.
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paper
2010New evidence of anti-herding of oil-price forecasters In: Energy Economics.
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article17
2010New Evidence of Anti-Herding of Oil-Price Forecasters.(2010) In: WHU Working Paper Series - Economics Group.
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paper
2008Real-time macroeconomic data and ex ante stock return predictability In: International Review of Financial Analysis.
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article0
2013Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis.
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article0
2015Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters.
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article9
2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
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article2
2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters.
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article4
2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2006Business-cycle fluctuations and international equity correlations In: Global Finance Journal.
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article11
2008Investing in European stock markets for high-technology firms In: Global Finance Journal.
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article0
2005Investing in European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 0
paper
2004The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan In: Journal of International Financial Markets, Institutions and Money.
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article17
2002The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan.(2002) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 17
paper
2009Changes in the international comovement of stock returns and asymmetric macroeconomic shocks In: Journal of International Financial Markets, Institutions and Money.
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article35
2015Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding In: International Journal of Forecasting.
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article7
2012Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding.(2012) In: Macroeconomics and Finance Series.
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This paper has another version. Agregated cites: 7
paper
2017Predicting recessions with boosted regression trees In: International Journal of Forecasting.
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article7
2015Predicting Recessions With Boosted Regression Trees.(2015) In: Working Papers.
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paper
2011Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding In: Japan and the World Economy.
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article0
2013Forecasting metal prices: Do forecasters herd? In: Journal of Banking & Finance.
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article13
2012Forecasting metal prices: Do forecasters herd?.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
1999The Value of Waiting: Russias Integration into the International Capital Markets In: Journal of Comparative Economics.
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1998The value of waiting: Russias integration into the international capital markets.(1998) In: Kiel Working Papers.
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paper
2005Noise trading and delayed exchange rate overshooting In: Journal of Economic Behavior & Organization.
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article3
2008Forecasting stock market volatility with macroeconomic variables in real time In: Journal of Economics and Business.
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article10
2006Forecasting stock market volatility with macroeconomic variables in real time.(2006) In: Discussion Paper Series 2: Banking and Financial Studies.
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paper
2011The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data In: Journal of Economics and Business.
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article0
2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance.
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article3
2019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss.(2019) In: Working Papers.
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paper
1999The term structure of interest rates in a sticky-price target zone model In: Journal of International Money and Finance.
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article4
2005Financial openness and business cycle volatility In: Journal of International Money and Finance.
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article98
2002Financial Openness and Business Cycle Volatility.(2002) In: Kiel Working Papers.
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paper
2009Efficiency wages, financial market integration, and the fiscal multiplier In: Journal of International Money and Finance.
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article1
2004Capital mobility and the effectiveness of fiscal policy in open economies In: Journal of Macroeconomics.
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article8
2003Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies.(2003) In: Kiel Working Papers.
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paper
2005The integration of imperfect financial markets: Implications for business cycle volatility In: Journal of Policy Modeling.
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article18
2003The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility.(2003) In: Kiel Working Papers.
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paper
2006The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? In: Journal of Policy Modeling.
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article4
2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy.
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article1
2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy.
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article3
2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
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article38
2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
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article0
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
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2007Exchange rates, interventions, and the predictability of stock returns in Japan In: Journal of Multinational Financial Management.
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article1
2019Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? In: Physica A: Statistical Mechanics and its Applications.
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article0
2006Politics and the stock market: Evidence from Germany In: European Journal of Political Economy.
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2004Politics and the Stock Market: Evidence from Germany.(2004) In: Kiel Working Papers.
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2005Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities reaction functions In: The Quarterly Review of Economics and Finance.
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2013A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality In: The Quarterly Review of Economics and Finance.
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2014The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance.
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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance.
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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers.
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2005The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility In: International Review of Economics & Finance.
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2003The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility.(2003) In: Kiel Working Papers.
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2008Financial market integration, labor markets, and macroeconomic policies In: International Review of Economics & Finance.
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2010The business cycle and the equity risk premium in real time In: International Review of Economics & Finance.
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article2
2015On the directional accuracy of forecasts of emerging market exchange rates In: International Review of Economics & Finance.
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article4
2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance.
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article3
2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers.
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2004On the determinants of small and large foreign exchange market interventions: The case of the Japanese interventions in the 1990s In: Review of Financial Economics.
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article3
2016Inflation forecasts and forecaster herding: Evidence from South African survey data In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article2
2014Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers.
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paper
2014Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers.
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2011The Financial Crisis and the Stock Markets of the CEE Countries In: Czech Journal of Economics and Finance (Finance a uver).
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article7
2013A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality In: Economies.
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article2
2012House Price Forecasts, Forecaster Herding, and the Recent Crisis In: International Journal of Financial Studies.
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article0
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability.
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2020Investor Happiness and Predictability of the Realized Volatility of Oil Price.(2020) In: Working Papers.
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2011On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts In: Post-Print.
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2012On the internal consistency of short-term, medium-term and long-term oil price forecasts.(2012) In: Applied Economics.
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2011On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts.(2011) In: WHU Working Paper Series - Economics Group.
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2012Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: Macroeconomics and Finance Series.
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2015Predicting Recessions in Germany With Boosted Regression Trees In: Macroeconomics and Finance Series.
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paper2
1999Exchange Rate Target Zones and Stock Price Volatility. In: International Journal of Finance & Economics.
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article0
2003Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2010Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article1
2007International equity flows and the predictability of US stock returns In: Journal of Forecasting.
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article3
2006International Equity Flows and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper.
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2013A Note on Corruption and National Olympic Success In: Atlantic Economic Journal.
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article2
2010Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 In: Financial Markets and Portfolio Management.
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article0
2014Change of editorial assistant In: International Economics and Economic Policy.
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