19
H index
41
i10 index
1619
Citations
Christian Pierdzioch : Citation Profile
Helmut Schmidt Universität Hamburg | RESEARCH PRODUCTION: 186 Articles 164 Papers 2 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1997 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Pierdzioch. | Is cited by:
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Main data
Where Christian Pierdzioch has published?
Recent works citing Christian Pierdzioch (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87. Full description at Econpapers || Download paper | |
| 2022 | Interaction Effect of Capital Controls and Macroeconomic Policies. (2022). Zehri, Chokri. In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:1:p:15-33. Full description at Econpapers || Download paper | |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
| 2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper | |
| 2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
| 2022 | Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650. Full description at Econpapers || Download paper | |
| 2022 | Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489. Full description at Econpapers || Download paper | |
| 2022 | Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students. (2022). Riyanto, Yohanes ; Hanaki, Nobuyuki ; Corgnet, Brice ; Bao, Te ; Zhu, Jiahua ; Okada, Katsuhiko . In: ISER Discussion Paper. RePEc:dpr:wpaper:1156. Full description at Econpapers || Download paper | |
| 2022 | Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14. Full description at Econpapers || Download paper | |
| 2022 | Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355. Full description at Econpapers || Download paper | |
| 2022 | Fiscal policy and uncertainty. (2022). Wolff, Jonathan ; Jerow, Sam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002627. Full description at Econpapers || Download paper | |
| 2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
| 2022 | Enhancing green economic recovery through green bonds financing and energy efficiency investments. (2022). Sadiq, Muhammad ; Tran, Trung Kien ; Chau, Ka Yin ; Zhao, Linhai ; Hien, Thi Thu ; My, Nguyen Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:488-501. Full description at Econpapers || Download paper | |
| 2022 | Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250. Full description at Econpapers || Download paper | |
| 2023 | ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509. Full description at Econpapers || Download paper | |
| 2022 | Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923. Full description at Econpapers || Download paper | |
| 2022 | Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China. (2022). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002242. Full description at Econpapers || Download paper | |
| 2022 | Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523. Full description at Econpapers || Download paper | |
| 2022 | Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559. Full description at Econpapers || Download paper | |
| 2022 | The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x. Full description at Econpapers || Download paper | |
| 2022 | Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255. Full description at Econpapers || Download paper | |
| 2022 | The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities. (2022). Liu, Lanfeng ; Wu, Zhouheng ; Yuan, Shenguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001541. Full description at Econpapers || Download paper | |
| 2022 | Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607. Full description at Econpapers || Download paper | |
| 2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper | |
| 2023 | The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978. Full description at Econpapers || Download paper | |
| 2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204. Full description at Econpapers || Download paper | |
| 2023 | A bootstrap-based efficiency test of growth and inflation forecasts for Germany. (2023). Pierdzioch, Christian. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s016517652300054x. Full description at Econpapers || Download paper | |
| 2022 | Trade openness, financial openness, and macroeconomic volatility. (2022). Yao, Chi ; Jiang, Yiqing ; Ma, Yong. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000820. Full description at Econpapers || Download paper | |
| 2022 | Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000413. Full description at Econpapers || Download paper | |
| 2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper | |
| 2022 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x. Full description at Econpapers || Download paper | |
| 2022 | Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128. Full description at Econpapers || Download paper | |
| 2022 | Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Umar, Muhammad ; Chen, Zhonglu ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001141. Full description at Econpapers || Download paper | |
| 2022 | Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165. Full description at Econpapers || Download paper | |
| 2022 | Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153. Full description at Econpapers || Download paper | |
| 2022 | Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979. Full description at Econpapers || Download paper | |
| 2022 | Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237. Full description at Econpapers || Download paper | |
| 2022 | The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic. (2022). Zhang, Hongwei ; Ma, Feng ; Niu, Zibo. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002791. Full description at Econpapers || Download paper | |
| 2022 | Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x. Full description at Econpapers || Download paper | |
| 2022 | Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Pienaar, Daniel ; Epni, Ouzhan. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723. Full description at Econpapers || Download paper | |
| 2022 | Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893. Full description at Econpapers || Download paper | |
| 2022 | Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175. Full description at Econpapers || Download paper | |
| 2022 | An oil futures volatility forecast perspective on the selection of high-frequency jump tests. (2022). Ma, Feng ; Lu, Xinjie ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200487x. Full description at Econpapers || Download paper | |
| 2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
| 2023 | Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196. Full description at Econpapers || Download paper | |
| 2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper | |
| 2022 | Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers || Download paper | |
| 2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
| 2022 | A novel crude oil price trend prediction method: Machine learning classification algorithm based on multi-modal data features. (2022). Mensah, Isaac Adjei ; Li, Xiuming ; Sun, Mei ; He, Huizi. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221029558. Full description at Econpapers || Download paper | |
| 2022 | The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective. (2022). Wang, Yizhi ; Chen, Yongfei ; Zhang, Jiahao ; Wei, YU. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222018485. Full description at Econpapers || Download paper | |
| 2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
| 2022 | Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114. Full description at Econpapers || Download paper | |
| 2022 | Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond. (2022). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200093x. Full description at Econpapers || Download paper | |
| 2022 | News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454. Full description at Econpapers || Download paper | |
| 2022 | Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095. Full description at Econpapers || Download paper | |
| 2022 | Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?. (2022). Jalkh, Naji ; Klein, Tony ; Bouri, Elie ; Zhang, Zhengyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002782. Full description at Econpapers || Download paper | |
| 2022 | The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models. (2022). Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003684. Full description at Econpapers || Download paper | |
| 2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
| 2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper | |
| 2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
| 2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
| 2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187. Full description at Econpapers || Download paper | |
| 2022 | The determinants of positive feedback trading behaviors in Bitcoin markets. (2022). Lee, Ming-Chih ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002014. Full description at Econpapers || Download paper | |
| 2022 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002063. Full description at Econpapers || Download paper | |
| 2022 | Can Bitcoin Investors Profit from Predictions by Crypto Experts?. (2022). Walther, Thomas ; Gerritsen, Dirk. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003081. Full description at Econpapers || Download paper | |
| 2022 | Can skewness predict CNY-CNH spread?. (2022). Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003925. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical risk and bank stability. (2022). Iyke, Bernard Njindan ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004402. Full description at Econpapers || Download paper | |
| 2022 | Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets. (2022). Naoui, Kamel ; Arfaoui, Nadia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100444x. Full description at Econpapers || Download paper | |
| 2022 | Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451. Full description at Econpapers || Download paper | |
| 2022 | Global tail risk and oil return predictability. (2022). Ma, Feng ; Lu, Xinjie ; Zeng, Qing ; Qian, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001027. Full description at Econpapers || Download paper | |
| 2022 | COVID-19 and the Economy: Summary of research and future directions. (2022). Simkins, Betty J ; Iyer, Subramanian Rama. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001131. Full description at Econpapers || Download paper | |
| 2022 | The Impact of the Infectious diseases and Commodity on Stock Markets. (2022). Wen, Fenghua ; Liu, Wenhua ; Min, Feng ; Chen, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001441. Full description at Econpapers || Download paper | |
| 2022 | Quantile connectedness and spillovers analysis between oil and international REIT markets. (2022). Nekhili, Ramzi ; Mensi, Walid ; Kang, Sanghoon. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001775. Full description at Econpapers || Download paper | |
| 2022 | Switching connectedness between real estate investment trusts, oil, and gold markets. (2022). Vo, Xuan Vinh ; Ugolini, Andrea ; Reboredo, Juan C ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003361. Full description at Econpapers || Download paper | |
| 2022 | Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Zaremba, Adam ; Demir, Ender ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003981. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occams window approach. (2022). Chen, Yongfei ; Wei, YU ; Shang, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004482. Full description at Econpapers || Download paper | |
| 2022 | Contagious diseases and gold: Over 700 years of evidence from quantile regressions. (2022). GUPTA, RANGAN ; Shiba, Sisa ; Nel, Jacobus ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004573. Full description at Econpapers || Download paper | |
| 2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper | |
| 2023 | Digital art and non-fungible-token: Bubble or revolution?. (2023). Aliano, Mauro ; Boido, Claudio. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005578. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022. Full description at Econpapers || Download paper | |
| 2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper | |
| 2022 | When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns. (2022). Demir, Ender ; Long, Huaigang ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001236. Full description at Econpapers || Download paper | |
| 2022 | Deep learning for modeling the collection rate for third-party buyers. (2022). Hochstotter, Markus ; Fabozzi, Frank J ; Rezazadeh, Hani ; Nazemi, Abdolreza. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:240-252. Full description at Econpapers || Download paper | |
| 2022 | Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566. Full description at Econpapers || Download paper | |
| 2023 | Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790. Full description at Econpapers || Download paper | |
| 2023 | The FOMC’s new individual economic projections and macroeconomic theories. (2023). Arai, Natsuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000705. Full description at Econpapers || Download paper | |
| 2022 | The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Christian Pierdzioch is editor of
| Journal | |
|---|---|
| International Economics and Economic Policy |
Christian Pierdzioch has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Christian Pierdzioch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Survey Forecasts and Money Demand Functions: Some International Evidence In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 1 |
| 2011 | Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Full Text][Citation analysis] | article | 0 |
| 2012 | Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Forecasting Housing Approvals in Australia: Do Forecasters Herd? In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2008 | Real?Time Forecasting and Political Stock Market Anomalies: Evidence for the United States In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
| 2012 | Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? In: German Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2012 | Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?.(2012) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2004 | Business Cycle Volatility in Germany In: German Economic Review. [Full Text][Citation analysis] | article | 29 |
| 2004 | Business Cycle Volatility in Germany.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2002 | Business Cycle Volatility in Germany.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2005 | Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies In: German Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2005 | Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies.(2005) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2002 | Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 1 |
| 2007 | Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Labor?Market Search, Financial Market Integration, and the Fiscal Multiplier In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
| 2012 | A note on forecasting emerging market exchange rates: Evidence of anti-herding.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2004 | FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
| 2002 | Financial Market Integration and Business Cycle Volatility in a Monetary Union.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | DOES THE ECB HAVE A TIME?INCONSISTENCY PROBLEM? A NOTE In: Scottish Journal of Political Economy. [Citation analysis] | article | 3 |
| 2022 | Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data† In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
| 2020 | Collective Decision-making: FIFA from the Perspective of Public Choice In: The Economists' Voice. [Full Text][Citation analysis] | article | 2 |
| 2020 | Uncertainty and Forecasts of U.S. Recessions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2017 | Uncertainty and Forecasts of U.S. Recessions.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2009 | Low Skill but High Volatility? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2016 | USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Zur 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. [Full Text][Citation analysis] | article | 0 |
| 2016 | Volunteering, Match Quality, and Internet Use In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Full Text][Citation analysis] | article | 0 |
| 2015 | Volunteering, match quality, and internet use.(2015) In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Scattered Fiscal Forecasts In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Contagious speculative bubbles: A note on the Greek sovereign debt crisis In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2012 | On the determinants of sporting success – A note on the Olympic Games In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2012 | Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | A quantile-regression test of economic models of volunteer labor supply In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | Animal spirits, the stock market, and the unemployment rate: Some evidence for German data In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2016 | Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data.(2016) In: Macroeconomics and Finance Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | Law of one price: BigMac versus Fortnite - A Note In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2021 | Law of one price: BigMac versus Fortnite - A note.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Do inflation targets anchor inflation expectations? In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
| 2018 | Testing the optimality of inflation forecasts under flexible loss with random forests In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2014 | Central banks’ interest rate projections and forecast coordination In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2016 | Are 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. [Full Text][Citation analysis] | article | 19 |
| 2019 | Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 29 |
| 2018 | Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2012 | On the loss function of the Bank of Canada: A note In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2012 | Forecasting stock prices: Do forecasters herd? In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2012 | Who believes in the Taylor principle? Evidence from the Livingston survey In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2016 | On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 2015 | On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 1997 | An analytical approximation of target zone exchange rate functions: the technique of collocation In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2004 | Modeling the intensity of foreign exchange intervention activity In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2016 | Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems. [Full Text][Citation analysis] | article | 2 |
| 2014 | Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Economic and financial crises and the predictability of U.S. stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2006 | Economic and Financial Crises and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2021 | Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | New evidence of anti-herding of oil-price forecasters In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
| 2010 | New Evidence of Anti-Herding of Oil-Price Forecasters.(2010) In: WHU Working Paper Series - Economics Group. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2021 | OPEC news and jumps in the oil market In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2020 | OPEC News and Jumps in the Oil Market.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy. [Full Text][Citation analysis] | article | 10 |
| 2021 | Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2008 | Real-time macroeconomic data and ex ante stock return predictability In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2015 | Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 14 |
| 2017 | On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2019 | The 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] | article | 11 |
| 2018 | The 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: 11 | paper | |
| 2019 | On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2016 | On 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: 6 | paper | |
| 2020 | Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
| 2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2020 | Forecasting realized gold volatility: Is there a role of geopolitical risks? In: Finance Research Letters. [Full Text][Citation analysis] | article | 51 |
| 2019 | Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2021 | A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters. [Full Text][Citation analysis] | article | 20 |
| 2020 | A Note on Investor Happiness and the Predictability of Realized Volatility of Gold.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2021 | Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters. [Full Text][Citation analysis] | article | 17 |
| 2022 | Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2021 | Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2006 | Business-cycle fluctuations and international equity correlations In: Global Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 2008 | Investing in European stock markets for high-technology firms In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2005 | Investing in European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 19 |
| 2002 | The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2009 | Changes in the international comovement of stock returns and asymmetric macroeconomic shocks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 41 |
| 2015 | Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2012 | Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding.(2012) In: Macroeconomics and Finance Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2017 | Predicting recessions with boosted regression trees In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2015 | Predicting Recessions With Boosted Regression Trees.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2011 | Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding In: Japan and the World Economy. [Full Text][Citation analysis] | article | 1 |
| 2013 | Forecasting metal prices: Do forecasters herd? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2012 | Forecasting metal prices: Do forecasters herd?.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 1999 | The Value of Waiting: Russias Integration into the International Capital Markets In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
| 1998 | The value of waiting: Russias integration into the international capital markets.(1998) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Noise trading and delayed exchange rate overshooting In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
| 2008 | Forecasting stock market volatility with macroeconomic variables in real time In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 13 |
| 2006 | Forecasting stock market volatility with macroeconomic variables in real time.(2006) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 58 |
| 2019 | Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 1999 | The term structure of interest rates in a sticky-price target zone model In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2005 | Financial openness and business cycle volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 116 |
| 2002 | Financial Openness and Business Cycle Volatility.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
| 2009 | Efficiency wages, financial market integration, and the fiscal multiplier In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2004 | Capital mobility and the effectiveness of fiscal policy in open economies In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
| 2003 | Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2005 | The integration of imperfect financial markets: Implications for business cycle volatility In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 19 |
| 2003 | The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2006 | The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2015 | A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
| 2016 | A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
| 2016 | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy. [Full Text][Citation analysis] | article | 125 |
| 2015 | Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
| 2016 | Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2020 | The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy. [Full Text][Citation analysis] | article | 19 |
| 2020 | The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2022 | Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2020 | Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2022 | Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2021 | Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2007 | Exchange rates, interventions, and the predictability of stock returns in Japan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2019 | Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2006 | Politics and the stock market: Evidence from Germany In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 26 |
| 2004 | Politics and the Stock Market: Evidence from Germany.(2004) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2005 | Japanese 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. [Full Text][Citation analysis] | article | 8 |
| 2013 | A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 22 |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 17 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2005 | The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 72 |
| 2003 | The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2008 | Financial market integration, labor markets, and macroeconomic policies In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | The business cycle and the equity risk premium in real time In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | On the directional accuracy of forecasts of emerging market exchange rates In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2004 | On the determinants of small and large foreign exchange market interventions: The case of the Japanese interventions in the 1990s In: Review of Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s.(2004) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
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| 2007 | On the hump-shaped output effect of monetary policy in an open economy In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
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| 2015 | Heteroeneous forecasters and nonlinear expectation formation in US stock market.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Heterogeneous forecasters and nonlinear expectation formation in the US stock market.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | Taxing short-term capital flows - An option for transition economies? In: Kiel Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2001 | Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? In: Kiel Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Monetary Policy Rules and Oil Price Shocks In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2002 | Exchange Rate Expectations Redux and Monetary Policy In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Business Cycle Fluctuations and International Financial Integration In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Productivity Shocks and Delayed Exchange-Rate Overshooting In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Underpricing and Index Excess Returns In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Brokers and business cycles: Does financial market volatility cause real fluctuations? In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Financial market volatility and inflation uncertainty: An empirical investigation In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Noise Traders? Trigger Rates, FX Options, and Smiles In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On the efficiency of German growth forecasts: An empirical analysis using quantile random forests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Nonlinear Expectation Formation in the U.S. Stock Market In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Globalisierung und Konjunkturzyklen In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 0 |
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