Christian Pierdzioch : Citation Profile


Are you Christian Pierdzioch?

Helmut Schmidt Universität Hamburg

19

H index

45

i10 index

1724

Citations

RESEARCH PRODUCTION:

208

Articles

184

Papers

2

Books

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 63
   Journals where Christian Pierdzioch has often published
   Relations with other researchers
   Recent citing documents: 221.    Total self citations: 153 (8.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi123
   Updated: 2024-07-05    RAS profile: 2024-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (108)

Cepni, Oguzhan (20)

Demirer, Riza (15)

Salisu, Afees (13)

Balcilar, Mehmet (9)

Bouri, Elie (8)

Bonato, Matteo (8)

Gabauer, David (5)

Shahzad, Syed Jawad Hussain (4)

Risse, Marian (3)

Gkillas (Gillas), Konstantinos (3)

Yoon, Seong-Min (2)

Plakandaras, Vasilios (2)

Wong, Wing-Keung (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 (256)

Salisu, Afees (85)

Demirer, Riza (62)

Bouri, Elie (43)

Wohar, Mark (38)

Ji, Qiang (28)

Balcilar, Mehmet (26)

Cepni, Oguzhan (26)

Selmi, Refk (24)

bouoiyour, jamal (23)

Tsuchiya, Yoichi (22)

Cites to:

GUPTA, RANGAN (662)

Wohar, Mark (174)

Campbell, John (164)

Rogoff, Kenneth (141)

Obstfeld, Maurice (126)

Demirer, Riza (91)

Diebold, Francis (89)

Timmermann, Allan (88)

Balcilar, Mehmet (88)

Bollerslev, Tim (86)

Filis, George (84)

Main data


Where Christian Pierdzioch has published?


Journals with more than one article published# docs
Applied Economics Letters17
Economics Bulletin10
Finance Research Letters10
Economics Letters8
International Economics and Economic Policy7
Resources Policy7
Energy Economics5
International Review of Economics & Finance5
Applied Economics5
Review of World Economics (Weltwirtschaftliches Archiv)5
The European Journal of Finance5
Energies5
Journal of Forecasting4
The Quarterly Review of Economics and Finance4
The North American Journal of Economics and Finance4
International Economic Journal4
Journal of International Money and Finance4
Journal of International Financial Markets, Institutions and Money3
Applied Financial Economics3
International Review of Financial Analysis3
German Economic Review3
Empirical Economics3
Scottish Journal of Political Economy3
German Economic Review3
Review of International Economics3
Mathematics3
Swiss Journal of Economics and Statistics (SJES)2
Journal of Applied Statistics2
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift fr Wirtschafts- und Sozialwissenschaften2
Journal of Behavioral Finance2
Journal of Financial Markets2
Journal of Policy Modeling2
International Journal of Forecasting2
Global Finance Journal2
International Review of Finance2
Macroeconomic Dynamics2
Journal of Economics and Business2
Sustainability2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics83
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)37
Working Papers of the European Institute for Socioeconomics / European Institute for Socioeconomics (EIS), Saarbrcken15
Discussion Papers / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics14
Macroeconomics and Finance Series / University of Hamburg, Department of Socioeconomics4
MPRA Paper / University Library of Munich, Germany3
Working Papers / Stellenbosch University, Department of Economics3
Working Papers / German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin2
Kiel Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2
WHU Working Paper Series - Economics Group / WHU - Otto Beisheim School of Management2

Recent works citing Christian Pierdzioch (2024 and 2023)


YearTitle of citing document
2024Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

Full description at Econpapers || Download paper

2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

Full description at Econpapers || Download paper

2023Quantile 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

2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

Full description at Econpapers || Download paper

2023Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14.

Full description at Econpapers || Download paper

2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

Full description at Econpapers || Download paper

2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

Full description at Econpapers || Download paper

2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

Full description at Econpapers || Download paper

2023ITFIN: 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

2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

Full description at Econpapers || Download paper

2023Hedge 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

2023The 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

2023Dynamic 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

2023Monetary 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

2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

Full description at Econpapers || Download paper

2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

Full description at Econpapers || Download paper

2023Central bank’s forecasts and lack of transparency: An assessment of the effect on private expectations in a large emerging economy. (2023). de Mendonça, Helder ; Abreu, Vanessa Castro ; Filho, Jose Simo ; de Mendona, Helder Ferreira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000978.

Full description at Econpapers || Download paper

2023Predictability 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

2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

Full description at Econpapers || Download paper

2023Financial 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

2023Using 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

2023Attention 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

2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

Full description at Econpapers || Download paper

2023Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948.

Full description at Econpapers || Download paper

2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

Full description at Econpapers || Download paper

2023Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. (2023). Kumar, Satish ; Lucey, Brian ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004681.

Full description at Econpapers || Download paper

2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

Full description at Econpapers || Download paper

2023Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479.

Full description at Econpapers || Download paper

2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

Full description at Econpapers || Download paper

2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680.

Full description at Econpapers || Download paper

2023How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets. (2023). Uddin, Gazi ; Nobanee, Haitham ; Siddique, Md Abubakar ; Park, Donghyun ; Hossain, Md Naiem ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300693x.

Full description at Econpapers || Download paper

2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wang, Jiqian ; Ma, Feng ; Luo, Qin ; Wu, You. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

Full description at Econpapers || Download paper

2023Impact 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

2024COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Qi, Haozhi ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049.

Full description at Econpapers || Download paper

2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

Full description at Econpapers || Download paper

2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

Full description at Econpapers || Download paper

2023Higher-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

2023Sovereign 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

2023Do 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

2023U.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

2023Multilayer 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

2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

Full description at Econpapers || Download paper

2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

Full description at Econpapers || Download paper

2023Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003514.

Full description at Econpapers || Download paper

2023Does geopolitical risk affect firms idiosyncratic volatility? Evidence from China. (2023). Ren, Xiaohang ; Liu, Pei Jose ; Cao, Yuxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003599.

Full description at Econpapers || Download paper

2023The 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

2023Digital 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

2023Geopolitical 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

2023Asymmetric 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

2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

Full description at Econpapers || Download paper

2023Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting. (2023). Xue, Yinsong ; Lv, Jiamin ; Ye, Chuxin ; Luo, Xingguo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300394x.

Full description at Econpapers || Download paper

2023Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning. (2023). Zong, Xiangyu ; Lu, Luze ; Liu, Jianhe ; Xie, Baao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008498.

Full description at Econpapers || Download paper

2023A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models. (2023). Jiang, Wenjun ; Xiong, Heng ; Shu, QI ; Mamon, Rogemar. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008541.

Full description at Econpapers || Download paper

2023Global geopolitical risk and volatility connectedness among Chinas sectoral stock markets. (2023). Wang, Weiqiang ; Zhang, Weiqi ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008590.

Full description at Econpapers || Download paper

2023Jumps and gold futures volatility prediction. (2023). Ma, Xiaoqi ; Li, Xiaoqian. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008644.

Full description at Econpapers || Download paper

2023Does climate risk matter for gold price volatility?. (2023). Zhang, Junchao ; Zhu, Jiaji. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009169.

Full description at Econpapers || Download paper

2023Fiscal policy and stock markets at the effective lower bound. (2023). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364.

Full description at Econpapers || Download paper

2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

Full description at Econpapers || Download paper

2023Global financial stress index and long-term volatility forecast for international stock markets. (2023). Huynh, Luu Duc Toan ; Luo, Qin ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000938.

Full description at Econpapers || Download paper

2023Market momentum amplifies market volatility risk: Evidence from China’s equity market. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245.

Full description at Econpapers || Download paper

2023Geopolitical risk, financial constraints, and tax avoidance. (2023). Pham, Thu Phuong ; Haque, Tariq ; Yang, Jiaxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001269.

Full description at Econpapers || Download paper

2023Differing 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

2024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

Full description at Econpapers || Download paper

2023The 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

2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

Full description at Econpapers || Download paper

2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

Full description at Econpapers || Download paper

2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

Full description at Econpapers || Download paper

2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

Full description at Econpapers || Download paper

2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

Full description at Econpapers || Download paper

2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

Full description at Econpapers || Download paper

2023The effect of green finance on industrial pollution emissions: Evidence from China. (2023). Li, Qiuming ; Guo, Jie ; Wei, Yiming ; Lan, Jing ; Liu, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005992.

Full description at Econpapers || Download paper

2023Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data. (2023). Huixiang, Shi ; Cao, Yanyan. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006080.

Full description at Econpapers || Download paper

2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

Full description at Econpapers || Download paper

2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

Full description at Econpapers || Download paper

2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

Full description at Econpapers || Download paper

2023Forecasting long-term world annual natural gas production by machine learning. (2023). Murat, K M ; Ersoy, Melisa Z ; Hamurcuoglu, Irem K ; Sen, Doruk ; Gunay, Erdem M. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006675.

Full description at Econpapers || Download paper

2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

Full description at Econpapers || Download paper

2023Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582.

Full description at Econpapers || Download paper

2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

Full description at Econpapers || Download paper

2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

Full description at Econpapers || Download paper

2023Transition risk, physical risk, and the realized volatility of oil and natural gas prices. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000910.

Full description at Econpapers || Download paper

2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model. (2023). GUPTA, RANGAN ; Karmakar, Sayar ; Rognone, Lavinia ; Cepni, Oguzhan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001460.

Full description at Econpapers || Download paper

2023Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027.

Full description at Econpapers || Download paper

2023The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441.

Full description at Econpapers || Download paper

2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

Full description at Econpapers || Download paper

2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

Full description at Econpapers || Download paper

2023Geopolitical risk, financial system and natural resources extraction: Evidence from China. (2023). Teng, Yin-Pei ; Wang, Zhe ; Liu, Xianchang ; Wu, Shuzhao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003203.

Full description at Econpapers || Download paper

2023A review of state-of-the-art techniques for the determination of the optimum cut-off grade of a metalliferous deposit with a bibliometric mapping in a surface mine planning context. (2023). Sen, Phalguni ; Sinha, Rabindra Kumar ; Biswas, Pritam. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002544.

Full description at Econpapers || Download paper

2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270.

Full description at Econpapers || Download paper

2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

Full description at Econpapers || Download paper

2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

Full description at Econpapers || Download paper

2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

Full description at Econpapers || Download paper

2023Institutional and country level determinants of vertical integration: New evidence from the oil and gas industry. (2023). Thanakijsombat, Thanarerk ; Nosheen, Safia ; Saeed, Asif ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004889.

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:


YearTitleTypeCited

Works by Christian Pierdzioch:


YearTitleTypeCited
2011Survey Forecasts and Money Demand Functions: Some International Evidence In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
[Full Text][Citation analysis]
article1
2011Bedingungen 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]
article0
2012Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment In: Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2012Forecasting Housing Approvals in Australia: Do Forecasters Herd? In: Australian Economic Review.
[Full Text][Citation analysis]
article0
2010Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy In: Economic Notes.
[Full Text][Citation analysis]
article1
2008Real?Time Forecasting and Political Stock Market Anomalies: Evidence for the United States In: The Financial Review.
[Full Text][Citation analysis]
article2
2012Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? In: German Economic Review.
[Full Text][Citation analysis]
article3
2012Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?.(2012) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2004Business Cycle Volatility in Germany In: German Economic Review.
[Full Text][Citation analysis]
article30
2004Business Cycle Volatility in Germany.(2004) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2002Business Cycle Volatility in Germany.(2002) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2005Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies In: German Economic Review.
[Full Text][Citation analysis]
article6
2005Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies.(2005) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2022Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance.
[Full Text][Citation analysis]
article0
2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data In: International Review of Finance.
[Full Text][Citation analysis]
article3
2021Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2002Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank In: Perspektiven der Wirtschaftspolitik.
[Full Text][Citation analysis]
article1
2007Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* In: Review of International Economics.
[Full Text][Citation analysis]
article0
2009Labor?Market Search, Financial Market Integration, and the Fiscal Multiplier In: Review of International Economics.
[Full Text][Citation analysis]
article0
2012A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding In: Review of International Economics.
[Full Text][Citation analysis]
article8
2012A note on forecasting emerging market exchange rates: Evidence of anti-herding.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2004FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article2
2002Financial Market Integration and Business Cycle Volatility in a Monetary Union.(2002) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2011DOES THE ECB HAVE A TIME?INCONSISTENCY PROBLEM? A NOTE In: Scottish Journal of Political Economy.
[Citation analysis]
article3
2022Oil 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]
article2
2020Collective Decision-making: FIFA from the Perspective of Public Choice In: The Economists' Voice.
[Full Text][Citation analysis]
article2
2020Uncertainty and Forecasts of U.S. Recessions In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article9
2017Uncertainty and Forecasts of U.S. Recessions.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2009Low Skill but High Volatility? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2014LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article3
2016USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article3
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.
[Full Text][Citation analysis]
article0
2016Volunteering, Match Quality, and Internet Use In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
[Full Text][Citation analysis]
article0
2015Volunteering, match quality, and internet use.(2015) In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Scattered Fiscal Forecasts In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2011Contagious speculative bubbles: A note on the Greek sovereign debt crisis In: Economics Bulletin.
[Full Text][Citation analysis]
article4
2012On the determinants of sporting success – A note on the Olympic Games In: Economics Bulletin.
[Full Text][Citation analysis]
article3
2012Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2016A quantile-regression test of economic models of volunteer labor supply In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2017Animal spirits, the stock market, and the unemployment rate: Some evidence for German data In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2016Animal 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 nother version. Agregated cites: 7
paper
2017Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2020Law of one price: BigMac versus Fortnite - A Note In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2021Law of one price: BigMac versus Fortnite - A note.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023The stance of U.S. monetary policy and the realized variance of gold-price returns In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2023A bootstrap test of the time-varying efficiency of German growth forecasts In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2013Do inflation targets anchor inflation expectations? In: Economic Modelling.
[Full Text][Citation analysis]
article14
2018Testing the optimality of inflation forecasts under flexible loss with random forests In: Economic Modelling.
[Full Text][Citation analysis]
article3
2014Central banks’ interest rate projections and forecast coordination In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2016A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article10
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.
[Full Text][Citation analysis]
article20
2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article34
2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34
paper
2012On the loss function of the Bank of Canada: A note In: Economics Letters.
[Full Text][Citation analysis]
article6
2012Forecasting stock prices: Do forecasters herd? In: Economics Letters.
[Full Text][Citation analysis]
article9
2012Who believes in the Taylor principle? Evidence from the Livingston survey In: Economics Letters.
[Full Text][Citation analysis]
article3
2015Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries In: Economics Letters.
[Full Text][Citation analysis]
article5
2016On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters.
[Full Text][Citation analysis]
article26
2015On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2023A bootstrap-based efficiency test of growth and inflation forecasts for Germany In: Economics Letters.
[Full Text][Citation analysis]
article0
1997An analytical approximation of target zone exchange rate functions: the technique of collocation In: Economics Letters.
[Full Text][Citation analysis]
article2
2004Modeling the intensity of foreign exchange intervention activity In: Economics Letters.
[Full Text][Citation analysis]
article5
2016Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems.
[Full Text][Citation analysis]
article2
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Economic and financial crises and the predictability of U.S. stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article7
2006Economic and Financial Crises and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
[Full Text][Citation analysis]
article8
2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? In: Energy Economics.
[Full Text][Citation analysis]
article3
2022Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2024Stock market bubbles and the realized volatility of oil price returns In: Energy Economics.
[Full Text][Citation analysis]
article0
2023Stock Market Bubbles and the Realized Volatility of Oil Price Returns.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010New evidence of anti-herding of oil-price forecasters In: Energy Economics.
[Full Text][Citation analysis]
article21
2010New Evidence of Anti-Herding of Oil-Price Forecasters.(2010) In: WHU Working Paper Series - Economics Group.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2021OPEC news and jumps in the oil market In: Energy Economics.
[Full Text][Citation analysis]
article5
2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy.
[Full Text][Citation analysis]
article12
2021Geopolitical 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 nother version. Agregated cites: 12
paper
2008Real-time macroeconomic data and ex ante stock return predictability In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2013Financial 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]
article3
2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2021Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters.
[Full Text][Citation analysis]
article15
2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
[Full Text][Citation analysis]
article4
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]
article8
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 nother version. Agregated cites: 8
paper
2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters.
[Full Text][Citation analysis]
article6
2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
[Full Text][Citation analysis]
article12
2019Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2020Forecasting realized gold volatility: Is there a role of geopolitical risks? In: Finance Research Letters.
[Full Text][Citation analysis]
article59
2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 59
paper
2021A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters.
[Full Text][Citation analysis]
article24
2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2021Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters.
[Full Text][Citation analysis]
article21
2022Oil 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]
article3
2021Oil 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 nother version. Agregated cites: 3
paper
2023Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2023Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets.
[Full Text][Citation analysis]
article10
2022Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2023Climate risks and state-level stock market realized volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]
article2
2022Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2006Business-cycle fluctuations and international equity correlations In: Global Finance Journal.
[Full Text][Citation analysis]
article11
2008Investing in European stock markets for high-technology firms In: Global Finance Journal.
[Full Text][Citation analysis]
article2
2005Investing in European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
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.
[Full Text][Citation analysis]
article19
2002The 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 nother version. Agregated cites: 19
paper
2009Changes in the international comovement of stock returns and asymmetric macroeconomic shocks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article42
2024Forecasting international financial stress: The role of climate risks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2023Forecasting International Financial Stress: The Role of Climate Risks.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding In: International Journal of Forecasting.
[Full Text][Citation analysis]
article15
2012Forecasting 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 nother version. Agregated cites: 15
paper
2017Predicting recessions with boosted regression trees In: International Journal of Forecasting.
[Full Text][Citation analysis]
article40
2015Predicting Recessions With Boosted Regression Trees.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2011Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding In: Japan and the World Economy.
[Full Text][Citation analysis]
article1
2013Forecasting metal prices: Do forecasters herd? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article21
2012Forecasting metal prices: Do forecasters herd?.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
1999The Value of Waiting: Russias Integration into the International Capital Markets In: Journal of Comparative Economics.
[Full Text][Citation analysis]
article0
1998The value of waiting: Russias integration into the international capital markets.(1998) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2005Noise trading and delayed exchange rate overshooting In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article4
2008Forecasting stock market volatility with macroeconomic variables in real time In: Journal of Economics and Business.
[Full Text][Citation analysis]
article15
2006Forecasting 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 nother version. Agregated cites: 15
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.
[Full Text][Citation analysis]
article0
2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article64
2019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 64
paper
1999The term structure of interest rates in a sticky-price target zone model In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
2005Financial openness and business cycle volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article116
2002Financial Openness and Business Cycle Volatility.(2002) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116
paper
2009Efficiency wages, financial market integration, and the fiscal multiplier In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
2004Capital mobility and the effectiveness of fiscal policy in open economies In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article12
2003Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies.(2003) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2005The integration of imperfect financial markets: Implications for business cycle volatility In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article19
2003The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility.(2003) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2006The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article4
2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy.
[Full Text][Citation analysis]
article6
2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy.
[Full Text][Citation analysis]
article9
2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
[Full Text][Citation analysis]
article139
2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 139
paper
2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
[Full Text][Citation analysis]
article7
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2020The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy.
[Full Text][Citation analysis]
article19
2020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2022Oil-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]
article8
2020Oil-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 nother version. Agregated cites: 8
paper
2022Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy.
[Full Text][Citation analysis]
article7
2021Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2007Exchange rates, interventions, and the predictability of stock returns in Japan In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article10
2006Politics and the stock market: Evidence from Germany In: European Journal of Political Economy.
[Full Text][Citation analysis]
article26
2004Politics and the Stock Market: Evidence from Germany.(2004) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
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.
[Full Text][Citation analysis]
article8
2013A 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]
article4
2014The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article21
2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article18
2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2005The 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]
article71
2003The 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 nother version. Agregated cites: 71
paper
2008Financial market integration, labor markets, and macroeconomic policies In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2010The business cycle and the equity risk premium in real time In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
2015On the directional accuracy of forecasts of emerging market exchange rates In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article8
2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article6
2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
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.
[Full Text][Citation analysis]
article5
2004On 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 nother version. Agregated cites: 5
article
2021Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics In: Research in International Business and Finance.
[Full Text][Citation analysis]
article9
2016Inflation forecasts and forecaster herding: Evidence from South African survey data In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article5
2014Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2014Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article4
2020Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2011The Financial Crisis and the Stock Markets of the CEE Countries In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article12
2013A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality In: Economies.
[Full Text][Citation analysis]
article2
2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
[Full Text][Citation analysis]
article47
2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers In: Energies.
[Full Text][Citation analysis]
article4
2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios In: Energies.
[Full Text][Citation analysis]
article5
2021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment In: Energies.
[Full Text][Citation analysis]
article8
2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data In: Energies.
[Full Text][Citation analysis]
article3
2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2012House Price Forecasts, Forecaster Herding, and the Recent Crisis In: IJFS.
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article1
2023Realized Stock-Market Volatility of the United States and the Presidential Approval Rating.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article3
2021Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability.
[Full Text][Citation analysis]
article16
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability.
[Full Text][Citation analysis]
article2
2021El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2011On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts In: Post-Print.
[Full Text][Citation analysis]
paper1
2012On the internal consistency of short-term, medium-term and long-term oil price forecasts.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2012On the internal consistency of short-term, medium-term and long-term oil price forecasts.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2011On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts.(2011) In: WHU Working Paper Series - Economics Group.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: Macroeconomics and Finance Series.
[Full Text][Citation analysis]
paper0
2015Predicting Recessions in Germany With Boosted Regression Trees In: Macroeconomics and Finance Series.
[Full Text][Citation analysis]
paper4
1999Exchange Rate Target Zones and Stock Price Volatility. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
2010Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article1
2007International equity flows and the predictability of US stock returns In: Journal of Forecasting.
[Full Text][Citation analysis]
article3
2006International Equity Flows and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013A Note on Corruption and National Olympic Success In: Atlantic Economic Journal.
[Full Text][Citation analysis]
article3
2021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics.
[Full Text][Citation analysis]
article12
2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2010Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article0
2014Change of editorial assistant In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article0
2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article4
2015On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007On the hump-shaped output effect of monetary policy in an open economy In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article0
2004On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy.(2004) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010Editorial In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article0
2010Sources of time-varying exchange rate exposure In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article6
2010Capital mobility and labor market volatility In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article3
2011Editorial In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article0
2012Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article4
2012Housing starts in Canada, Japan, and the United States: Do forecasters herd?.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2011Fly with the Eagles or Scratch with the Chickens? – Zum Herdenverhalten von Wechselkursprognostikern In: Credit and Capital Markets.
[Citation analysis]
article0
2012Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalität In: Credit and Capital Markets.
[Citation analysis]
article0
2013Forecasting Changes in House Prices Under Asymmetric Loss: Evidence from the WSJ Forecast Poll In: Credit and Capital Markets.
[Citation analysis]
article0
2016Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply In: Review of Economics.
[Full Text][Citation analysis]
article0
2004Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? In: Zeitschrift für Wirtschaftspolitik.
[Full Text][Citation analysis]
article0
2013Using forecasts to uncover the loss function of FOMC members In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
paper3
2020Experimental Evidence on Forecaster (anti-) Herding in Sports Markets In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
paper0
2006Nonlinear Links between Stock Returns and Exchange Rate Movements In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2014On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data In: Working Papers.
[Citation analysis]
paper5
2014On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018On the directional accuracy of inflation forecasts: evidence from South African survey data.(2018) In: Journal of Applied Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers.
[Citation analysis]
paper36
2018Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2016Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers.
[Citation analysis]
paper6
2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers.
[Citation analysis]
paper4
2018Forecasting Changes of Economic Inequality: A Boosting Approach In: Working Papers.
[Citation analysis]
paper0
2018Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers.
[Citation analysis]
paper1
2019Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers.
[Citation analysis]
paper7
2021Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss.(2021) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers.
[Citation analysis]
paper2
2022Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.(2022) In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper6
2021A note on oil price shocks and the forecastability of gold realized volatility.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers.
[Citation analysis]
paper2
2020Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers.
[Citation analysis]
paper1
2020Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers.
[Citation analysis]
paper1
2020Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper3
2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers.
[Citation analysis]
paper1
2020Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers.
[Citation analysis]
paper0
2021El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers.
[Citation analysis]
paper10
2021Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries In: Working Papers.
[Citation analysis]
paper5
2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers.
[Citation analysis]
paper2
2021Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers.
[Citation analysis]
paper11
2022Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning In: Working Papers.
[Citation analysis]
paper3
2023Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning.(2023) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers.
[Citation analysis]
paper0
2021Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns In: Working Papers.
[Citation analysis]
paper1
2021Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk In: Working Papers.
[Citation analysis]
paper0
2021Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment In: Working Papers.
[Citation analysis]
paper0
2021El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers.
[Citation analysis]
paper0
2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2022Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data In: Working Papers.
[Citation analysis]
paper0
2022Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach In: Working Papers.
[Citation analysis]
paper0
2022Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks In: Working Papers.
[Citation analysis]
paper0
2022Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data In: Working Papers.
[Citation analysis]
paper0
2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers.
[Citation analysis]
paper0
2022Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data In: Working Papers.
[Citation analysis]
paper0
2023Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment In: Working Papers.
[Citation analysis]
paper0
2023Stock Market Volatility and Multi-Scale Positive and Negative Bubbles In: Working Papers.
[Citation analysis]
paper0
2023Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers.
[Citation analysis]
paper0
2023Realized Stock Market Volatility of the United States: The Role of Employee Sentiment In: Working Papers.
[Citation analysis]
paper0
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities In: Working Papers.
[Full Text][Citation analysis]
paper0
2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa In: Working Papers.
[Citation analysis]
paper0
2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers.
[Full Text][Citation analysis]
paper0
2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Forecasting U.S. Housing Starts Under Asymmetric Loss In: Working Paper.
[Full Text][Citation analysis]
paper3
2013Forecasting US housing starts under asymmetric loss.(2013) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2012Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik In: Working Paper.
[Full Text][Citation analysis]
paper0
2012Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung In: Working Paper.
[Full Text][Citation analysis]
paper1
2012A Note on the International Coordination of Anti-Doping Policies In: Working Paper.
[Full Text][Citation analysis]
paper1
2015A Note on the International Coordination of Antidoping Policies.(2015) In: Journal of Sports Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2013Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie In: Working Paper.
[Full Text][Citation analysis]
paper1
2000Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article2
2000Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle.(2000) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2004The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article12
2003The effectiveness of the interventions of the Swiss National Bank: an event-study analysis.(2003) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2013A note on the anti-herding instinct of interest rate forecasters In: Empirical Economics.
[Full Text][Citation analysis]
article3
2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy In: Empirical Economics.
[Full Text][Citation analysis]
article6
2014Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2020Forecasting precious metal returns with multivariate random forests In: Empirical Economics.
[Full Text][Citation analysis]
article8
2023Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach In: Financial Innovation.
[Full Text][Citation analysis]
article0
1998Rezensionen In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article0
2000Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article0
2001Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article0
2003Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article9
2004Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s.(2004) In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2010Periodically collapsing bubbles in the German stock market, 1876-1913 In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2012Why do speculative bubbles gather steam? Some international evidence In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2012Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2013On the directional accuracy of survey forecasts: the case of gold and silver In: Applied Economics Letters.
[Full Text][Citation analysis]
article5
2013Joining the international fight against doping In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2013Currency crises, uncertain fundamentals and private-sector forecasts In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2013On the internal consistency of the term structure of forecasts of housing starts In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2015Gender and generosity in charitable giving: empirical evidence for the German Red Cross In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2015A note on the directional accuracy of interest-rate forecasts In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2015Forecasting gold-price fluctuations: a real-time boosting approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article14
2015Sports and (real) business cycles In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2016A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation In: Applied Economics Letters.
[Full Text][Citation analysis]
article13
2016Using ROC techniques to measure the effectiveness of foreign exchange market interventions In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2022Business-cycle reports and the efficiency of macroeconomic forecasts for Germany In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2020Business-cycle reports and the efficiency of macroeconomic forecasts for Germany.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2023Are female skins sold at a lower price? Evidence from the Fortnite game In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2013A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2013Forecasting Eurozone real-estate returns In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2013Oil price forecasting under asymmetric loss In: Applied Economics.
[Full Text][Citation analysis]
article6
2012Oil price forecasting under asymmetric loss.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2011Do professional economists forecasts reflect Okuns law? Some evidence for the G7 countries In: Applied Economics.
[Full Text][Citation analysis]
article17
2015Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross In: Applied Economics.
[Full Text][Citation analysis]
article2
2007Sources of Predictability of European Stock Markets for High-technology Firms In: The European Journal of Finance.
[Full Text][Citation analysis]
article1
2005Sources of Predictability of European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 In: The European Journal of Finance.
[Full Text][Citation analysis]
article1
2015Skewed exchange-rate forecasts In: The European Journal of Finance.
[Full Text][Citation analysis]
article1
2014On the Internal Consistency of Stock Market Forecasts In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
article2
2001NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE In: International Economic Journal.
[Full Text][Citation analysis]
article1
2007Households Preferences and Exchange Rate Overshooting In: International Economic Journal.
[Full Text][Citation analysis]
article1
2013On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? In: International Economic Journal.
[Full Text][Citation analysis]
article0
2014A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: International Economic Journal.
[Full Text][Citation analysis]
article3
2020Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article2
2018A machine?learning analysis of the rationality of aggregate stock market forecasts In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
2018A test of the joint efficiency of macroeconomic forecasts using multivariate random forests In: Journal of Forecasting.
[Full Text][Citation analysis]
article2
2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting.
[Full Text][Citation analysis]
article2
2023On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
article0
2006Real-time macroeconomic data and ex ante predictability of stock returns In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper5
2006Real-time forecasting and political stock market anomalies: evidence for the U.S. In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper0
2001The interventions of the European Central Bank: Effects, effectiveness, and policy implications In: Research Notes.
[Full Text][Citation analysis]
paper2
2011Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie In: Schriften des Europäischen Instituts für Sozioökonomie e.V..
[Full Text][Citation analysis]
book3
2012Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft In: Schriften des Europäischen Instituts für Sozioökonomie e.V..
[Full Text][Citation analysis]
book3
2013Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2014Die Marke Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper3
2015Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2015Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper1
2016For the love of football? Using economic models of volunteering to study the motives of German football referees In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper1
2017Why do referees end their careers and which factors determine the duration of a referees career? In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper1
2013Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2017Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2013Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2019The influence of performance parameters on market value In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper1
2019German sports clubs recruitment of executive board members In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2014Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2014Zivilgesellschaftliches Engagement im Lebenszyklus In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2014Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung In: Working Papers of the European Institute for Socioeconomics.
[Full Text][Citation analysis]
paper0
2010Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Krieg der Währungen In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Wojna walutowa In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2012House price forecasts in times of crisis: Do forecasters herd? In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Auswirkungen einer Importsteuer in den USA - Wer zahlt für die Mauer? In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Wer verdient was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2020The LoP game: BigMac versus Fortnite In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2020Are female skins sold for a lower price? Evidence from the Fortnite game In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2014Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market In: FinMaP-Working Papers.
[Full Text][Citation analysis]
paper1
2015Heteroeneous forecasters and nonlinear expectation formation in US stock market.(2015) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2014Heterogeneous forecasters and nonlinear expectation formation in the US stock market.(2014) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1998Taxing short-term capital flows - An option for transition economies? In: Kiel Discussion Papers.
[Full Text][Citation analysis]
paper14
2001Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? In: Kiel Discussion Papers.
[Full Text][Citation analysis]
paper0
2001Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany In: Kiel Working Papers.
[Full Text][Citation analysis]
paper1
2002Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank In: Kiel Working Papers.
[Full Text][Citation analysis]
paper6
2002Monetary Policy Rules and Oil Price Shocks In: Kiel Working Papers.
[Full Text][Citation analysis]
paper16
2002Exchange Rate Expectations Redux and Monetary Policy In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2002Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2002Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2003Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2003Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies In: Kiel Working Papers.
[Full Text][Citation analysis]
paper2
2003Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies In: Kiel Working Papers.
[Full Text][Citation analysis]
paper4
2004Business Cycle Fluctuations and International Financial Integration In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2004On 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]
paper2
2004Productivity Shocks and Delayed Exchange-Rate Overshooting In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2004Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 In: Kiel Working Papers.
[Full Text][Citation analysis]
paper2
2005Underpricing and Index Excess Returns In: Kiel Working Papers.
[Full Text][Citation analysis]
paper1
2015Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
1998Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
1998Brokers and business cycles: Does financial market volatility cause real fluctuations? In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
1999Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
1999Financial market volatility and inflation uncertainty: An empirical investigation In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
1999What 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]
paper4
2000Noise Traders? Trigger Rates, FX Options, and Smiles In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2000The 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]
paper0
2020On the efficiency of German growth forecasts: An empirical analysis using quantile random forests In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
paper1
2015Nonlinear Expectation Formation in the U.S. Stock Market In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
paper0
2004Globalisierung und Konjunkturzyklen In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team