20
H index
50
i10 index
1802
Citations
Christian Pierdzioch : Citation Profile
Helmut Schmidt Universität Hamburg | RESEARCH PRODUCTION: 206 Articles 190 Papers 2 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
27 years (1997 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Pierdzioch. | Is cited by:
| Cites to:
|
Main data
Where Christian Pierdzioch has published?
Recent works citing Christian Pierdzioch (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2024 | Real-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 | |
| 2023 | Asymmetric 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 | |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
| 2024 | Volatility 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 | |
| 2023 | Precious 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 | |
| 2023 | The 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 | |
| 2023 | Climate 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 | |
| 2023 | Risk 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 | |
| 2023 | ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509. Full description at Econpapers || Download paper | |
| 2023 | Are 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 | |
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper | |
| 2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper | |
| 2023 | The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978. Full description at Econpapers || Download paper | |
| 2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper | |
| 2024 | Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x. Full description at Econpapers || Download paper | |
| 2024 | Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Wang, Haosen ; Xu, Wei ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204. Full description at Econpapers || Download paper | |
| 2023 | Do 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 | |
| 2023 | New 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 | |
| 2023 | Central 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 | |
| 2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper | |
| 2023 | Industry 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 | |
| 2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
| 2023 | Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196. Full description at Econpapers || Download paper | |
| 2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper | |
| 2023 | Oil 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 | |
| 2023 | Oil 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 | |
| 2023 | The 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 | |
| 2023 | Climate 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 | |
| 2023 | Combination 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 | |
| 2023 | Differences 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 | |
| 2023 | The 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 | |
| 2023 | Intraday 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 | |
| 2023 | Spillovers 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 | |
| 2023 | How 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 | |
| 2024 | Changing 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 | |
| 2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
| 2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers || Download paper | |
| 2024 | Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592. Full description at Econpapers || Download paper | |
| 2024 | Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Shan, Shan ; Kchouri, Bilal ; Li, Aixi ; Xiao, Xunyong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518. Full description at Econpapers || Download paper | |
| 2024 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper | |
| 2024 | Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Yang, MO ; Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Chang, Jianing. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081. Full description at Econpapers || Download paper | |
| 2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
| 2024 | COVID-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 | |
| 2024 | An 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 | |
| 2024 | Dynamic 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 | |
| 2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Eza, Pavel ; Kliber, Agata. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper | |
| 2024 | The volatility of global energy uncertainty: Renewable alternatives. (2024). Ongan, Serdar ; Kuziboev, Bekhzod ; Iik, Cem ; Rajabov, Alibek ; Mirkhoshimova, Mokhirakhon ; Saidmamatov, Olimjon. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235. Full description at Econpapers || Download paper | |
| 2024 | Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696. Full description at Econpapers || Download paper | |
| 2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
| 2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper | |
| 2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
| 2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
| 2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187. Full description at Econpapers || Download paper | |
| 2023 | Forecasting 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 | |
| 2023 | Does 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 | |
| 2023 | Geopolitical 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 | |
| 2023 | Does 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 | |
| 2024 | Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. (2024). Risstad, Morten ; Kaloudis, Aristidis ; Isern, Hkon Ramon ; Gunnarsson, Elias Sovik ; Westgaard, Sjur ; Vigdel, Benjamin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001534. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wu, Haoran ; Wang, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674. Full description at Econpapers || Download paper | |
| 2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper | |
| 2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper | |
| 2023 | Digital art and non-fungible-token: Bubble or revolution?. (2023). Aliano, Mauro ; Boido, Claudio. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005578. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022. Full description at Econpapers || Download paper | |
| 2023 | Role 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 | |
| 2023 | Intraday 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 | |
| 2023 | Nonlinear 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 | |
| 2023 | A 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 | |
| 2023 | Global 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 | |
| 2023 | Jumps 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 | |
| 2023 | Does 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 | |
| 2023 | Fiscal 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 | |
| 2024 | The impact of presidential economic approval rating on stock volatility: An industrial perspective. (2024). Xing, LU ; Gong, Xue ; Li, Xiaodan. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003568. Full description at Econpapers || Download paper | |
| 2023 | Credit 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 | |
| 2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper | |
| 2023 | Global 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 | |
| 2023 | Market 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 | |
| 2023 | Geopolitical 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 | |
| 2023 | Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Christian Pierdzioch is editor of
| Journal | |
|---|---|
| International Economics and Economic Policy |
Christian Pierdzioch has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Christian Pierdzioch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Forecasting Housing Approvals in Australia: Do Forecasters Herd? In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2008 | Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
| 2012 | Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? In: German Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2012 | Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?.(2012) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2004 | Business Cycle Volatility in Germany In: German Economic Review. [Full Text][Citation analysis] | article | 30 |
| 2004 | Business Cycle Volatility in Germany.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2002 | Business Cycle Volatility in Germany.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2005 | Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies In: German Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2005 | Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies.(2005) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2022 | Uncertainty 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] | article | 0 |
| 2002 | Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 1 |
| 2007 | Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
| 2012 | A note on forecasting emerging market exchange rates: Evidence of anti-herding.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
| 2002 | Financial Market Integration and Business Cycle Volatility in a Monetary Union.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Collective Decision-making: FIFA from the Perspective of Public Choice In: The Economists' Voice. [Full Text][Citation analysis] | article | 2 |
| 2020 | Uncertainty and Forecasts of U.S. Recessions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2017 | Uncertainty and Forecasts of U.S. Recessions.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | Low Skill but High Volatility? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2016 | USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Full Text][Citation analysis] | article | 0 |
| 2016 | Volunteering, Match Quality, and Internet Use In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Full Text][Citation analysis] | article | 0 |
| 2015 | Volunteering, match quality, and internet use.(2015) In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Scattered Fiscal Forecasts In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Contagious speculative bubbles: A note on the Greek sovereign debt crisis In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2012 | On the determinants of sporting success – A note on the Olympic Games In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2012 | Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | A quantile-regression test of economic models of volunteer labor supply In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | Animal spirits, the stock market, and the unemployment rate: Some evidence for German data In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2016 | Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data.(2016) In: Macroeconomics and Finance Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | Law of one price: BigMac versus Fortnite - A Note In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2021 | Law of one price: BigMac versus Fortnite - A note.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | The stance of U.S. monetary policy and the realized variance of gold-price returns In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2023 | A bootstrap test of the time-varying efficiency of German growth forecasts In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Do inflation targets anchor inflation expectations? In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2018 | Testing the optimality of inflation forecasts under flexible loss with random forests In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2014 | Central banks’ interest rate projections and forecast coordination In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 2016 | Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 22 |
| 2019 | Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 34 |
| 2018 | Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2012 | On the loss function of the Bank of Canada: A note In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2012 | Forecasting stock prices: Do forecasters herd? In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2012 | Who believes in the Taylor principle? Evidence from the Livingston survey In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2015 | Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2016 | On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 2015 | On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2023 | A bootstrap-based efficiency test of growth and inflation forecasts for Germany In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | An analytical approximation of target zone exchange rate functions: the technique of collocation In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2004 | Modeling the intensity of foreign exchange intervention activity In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2016 | Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems. [Full Text][Citation analysis] | article | 2 |
| 2014 | Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Economic and financial crises and the predictability of U.S. stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2006 | Economic and Financial Crises and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2021 | Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
| 2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | Forecasting 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] | article | 7 |
| 2022 | Forecasting 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: 7 | paper | |
| 2024 | Stock market bubbles and the realized volatility of oil price returns In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Stock Market Bubbles and the Realized Volatility of Oil Price Returns.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | New evidence of anti-herding of oil-price forecasters In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
| 2010 | New Evidence of Anti-Herding of Oil-Price Forecasters.(2010) In: WHU Working Paper Series - Economics Group. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2021 | OPEC news and jumps in the oil market In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2020 | OPEC News and Jumps in the Oil Market.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy. [Full Text][Citation analysis] | article | 16 |
| 2021 | Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2008 | Real-time macroeconomic data and ex ante stock return predictability In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2022 | Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2021 | Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
| 2017 | On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2019 | The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2018 | The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2019 | On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2016 | On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
| 2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2020 | Forecasting realized gold volatility: Is there a role of geopolitical risks? In: Finance Research Letters. [Full Text][Citation analysis] | article | 63 |
| 2019 | Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2021 | A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
| 2020 | A 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 | |
| 2021 | Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters. [Full Text][Citation analysis] | article | 22 |
| 2022 | Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2021 | Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Forecasting 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] | article | 0 |
| 2023 | Forecasting 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 | |
| 2023 | Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
| 2022 | Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2023 | Climate risks and state-level stock market realized volatility In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
| 2022 | Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Business-cycle fluctuations and international equity correlations In: Global Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 2008 | Investing in European stock markets for high-technology firms In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2005 | Investing in European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 19 |
| 2002 | The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2009 | Changes in the international comovement of stock returns and asymmetric macroeconomic shocks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 42 |
| 2024 | Forecasting international financial stress: The role of climate risks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2023 | Forecasting International Financial Stress: The Role of Climate Risks.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2012 | Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding.(2012) In: Macroeconomics and Finance Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | Predicting recessions with boosted regression trees In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 42 |
| 2015 | Predicting Recessions With Boosted Regression Trees.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2011 | Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding In: Japan and the World Economy. [Full Text][Citation analysis] | article | 1 |
| 2013 | Forecasting metal prices: Do forecasters herd? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2012 | Forecasting metal prices: Do forecasters herd?.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 1999 | The Value of Waiting: Russias Integration into the International Capital Markets In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
| 1998 | The value of waiting: Russias integration into the international capital markets.(1998) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Noise trading and delayed exchange rate overshooting In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
| 2008 | Forecasting stock market volatility with macroeconomic variables in real time In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 15 |
| 2006 | Forecasting stock market volatility with macroeconomic variables in real time.(2006) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2011 | The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 69 |
| 2019 | Forecasting 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: 69 | paper | |
| 1999 | The term structure of interest rates in a sticky-price target zone model In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2005 | Financial openness and business cycle volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 116 |
| 2002 | Financial Openness and Business Cycle Volatility.(2002) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
| 2009 | Efficiency wages, financial market integration, and the fiscal multiplier In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2004 | Capital mobility and the effectiveness of fiscal policy in open economies In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 13 |
| 2003 | Capital 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: 13 | paper | |
| 2005 | The integration of imperfect financial markets: Implications for business cycle volatility In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 19 |
| 2003 | The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2006 | The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2015 | A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy. [Full Text][Citation analysis] | article | 6 |
| 2016 | A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
| 2016 | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy. [Full Text][Citation analysis] | article | 148 |
| 2015 | Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
| 2016 | Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy. [Full Text][Citation analysis] | article | 20 |
| 2020 | The 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: 20 | paper | |
| 2022 | Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
| 2020 | Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
| 2021 | Climate 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: 8 | paper | |
| 2007 | Exchange rates, interventions, and the predictability of stock returns in Japan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2019 | Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
| 2006 | Politics and the stock market: Evidence from Germany In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 26 |
| 2004 | Politics and the Stock Market: Evidence from Germany.(2004) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2005 | Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities reaction functions In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2013 | A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 22 |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
| 2016 | Do 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: 19 | paper | |
| 2005 | The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 71 |
| 2003 | The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2008 | Financial market integration, labor markets, and macroeconomic policies In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | The business cycle and the equity risk premium in real time In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | On the directional accuracy of forecasts of emerging market exchange rates In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | On the determinants of small and large foreign exchange market interventions: The case of the Japanese interventions in the 1990s In: Review of Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s.(2004) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | Disaggregated 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] | article | 10 |
| 2024 | Financial stress and realized volatility: The case of agricultural commodities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Inflation 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] | article | 5 |
| 2014 | Inflation 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 | |
| 2014 | Inflation 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 | |
| 2021 | Time-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] | article | 4 |
| 2020 | Time-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 | |
| 2011 | The Financial Crisis and the Stock Markets of the CEE Countries In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 12 |
| 2013 | A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality In: Economies. [Full Text][Citation analysis] | article | 2 |
| 2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 49 |
| 2021 | Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers In: Energies. [Full Text][Citation analysis] | article | 4 |
| 2021 | Forecasting 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 | |
| 2021 | A 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] | article | 6 |
| 2021 | A 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: 6 | paper | |
| 2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment In: Energies. [Full Text][Citation analysis] | article | 10 |
| 2021 | Climate 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: 10 | paper | |
| 2022 | Oil-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] | article | 3 |
| 2022 | Oil-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 | |
| 2024 | Climate Risks and Real Gold Returns over 750 Years In: Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2024 | Climate Risks and Real Gold Returns over 750 Years.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | House Price Forecasts, Forecaster Herding, and the Recent Crisis In: IJFS. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2023 | Realized 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] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 2021 | Climate 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 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2024 | Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability. [Full Text][Citation analysis] | article | 16 |
| 2020 | Investor 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 | |
| 2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability. [Full Text][Citation analysis] | article | 3 |
| 2021 | El 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: 3 | paper | |
| 2011 | On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | On 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 | |
| 2012 | On 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 | |
| 2011 | On 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 | |
| 2012 | Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Predicting Recessions in Germany With Boosted Regression Trees In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Exchange Rate Target Zones and Stock Price Volatility. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
| 2007 | International equity flows and the predictability of US stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2006 | International 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 | |
| 2013 | A Note on Corruption and National Olympic Success In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2021 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics. [Full Text][Citation analysis] | article | 15 |
| 2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2024 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Do 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] | article | 0 |
| 2014 | Change of editorial assistant In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2017 | On 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] | article | 4 |
| 2015 | On 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 | |
| 2007 | On the hump-shaped output effect of monetary policy in an open economy In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2004 | On 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 | |
| 2010 | Editorial In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2010 | Sources of time-varying exchange rate exposure In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 6 |
| 2010 | Capital mobility and labor market volatility In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 3 |
| 2011 | Editorial In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2012 | Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
| 2012 | Housing 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 | |
| 2016 | Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply In: Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? In: Zeitschrift für Wirtschaftspolitik. [Full Text][Citation analysis] | article | 0 |
| 2013 | Using forecasts to uncover the loss function of FOMC members In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Experimental Evidence on Forecaster (anti-) Herding in Sports Markets In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Nonlinear Links between Stock Returns and Exchange Rate Movements In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data In: Working Papers. [Citation analysis] | paper | 5 |
| 2014 | On 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 | |
| 2018 | On 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 | |
| 2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers. [Citation analysis] | paper | 36 |
| 2018 | Terror 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 | |
| 2016 | Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers. [Citation analysis] | paper | 6 |
| 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | Forecasting Changes of Economic Inequality: A Boosting Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 9 |
| 2021 | Forecasting 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: 9 | article | |
| 2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers. [Citation analysis] | paper | 2 |
| 2022 | Risk 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 | |
| 2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 7 |
| 2021 | A 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: 7 | article | |
| 2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 3 |
| 2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 11 |
| 2021 | Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries In: Working Papers. [Citation analysis] | paper | 6 |
| 2021 | Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers. [Citation analysis] | paper | 11 |
| 2022 | Forecasting 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 | |
| 2021 | Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning In: Working Papers. [Citation analysis] | paper | 6 |
| 2023 | Investor 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: 6 | article | |
| 2021 | Predictability 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] | paper | 0 |
| 2021 | Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | El 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 | |
| 2022 | Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2022 | Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Stock Market Volatility and Multi-Scale Positive and Negative Bubbles In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Realized Stock Market Volatility of the United States: The Role of Employee Sentiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Gasoline Prices and Presidential Approval Ratings of the United States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Climate Policy Uncertainty and Financial Stress: Evidence for China In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection In: Working Papers. [Citation analysis] | paper | 0 |
| 2012 | Forecasting U.S. Housing Starts Under Asymmetric Loss In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Forecasting US housing starts under asymmetric loss.(2013) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | A Note on the International Coordination of Anti-Doping Policies In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A 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 | |
| 2013 | Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 2 |
| 2000 | Stock 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 | |
| 2004 | The 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] | article | 12 |
| 2003 | The 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 | |
| 2013 | A note on the anti-herding instinct of interest rate forecasters In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Fluctuations 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] | article | 6 |
| 2014 | Fluctuations 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 | |
| 2020 | Forecasting precious metal returns with multivariate random forests In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 2023 | Do 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] | article | 0 |
| 1998 | Rezensionen In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2000 | Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2001 | Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2003 | Modeling 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] | article | 9 |
| 2004 | Modeling 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 | |
| 2010 | Periodically collapsing bubbles in the German stock market, 1876-1913 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | Why do speculative bubbles gather steam? Some international evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | On the directional accuracy of survey forecasts: the case of gold and silver In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2013 | Joining the international fight against doping In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | Currency crises, uncertain fundamentals and private-sector forecasts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | On the internal consistency of the term structure of forecasts of housing starts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2015 | Gender and generosity in charitable giving: empirical evidence for the German Red Cross In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | A note on the directional accuracy of interest-rate forecasts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Forecasting gold-price fluctuations: a real-time boosting approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2015 | Sports and (real) business cycles In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2016 | Using ROC techniques to measure the effectiveness of foreign exchange market interventions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2022 | Business-cycle reports and the efficiency of macroeconomic forecasts for Germany In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2020 | Business-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: 2 | paper | |
| 2022 | On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | Are female skins sold at a lower price? Evidence from the Fortnite game In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting Eurozone real-estate returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Oil price forecasting under asymmetric loss In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2012 | Oil price forecasting under asymmetric loss.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Do professional economists forecasts reflect Okuns law? Some evidence for the G7 countries In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 2015 | Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Sources of Predictability of European Stock Markets for High-technology Firms In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2005 | Sources 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 | |
| 2012 | Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Skewed exchange-rate forecasts In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | On the Internal Consistency of Stock Market Forecasts In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
| 2001 | NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE In: International Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2007 | Households Preferences and Exchange Rate Overshooting In: International Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2013 | On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2020 | Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2018 | A test of the joint efficiency of macroeconomic forecasts using multivariate random forests In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2022 | Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2023 | On 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] | article | 0 |
| 2006 | Real-time macroeconomic data and ex ante predictability of stock returns In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Real-time forecasting and political stock market anomalies: evidence for the U.S. In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The interventions of the European Central Bank: Effects, effectiveness, and policy implications In: Research Notes. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie In: Schriften des Europäischen Instituts für Sozioökonomie e.V.. [Full Text][Citation analysis] | book | 3 |
| 2012 | Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft In: Schriften des Europäischen Instituts für Sozioökonomie e.V.. [Full Text][Citation analysis] | book | 3 |
| 2013 | Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Die 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] | paper | 3 |
| 2015 | Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Public 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] | paper | 1 |
| 2016 | For 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] | paper | 1 |
| 2017 | Why 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] | paper | 1 |
| 2013 | Zur 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] | paper | 0 |
| 2017 | Match 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] | paper | 0 |
| 2013 | Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The influence of performance parameters on market value In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 1 |
| 2019 | German sports clubs recruitment of executive board members In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Zivilgesellschaftliches Engagement im Lebenszyklus In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Krieg der Währungen In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Wojna walutowa In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | House price forecasts in times of crisis: Do forecasters herd? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Auswirkungen einer Importsteuer in den USA - Wer zahlt für die Mauer? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Wer verdient was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The LoP game: BigMac versus Fortnite In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Are female skins sold for a lower price? Evidence from the Fortnite game In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Heteroeneous 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 | |
| 2014 | Heterogeneous 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 | |
| 1998 | Taxing short-term capital flows - An option for transition economies? In: Kiel Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2001 | Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? In: Kiel Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Monetary Policy Rules and Oil Price Shocks In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2002 | Exchange Rate Expectations Redux and Monetary Policy In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Business Cycle Fluctuations and International Financial Integration In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Productivity Shocks and Delayed Exchange-Rate Overshooting In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Underpricing and Index Excess Returns In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Brokers and business cycles: Does financial market volatility cause real fluctuations? In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Financial market volatility and inflation uncertainty: An empirical investigation In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Noise Traders? Trigger Rates, FX Options, and Smiles In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On the efficiency of German growth forecasts: An empirical analysis using quantile random forests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Nonlinear Expectation Formation in the U.S. Stock Market In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Globalisierung und Konjunkturzyklen In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team