Access Statistics for Thomas Dimpfl

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations 0 0 0 18 0 0 2 49
Can Internet search queries help to predict stock market volatility? 0 0 0 72 1 1 5 260
Can internet search queries help to predict stock market volatility? 0 0 3 86 2 2 7 334
Financial market spillovers around the globe 0 0 1 106 1 2 4 238
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 2 13 0 1 5 44
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 0 0 2 55
Non-Standard Errors 0 0 1 8 1 1 3 33
Non-Standard Errors 0 1 4 27 2 11 79 145
Non-Standard Errors 0 0 1 42 1 10 52 433
Non-Standard Errors 0 0 1 19 0 0 2 24
Nonstandard errors 0 0 11 11 1 9 44 44
Price Discovery on Bitcoin Markets 0 0 2 6 0 1 4 21
Price discovery in the markets for credit risk: A Markov switching approach 0 0 1 21 0 0 2 70
State-dependent Momentum in International Stock Markets 0 0 0 43 1 1 1 123
Stock return autocorrelations revisited: A quantile regression approach 0 1 1 167 0 2 5 418
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 0 1 2 106
Using transfer entropy to measure information flows between financial markets 0 0 3 73 0 0 7 179
Total Working Papers 0 2 31 759 10 42 226 2,576
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile Regression Approach to Estimate the Variance of Financial Returns 0 0 2 41 1 2 5 90
A note on cointegration of international stock market indices 0 0 1 28 0 0 3 89
Analyzing volatility transmission using group transfer entropy 1 2 2 35 1 3 5 113
Asymmetric volatility in cryptocurrencies 1 2 18 128 2 4 48 367
Attention and retail investor herding in cryptocurrency markets 0 0 1 6 0 0 2 16
Bitcoin Price Risk—A Durations Perspective 0 0 1 5 0 0 2 41
Bitcoin, gold and the US dollar – A replication and extension 3 6 29 191 10 26 96 589
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 1 20 1 1 9 88
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 0 1 2 9
Financial market spillovers around the globe 0 0 0 10 0 1 1 58
Googling gold and mining bad news 0 0 0 7 0 0 5 41
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 0 0 1 68
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 3 4 17 74 10 25 140 908
Information shares for markets with partially overlapping trading hours 0 1 2 4 1 2 6 11
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 2 3 2 2 5 26
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 2 22 1 1 6 76
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 0 1 6 0 0 4 23
Labor income risk and households’ risky asset holdings 0 0 3 12 0 0 6 35
Nonstandard Errors 0 5 31 31 4 19 110 110
Nothing but noise? Price discovery across cryptocurrency exchanges 0 1 2 31 0 3 11 89
Price Discovery and Learning during the German 5G Auction 0 0 0 0 0 0 0 6
Price discovery in agricultural commodity markets in the presence of futures speculation 0 0 0 38 1 4 9 132
Price discovery in bitcoin spot or futures? 0 0 9 38 0 2 17 101
Price discovery in the markets for credit risk: a Markov switching approach 0 1 1 8 0 1 3 35
Price discovery on Bitcoin markets 0 0 3 17 1 3 7 105
Stock return autocorrelations revisited: A quantile regression approach 0 0 0 82 1 1 2 288
The asymmetric return-volatility relationship of commodity prices 0 0 1 19 0 0 3 81
The impact of US news on the German stock market—An event study analysis 0 0 2 66 0 2 12 280
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 1 1 15 0 2 4 80
The volatility of Bitcoin and its role as a medium of exchange and a store of value 14 22 42 67 32 63 149 275
Think again: volatility asymmetry and volatility persistence 1 3 6 11 2 4 10 24
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 0 3 25 1 1 7 241
Using transfer entropy to measure information flows between financial markets 1 2 9 70 2 4 19 233
Volatility discovery in cryptocurrency markets 0 0 2 3 1 2 6 12
Total Journal Articles 24 50 194 1,134 74 179 715 4,740
1 registered items for which data could not be found
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Statistics updated 2025-04-04