Access Statistics for Christian Pierdzioch

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A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 0 25 41
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 1 1 13 60
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 0 0 18 78
A Note on the International Coordination of Anti-Doping Policies 0 0 0 12 0 1 5 66
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 1 1 66 0 2 12 104
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 0 0 99 0 0 9 273
Are female skins sold for a lower price? Evidence from the Fortnite game 0 1 1 11 0 2 13 135
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 1 1 7 0 2 7 31
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 0 2 12 103
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 0 1 10 25
Business Cycle Fluctuations and International Financial Integration 0 0 0 248 0 1 11 705
Business Cycle Volatility in Germany 0 0 0 267 0 1 9 1,005
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 14 0 1 9 27
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 0 0 267 0 0 17 902
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 0 174 0 1 11 541
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 0 2 24 61
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 0 1 19 111
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 0 1 8 58
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 0 2 19 90
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 0 0 1 43 0 0 14 65
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 1 1 16 28
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 0 4 25 123
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 0 1 23 60
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 0 4 20 95
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 0 0 14 90
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 0 4 20 46
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 0 0 8 28
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 1 1 19 1,478
Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility 0 0 14 14 1 6 23 23
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral 0 0 1 1 2 3 13 20
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung 0 0 0 0 1 2 7 12
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 0 1 15 43
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 0 2 12 54
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 3 20 56
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 0 0 4 8 0 2 39 56
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 1 14 167
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 0 0 15 117
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 0 2 14 110
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 1 23 141
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 1 2 9 34
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 1 4 37 60
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 141 1 1 18 445
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 0 1 19 57
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 1 2 8 63
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 1 2 15 65
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 2 11 38
Exchange Rate Expectations Redux and Monetary Policy 0 0 0 173 1 2 11 813
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets 0 0 0 15 1 3 16 56
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 1 1 21 0 1 9 94
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 162 0 1 5 676
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 0 0 202 0 2 9 579
Financial Openness and Business Cycle Volatility 0 0 0 763 0 1 12 1,692
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 0 2 14 29
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 0 1 21 64
Financial market volatility and inflation uncertainty: An empirical investigation 0 0 0 42 0 1 11 285
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 19 0 1 4 98
Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy 0 0 0 55 0 2 8 109
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 0 1 1 47 2 8 34 633
For the love of football? Using economic models of volunteering to study the motives of German football referees 0 0 0 1 0 1 12 38
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 0 1 10 96
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 0 0 9 109
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 1 3 33 56
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 0 0 10 62
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 0 0 8 42
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 1 6 60
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 2 3 27 127
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 1 1 13 162
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 2 5 31 76
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 0 3 25 0 1 22 59
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 0 0 13 170
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 0 2 34 152
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 0 20 67
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 1 3 18 50
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 0 0 0 0 0 1 13 79
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 0 38 0 0 8 69
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 0 1 16 35
Forecasting metal prices: Do forecasters herd? 1 2 3 76 1 3 10 137
Forecasting stock market volatility with macroeconomic variables in real time 0 0 0 342 2 3 19 1,107
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 0 1 90 0 2 16 367
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 0 1 9 16
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 70 0 0 6 187
Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? 0 0 0 0 0 0 11 43
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 0 5 14 48
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 3 9 79
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 0 3 9 59
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 45 0 1 5 129
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 0 0 9 27
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 0 6 5 20 73 104
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 0 1 1 417 0 2 9 1,495
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 1 4 35 92
German sports clubs' recruitment of executive board members 0 0 1 4 0 0 12 23
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung 0 0 1 10 0 0 21 50
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 0 0 0 64 0 1 10 531
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 2 18 93
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 0 27 0 0 13 73
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 0 65 0 1 6 96
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 17 1 1 11 54
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 102 0 2 7 90
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 0 106 0 0 14 382
House price forecasts in times of crisis: Do forecasters herd? 0 1 1 52 0 1 14 84
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 1 1 33 0 2 11 135
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 0 0 8 75
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 0 0 8 72
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 0 179 0 1 12 922
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 0 53 0 0 5 217
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes 0 0 0 0 0 1 10 16
Investing in European Stock Markets for High-Technology Firms 0 0 0 72 0 0 12 311
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 0 1 18 81
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 0 0 17 47
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 7 0 0 4 41
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 0 103 0 1 8 661
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 31 0 0 7 387
Krieg der Währungen 0 1 1 25 0 1 8 69
Law of one price: BigMac versus Fortnite - A note 0 1 1 7 0 2 9 34
Low Skill but High Volatility? 0 0 1 60 0 1 9 231
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 2 3 21 151
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs 0 0 1 2 0 1 16 25
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 0 2 25 50
Monetary Policy Rules and Oil Price Shocks 0 0 1 813 0 0 9 1,970
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 0 2 14 26
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 0 8 0 0 7 49
Noise Traders? Trigger Rates, FX Options, and Smiles 0 0 0 180 0 1 12 1,319
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 0 216 0 0 15 620
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 24 0 2 16 64
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 0 0 134 0 1 12 438
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 0 14 0 0 11 65
OPEC News and Jumps in the Oil Market 0 0 0 16 0 2 17 72
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 0 1 9 24
Oil price forecasting under asymmetric loss 0 1 1 59 0 2 8 119
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 0 15 0 3 11 47
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 0 1 13 96
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 0 2 18 81
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 1 4 14 99
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 1 16 69
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 3 11 92
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 0 0 16 80
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 0 7 76
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 0 0 15 856
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 0 0 6 47
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 5 0 1 20 71
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World 0 0 0 55 0 0 4 294
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests 0 0 0 19 0 0 11 32
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 1 1 10 28
Politics and the Stock Market: Evidence from Germany 0 0 0 276 0 0 17 1,002
Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks 0 0 0 8 0 0 14 56
Predicting Recessions With Boosted Regression Trees 0 0 0 134 1 2 46 328
Predicting Recessions in Germany With Boosted Regression Trees 0 0 0 93 0 3 24 209
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 1 1 10 133
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 0 205 0 0 8 693
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply 0 0 0 1 0 1 10 27
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 0 2 9 644
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 0 2 19 580
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 0 0 12 33
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 0 0 11 30
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 0 0 22 110
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 39 0 3 26 97
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 100 0 2 6 335
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 0 1 17 37
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 128 1 2 15 909
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 0 1 9 26
Taxing short-term capital flows - An option for transition economies? 0 0 0 12 1 1 16 104
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 0 0 6 149
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 0 75 0 2 22 478
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 114 0 1 11 727
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 0 0 0 408 1 4 20 1,497
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 0 311 0 1 13 903
The LoP game: BigMac versus Fortnite 0 1 1 15 0 2 9 61
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 0 0 12 59
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 0 41 0 1 12 101
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 0 0 312 0 2 30 884
The influence of performance parameters on market value 0 1 2 10 0 5 19 53
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 0 3 149 0 2 35 636
The value of waiting: Russia's integration into the international capital markets 0 0 0 35 0 0 10 180
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 1 7 49
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 4 8 60 146
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 1 1 11 72
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 0 20 103
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 0 2 21 231
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 8 61
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 0 0 4 17
Underpricing and Index Excess Returns 0 0 0 61 0 2 9 267
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld 0 0 0 0 0 0 4 15
Using forecasts to uncover the loss function of FOMC members 0 0 0 86 1 2 9 249
Volunteering, match quality, and internet use 0 0 0 1 0 0 10 22
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 0 1 6 51 0 2 26 111
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 0 24 0 0 13 366
Why do referees end their careers and which factors determine the duration of a referee's career? 0 0 0 0 0 2 12 27
Wojna walutowa 0 1 1 15 0 2 9 52
Zivilgesellschaftliches Engagement im Lebenszyklus 0 0 1 1 0 0 2 9
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 0 0 0 18 0 0 5 84
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft 0 0 0 1 0 1 5 13
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 2 0 0 2 14
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 17 0 0 6 73
Total Working Papers 1 17 57 11,085 51 283 2,782 43,314

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Corruption and National Olympic Success 0 0 0 20 2 3 14 116
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 0 0 4 45
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 1 1 9 0 3 12 54
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 1 2 14 21
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 0 12 0 1 7 100
A Note on the International Coordination of Antidoping Policies 0 0 0 5 0 1 7 43
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 6 0 2 15 38
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 1 1 1 18 1 3 15 74
A bootstrap test of the time-varying efficiency of German growth forecasts 0 0 0 0 0 1 5 6
A bootstrap-based efficiency test of growth and inflation forecasts for Germany 0 0 0 2 1 1 9 19
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 0 5 47
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America 0 0 0 4 0 0 5 52
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 1 1 2 15 2 3 16 97
A note on investor happiness and the predictability of realized volatility of gold 0 0 0 5 2 2 11 32
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 0 1 13 20
A note on the anti-herding instinct of interest rate forecasters 0 0 0 17 0 0 8 84
A note on the directional accuracy of interest-rate forecasts 0 0 0 3 1 1 13 27
A quantile-boosting approach to forecasting gold returns 0 0 0 7 2 2 15 85
A quantile-regression test of economic models of volunteer labor supply 0 1 1 35 1 7 15 104
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 0 2 11 96
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 1 1 5 20
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 0 1 5 92
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 1 1 33 1 3 19 115
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 0 0 0 22 1 2 13 73
Are female skins sold at a lower price? Evidence from the Fortnite game 0 0 0 2 4 4 12 36
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 0 1 9 76
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 1 25 0 1 6 69
Book reviews 0 0 0 7 0 1 7 36
Book reviews 0 0 0 3 1 1 5 41
Business Cycle Volatility in Germany 0 0 0 0 0 0 11 18
Business Cycle Volatility in Germany 0 0 0 53 0 1 8 254
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 0 3 25 36
Business-cycle fluctuations and international equity correlations 0 0 0 40 0 0 6 117
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 3 1 1 9 16
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 0 0 1 1 0 3 16 20
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 0 1 1 6 12
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 37 1 1 5 139
Capital mobility and labor market volatility 0 0 0 28 0 2 8 170
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 1 2 10 167
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 0 0 1 20 0 0 8 61
Central banks’ interest rate projections and forecast coordination 0 0 0 21 0 0 4 92
Change of editorial assistant 0 0 0 7 1 2 13 47
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 0 0 0 102 1 2 16 300
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 0 3 1 2 15 30
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 0 2 12 12
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 2 6 0 0 6 19
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 9 1 2 11 37
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 0 5 0 2 15 28
Climate risks and realized volatility of major commodity currency exchange rates 0 0 3 17 0 2 30 64
Climate risks and state-level stock market realized volatility 0 0 0 2 0 0 12 21
Cointegration of the prices of gold and silver: RALS-based evidence 1 1 2 38 1 6 19 147
Collective Decision-making: FIFA from the Perspective of Public Choice 0 0 1 16 1 4 18 69
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 0 49 0 0 9 182
Currency crises, uncertain fundamentals and private-sector forecasts 0 0 0 7 0 0 5 44
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE 0 0 0 0 0 2 13 81
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 0 0 3 12
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 0 24 0 0 9 95
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 1 2 7 13
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 0 0 10 25
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach 1 1 1 2 1 1 25 30
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 0 0 4 157
Do inflation targets anchor inflation expectations? 0 0 0 63 0 1 15 159
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 3 89
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 0 0 15 30
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 0 0 0 58 0 0 10 193
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 2 3 16 66
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 0 11 0 1 19 71
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 1 5 71 0 8 35 225
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 0 1 3 1 3 11 18
Economic and financial crises and the predictability of U.S. stock returns 0 0 0 59 0 0 13 211
Editorial 0 0 0 2 0 0 7 23
Editorial 0 0 0 1 0 0 6 22
Efficiency wages, financial market integration, and the fiscal multiplier 0 0 0 53 0 2 4 237
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 1 1 1 8 1 2 15 27
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 0 0 22 35
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 1 1 4 455
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 0 53 0 1 8 182
Exchange rates, interventions, and the predictability of stock returns in Japan 0 0 1 37 0 0 6 136
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 0 0 8 172
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 0 49 0 0 6 177
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy 0 0 0 14 0 1 9 128
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection 0 0 2 3 0 7 23 27
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 0 2 14 145
Financial market integration, labor markets, and macroeconomic policies 0 0 0 48 1 1 9 213
Financial openness and business cycle volatility 0 0 0 283 0 2 17 677
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 0 11 15
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy 0 0 0 12 0 1 17 79
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 1 1 8 28
Forecasting Eurozone real-estate returns 0 0 0 12 0 0 8 64
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 0 3 0 0 2 38
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 1 5 27 1 5 33 121
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 0 29 0 2 9 106
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 0 1 1 1 3 20 25
Forecasting US housing starts under asymmetric loss 0 0 0 4 0 1 3 59
Forecasting gold-price fluctuations: a real-time boosting approach 0 1 2 38 3 5 14 132
Forecasting international financial stress: The role of climate risks 0 0 4 10 1 3 34 48
Forecasting metal prices: Do forecasters herd? 0 0 0 34 2 3 7 153
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 1 1 0 2 15 29
Forecasting precious metal returns with multivariate random forests 0 2 4 19 0 2 20 88
Forecasting realized gold volatility: Is there a role of geopolitical risks? 1 2 2 19 2 5 28 96
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 0 1 26 1 1 21 118
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 2 3 5 5 2 3 18 24
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 1 1 10 23
Forecasting stock market volatility with macroeconomic variables in real time 0 0 1 93 0 1 16 393
Forecasting stock prices: Do forecasters herd? 0 0 0 33 0 0 9 119
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 0 0 0 2 1 2 14 30
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 1 16 0 2 12 114
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 1 2 11 190
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 0 1 10 46
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 0 0 3 17
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 0 2 15 21
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 0 0 5 0 2 16 33
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 0 5 0 1 17 24
Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks 0 2 4 4 0 6 20 20
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 0 5 0 0 6 37
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 1 1 3 12 3 6 23 51
Globalisierung und Konjunkturzyklen 0 0 0 3 1 1 9 38
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 1 1 14 59
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 0 0 1 44 0 2 10 155
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 0 32 0 0 8 121
Households' Preferences and Exchange Rate Overshooting 0 0 0 16 0 0 4 73
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 0 11 1 4 14 89
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 0 11 0 1 12 51
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für Deutschland 0 0 0 19 1 1 14 106
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 2 11 0 0 14 86
International equity flows and the predictability of US stock returns 0 0 0 14 0 3 9 80
Investing in European stock markets for high-technology firms 0 0 0 11 0 0 11 72
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 1 1 5 14 1 6 33 66
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 4 24
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 1 0 0 6 9
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 11 0 0 1 43
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions 0 0 0 21 0 0 8 96
Joining the international fight against doping 0 0 0 5 0 0 6 26
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 0 0 28 1 1 7 73
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 0 16 1 1 6 80
Law of one price: BigMac versus Fortnite - A Note 0 0 1 18 3 4 16 94
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 1 1 2 14 3 3 27 91
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 0 64 0 3 11 287
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 0 0 7 64
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 20 0 0 9 81
Modeling the intensity of foreign exchange intervention activity 0 0 0 24 0 0 5 83
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 0 0 2 2 0 0 17 20
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 0 0 8 11
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE 0 0 0 4 0 2 4 21
New evidence of anti-herding of oil-price forecasters 0 0 1 46 2 3 13 158
Noise trading and delayed exchange rate overshooting 0 0 0 39 0 0 9 169
OPEC news and jumps in the oil market 0 0 0 10 0 0 14 39
Oil price forecasting under asymmetric loss 0 0 0 16 1 3 13 130
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 1 1 10 16
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data 0 0 0 4 0 0 7 18
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 1 5 0 2 16 29
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 0 7 0 1 18 39
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 0 6 13 62
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 1 2 4 13 1 3 18 83
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 0 2 15 87
On the Internal Consistency of Stock Market Forecasts 0 0 0 0 0 0 1 3
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 0 0 1 0 1 9 31
On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns 0 0 1 6 0 1 12 37
On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 30 1 1 5 114
On the determinants of sporting success – A note on the Olympic Games 0 1 6 300 1 6 38 854
On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 0 0 0 11 15
On the directional accuracy of forecasts of emerging market exchange rates 0 0 0 16 0 2 6 72
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 0 0 11 30
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 0 2 0 2 11 76
On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts 0 0 0 0 0 1 9 10
On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection 0 0 1 1 0 0 7 8
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 0 2 12 93
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 15 1 2 7 79
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 0 0 0 4 7
On the internal consistency of the term structure of forecasts of housing starts 1 1 1 4 1 2 6 33
On the loss function of the Bank of Canada: A note 0 0 0 17 1 1 10 86
On the short-term predictability of stock returns: A quantile boosting approach 0 0 2 9 0 2 20 81
Periodically collapsing bubbles in the German stock market, 1876-1913 0 1 1 20 0 1 5 86
Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes 0 0 0 0 2 5 6 6
Politics and the stock market: Evidence from Germany 0 0 0 88 0 1 10 274
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 0 4 0 0 4 15
Predicting recessions with boosted regression trees 1 1 3 57 2 2 15 193
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 1 1 13 63
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 1 1 2 18 2 2 13 64
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 27 1 1 17 145
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 1 5 0 0 11 20
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 0 0 6 10
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 0 0 7 98
Rezensionen 0 0 0 2 1 1 5 22
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 0 1 9 18
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 2 3 5 18 27
Scattered Fiscal Forecasts 0 0 0 12 0 0 13 92
Skewed exchange-rate forecasts 0 0 0 5 1 1 3 35
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 32 0 0 6 148
Sources of time-varying exchange rate exposure 0 0 0 33 0 2 11 127
Sports and (real) business cycles 0 0 0 21 2 2 14 157
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 15 0 0 6 80
Stock market bubbles and the realized volatility of oil price returns 0 0 0 2 0 1 21 29
Stock market volatility and multi-scale positive and negative bubbles 0 1 1 3 0 1 19 21
Stock returns, exchange rate movements and central bank interventions 0 0 0 0 1 2 4 4
Survey Forecasts and Money Demand Functions: Some International Evidence 0 0 0 33 1 1 13 107
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 1 11 1 3 13 66
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 0 9 0 0 6 27
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 1 3 10 73
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 0 1 115 1 1 33 373
The Financial Crisis and the Stock Markets of the CEE Countries 0 0 0 120 0 0 14 362
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 23 0 0 5 106
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 0 0 12 98
The business cycle and the equity risk premium in real time 0 0 0 48 0 1 7 261
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 0 17 0 0 6 126
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 0 0 61 0 1 13 275
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 0 63 1 1 18 247
The international business cycle and gold-price fluctuations 0 0 0 103 1 1 23 378
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 0 13 0 2 15 48
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 1 9 0 4 14 49
The stance of U.S. monetary policy and the realized variance of gold-price returns 0 0 2 3 1 2 28 39
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 0 1 6 84
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 0 46 0 1 10 153
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 1 2 12 36
Time-varying nonlinear exchange rate exposure 0 0 0 0 2 2 6 8
Time-varying risk aversion and realized gold volatility 0 1 4 13 3 5 55 100
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 0 2 10 27
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 0 0 11 36
Uncertainty and Forecasts of U.S. Recessions 0 1 1 16 1 4 33 95
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 0 0 15 21
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 0 1 9 16
Using ROC techniques to measure the effectiveness of foreign exchange market interventions 0 0 0 2 0 2 11 18
Volunteering, Match Quality, and Internet Use 0 0 0 1 0 1 9 20
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 12 1 1 8 63
Why do speculative bubbles gather steam? Some international evidence 0 0 0 7 0 1 13 43
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 10 0 0 6 55
Total Journal Articles 15 33 111 4,556 113 340 2,707 19,994
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