| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A melting pot — Gold price forecasts under model and parameter uncertainty |
0 |
2 |
4 |
40 |
0 |
6 |
10 |
109 |
| An empirical assessment of recent challenges in today's financial markets |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
35 |
| Are the Forecasts of Professionals Compatible with the Taylor Rule? Evidence from the Euro Area |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
4 |
| Capital flows and GDP in emerging economies and the role of global spillovers |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
175 |
| Causality and volatility patterns between gold prices and exchange rates |
0 |
0 |
0 |
51 |
0 |
3 |
5 |
166 |
| Commodity futures and a wavelet-based risk assessment |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
30 |
| Crude oil futures trading and uncertainty |
0 |
0 |
1 |
71 |
0 |
1 |
2 |
128 |
| Dimensions and Determinants of Inflation Anchoring |
0 |
0 |
3 |
6 |
0 |
4 |
10 |
16 |
| Does global liquidity drive commodity prices? |
2 |
2 |
3 |
84 |
3 |
4 |
8 |
210 |
| Does gold act as a hedge or a safe haven for stocks? A smooth transition approach |
0 |
4 |
9 |
58 |
2 |
14 |
31 |
229 |
| Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
33 |
| ECB’s central bank communication and monetary policy transmission: predictability from text-based sentiment indicators? |
1 |
2 |
2 |
2 |
1 |
6 |
6 |
6 |
| Effective Exchange Rates, Current Accounts and Global Imbalances |
1 |
2 |
2 |
12 |
2 |
4 |
5 |
65 |
| Exchange rate expectation, abnormal returns, and the COVID-19 pandemic |
0 |
0 |
4 |
12 |
0 |
0 |
9 |
51 |
| Exchange rate expectations and economic policy uncertainty |
2 |
4 |
19 |
159 |
2 |
10 |
48 |
485 |
| Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
130 |
| Expectation formation and the Phillips curve revisited |
0 |
0 |
5 |
5 |
1 |
2 |
12 |
12 |
| Features of overreactions in the cryptocurrency market |
0 |
0 |
2 |
9 |
0 |
1 |
4 |
37 |
| Fiscal policy uncertainty and its effects on the real economy: German evidence |
0 |
0 |
1 |
12 |
0 |
0 |
9 |
42 |
| Gold as an inflation hedge in a time-varying coefficient framework |
0 |
4 |
16 |
172 |
5 |
18 |
60 |
607 |
| Gold price dynamics and the role of uncertainty |
1 |
1 |
2 |
28 |
3 |
8 |
17 |
102 |
| Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data |
0 |
0 |
2 |
4 |
0 |
0 |
7 |
22 |
| How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S |
0 |
0 |
2 |
2 |
0 |
1 |
5 |
6 |
| How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
76 |
| International parity relationships between Germany and the USA revisited: evidence from the post-DM period |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
29 |
| Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques |
0 |
0 |
2 |
32 |
1 |
4 |
12 |
150 |
| Is equity market volatility driven by migration fear? |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
34 |
| Is the negative interest rate policy effective? |
0 |
1 |
1 |
58 |
1 |
4 |
9 |
214 |
| Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? |
1 |
1 |
4 |
53 |
1 |
1 |
9 |
251 |
| Long‐short speculator sentiment in agricultural commodity markets |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
7 |
| MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
75 |
| Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries |
0 |
0 |
0 |
0 |
2 |
9 |
9 |
9 |
| Modelling euro area money demand and forecasting inflation in a time-varying environment |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
47 |
| Net Foreign Asset Positions, Capital Flows and GDP Spillovers |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
79 |
| Non-linearities in the relationship of agricultural futures prices |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
140 |
| Nonstationary-volatility robust panel unit root tests and the great moderation |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
45 |
| Oil and gold price dynamics in a multivariate cointegration framework |
0 |
0 |
1 |
96 |
0 |
1 |
6 |
293 |
| Oil price and FX-rates dependency |
2 |
2 |
4 |
30 |
3 |
4 |
9 |
86 |
| Oil prices and effective dollar exchange rates |
2 |
3 |
6 |
178 |
4 |
8 |
21 |
522 |
| P-star in times of crisis - Forecasting inflation for the euro area |
0 |
0 |
0 |
38 |
0 |
1 |
4 |
220 |
| Perceived monetary policy uncertainty |
0 |
0 |
3 |
12 |
1 |
4 |
14 |
50 |
| Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact |
0 |
0 |
0 |
26 |
2 |
2 |
4 |
93 |
| Productivity Shocks and Real Effective Exchange Rates |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
| Professional forecasters' expectations, consistency, and international spillovers |
0 |
0 |
2 |
11 |
0 |
1 |
4 |
93 |
| Regime shifts and the Canada/US exchange rate in a multivariate framework |
0 |
0 |
2 |
16 |
0 |
0 |
4 |
68 |
| Regime-dependent adjustment in energy spot and futures markets |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
95 |
| Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S |
1 |
2 |
2 |
12 |
3 |
5 |
7 |
58 |
| Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach |
0 |
0 |
1 |
24 |
0 |
0 |
7 |
85 |
| Revisiting the valuable roles of commodities for international stock markets |
1 |
1 |
5 |
14 |
1 |
1 |
13 |
55 |
| Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
0 |
0 |
0 |
172 |
1 |
1 |
3 |
424 |
| THE RELATIVE VALUATION OF GOLD |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
39 |
| Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification |
0 |
0 |
0 |
3 |
0 |
0 |
7 |
67 |
| The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies |
0 |
0 |
1 |
20 |
0 |
2 |
5 |
67 |
| The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
68 |
| The impact of uncertainty on professional exchange rate forecasts |
0 |
2 |
2 |
45 |
0 |
2 |
5 |
158 |
| The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
27 |
| The prevalence of price overreactions in the cryptocurrency market |
1 |
1 |
7 |
42 |
3 |
5 |
25 |
131 |
| The relationship between oil prices and exchange rates: Revisiting theory and evidence |
4 |
10 |
20 |
133 |
6 |
18 |
42 |
393 |
| The role of expectations for currency crisis dynamics—The case of the Turkish lira |
0 |
1 |
3 |
8 |
0 |
1 |
5 |
22 |
| The role of uncertainty on agricultural futures markets momentum trading and volatility |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
19 |
| The role of uncertainty on agricultural futures markets momentum trading and volatility |
0 |
0 |
1 |
7 |
1 |
1 |
7 |
44 |
| Volatility transmission in agricultural futures markets |
0 |
0 |
4 |
76 |
0 |
0 |
6 |
239 |
| Total Journal Articles |
19 |
45 |
152 |
2,120 |
52 |
162 |
526 |
7,304 |
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