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 2 20 1 2 12 61
Can Internet search queries help to predict stock market volatility? 0 0 2 74 1 3 32 293
Can internet search queries help to predict stock market volatility? 0 0 1 87 1 1 10 346
Financial market spillovers around the globe 0 0 0 106 0 1 8 246
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 0 1 13 57
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 1 3 13 68
Non-Standard Errors 0 0 0 19 2 3 35 61
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 8 1 3 18 52
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Price Discovery on Bitcoin Markets 1 1 3 10 1 1 24 48
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 0 0 7 78
State-dependent Momentum in International Stock Markets 0 0 0 43 0 0 12 135
Stock return autocorrelations revisited: A quantile regression approach 0 2 3 171 0 2 30 450
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 0 0 17 123
Using transfer entropy to measure information flows between financial markets 0 1 1 74 0 2 24 209
Total Working Papers 1 4 14 780 15 48 429 3,070
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 0 41 0 0 8 98
A Safe Haven Index 1 3 5 5 2 9 26 26
A note on cointegration of international stock market indices 0 0 0 28 0 1 6 99
Analyzing volatility transmission using group transfer entropy 0 0 1 36 1 3 20 134
Asymmetric volatility in cryptocurrencies 0 4 12 151 5 26 73 466
Attention and retail investor herding in cryptocurrency markets 0 0 2 8 2 7 29 46
Bitcoin Price Risk—A Durations Perspective 0 0 1 6 0 1 13 55
Bitcoin, gold and the US dollar – A replication and extension 1 7 33 233 4 33 161 777
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 3 24 3 7 31 122
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 0 1 7 16
Financial market spillovers around the globe 0 0 1 11 0 0 7 65
Future portfolio returns and the VIX term structure 0 0 8 10 1 5 19 26
Googling gold and mining bad news 0 0 0 7 0 4 14 55
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 0 0 30 99
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty 0 0 0 0 0 1 14 14
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 0 5 82 0 1 74 1,021
Information shares for markets with partially overlapping trading hours 0 0 1 5 1 2 17 29
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 4 0 2 18 46
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 0 1 23 99
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 1 2 4 11 2 5 22 48
Labor income risk and households’ risky asset holdings 0 0 0 12 0 1 10 46
Nonstandard Errors 1 2 8 46 5 9 53 185
Nothing but noise? Price discovery across cryptocurrency exchanges 0 2 7 39 0 3 30 123
Price Discovery and Learning during the German 5G Auction 0 0 0 0 1 2 10 16
Price discovery in agricultural commodity markets in the presence of futures speculation 0 2 6 44 2 5 32 164
Price discovery in bitcoin spot or futures? 0 1 6 47 2 6 28 140
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 9 1 2 11 47
Price discovery on Bitcoin markets 0 1 1 18 0 5 22 131
Stock return autocorrelations revisited: A quantile regression approach 1 2 3 85 1 2 19 308
The asymmetric return-volatility relationship of commodity prices 0 0 2 21 0 3 17 101
The impact of US news on the German stock market—An event study analysis 0 0 2 68 2 6 19 301
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 15 1 3 20 105
The volatility of Bitcoin and its role as a medium of exchange and a store of value 2 13 77 179 8 62 332 731
Think again: volatility asymmetry and volatility persistence 0 0 0 13 0 4 14 40
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 0 1 27 3 10 30 273
Using transfer entropy to measure information flows between financial markets 1 4 7 79 9 19 64 305
Volatility discovery in cryptocurrency markets 0 0 1 4 0 0 9 24
Total Journal Articles 8 43 198 1,411 56 251 1,332 6,381
1 registered items for which data could not be found
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Statistics updated 2026-08-07