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 1 1 1 19 5 6 6 55
Can Internet search queries help to predict stock market volatility? 1 1 2 74 3 4 11 270
Can internet search queries help to predict stock market volatility? 0 0 0 86 1 1 5 337
Financial market spillovers around the globe 0 0 0 106 1 4 6 242
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 3 4 5 48
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 4 4 5 60
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 0 19 1 3 5 29
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 0 8 2 4 6 38
Nonstandard errors 0 0 1 12 3 7 28 63
Price Discovery on Bitcoin Markets 1 1 2 8 4 5 13 33
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 1 2 3 73
State-dependent Momentum in International Stock Markets 0 0 0 43 5 8 9 131
Stock return autocorrelations revisited: A quantile regression approach 0 0 2 168 2 10 15 431
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 4 5 6 111
Using transfer entropy to measure information flows between financial markets 0 0 0 73 4 7 14 193
Total Working Papers 3 3 11 768 53 93 199 2,733
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 1 1 3 91
A note on cointegration of international stock market indices 0 0 0 28 1 1 5 94
Analyzing volatility transmission using group transfer entropy 0 0 3 36 4 5 11 121
Asymmetric volatility in cryptocurrencies 1 5 19 145 10 18 53 416
Attention and retail investor herding in cryptocurrency markets 0 2 2 8 3 8 10 26
Bitcoin Price Risk—A Durations Perspective 0 1 1 6 0 4 5 46
Bitcoin, gold and the US dollar – A replication and extension 2 12 33 218 14 53 127 690
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 1 3 23 1 6 12 99
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 10
Financial market spillovers around the globe 0 0 1 11 1 2 4 61
Googling gold and mining bad news 0 0 0 7 0 3 5 46
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 6 8 11 79
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 2 3 12 82 26 39 113 996
Information shares for markets with partially overlapping trading hours 0 0 1 4 1 2 6 15
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 2 6 7 82
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 1 4 2 3 9 33
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 0 1 7 2 2 6 29
Labor income risk and households’ risky asset holdings 0 0 0 12 2 2 5 40
Nonstandard Errors 1 3 16 42 5 18 65 156
Nothing but noise? Price discovery across cryptocurrency exchanges 1 1 4 34 3 4 14 100
Price Discovery and Learning during the German 5G Auction 0 0 0 0 1 3 3 9
Price discovery in agricultural commodity markets in the presence of futures speculation 0 2 2 40 8 11 16 144
Price discovery in bitcoin spot or futures? 2 2 5 43 2 4 19 118
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 8 0 1 3 37
Price discovery on Bitcoin markets 0 0 0 17 3 7 16 118
Stock return autocorrelations revisited: A quantile regression approach 0 1 1 83 3 9 12 299
The asymmetric return-volatility relationship of commodity prices 1 2 2 21 5 7 10 91
The impact of US news on the German stock market—An event study analysis 1 1 1 67 2 5 11 289
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 1 15 2 6 13 91
The volatility of Bitcoin and its role as a medium of exchange and a store of value 7 25 95 140 43 109 344 556
Think again: volatility asymmetry and volatility persistence 0 0 5 13 1 2 8 28
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 1 1 2 27 2 7 12 252
Using transfer entropy to measure information flows between financial markets 1 2 6 74 7 9 24 253
Volatility discovery in cryptocurrency markets 0 1 1 4 1 5 10 20
Total Journal Articles 20 65 219 1,303 164 371 974 5,535
1 registered items for which data could not be found
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Statistics updated 2026-01-09