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 0 1 6 261
Can internet search queries help to predict stock market volatility? 0 0 1 86 1 2 6 336
Financial market spillovers around the globe 0 0 1 106 0 0 3 238
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 0 0 2 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 0 55
Non-Standard Errors 0 0 1 19 0 2 4 26
Non-Standard Errors 0 0 1 27 1 6 29 151
Non-Standard Errors 0 0 0 8 0 1 2 34
Non-Standard Errors 0 0 3 44 0 2 37 440
Nonstandard errors 0 0 5 11 4 7 33 51
Price Discovery on Bitcoin Markets 0 1 1 7 0 2 5 24
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 1 1 1 71
State-dependent Momentum in International Stock Markets 0 0 0 43 0 0 1 123
Stock return autocorrelations revisited: A quantile regression approach 0 0 2 168 1 1 6 420
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 0 0 2 106
Using transfer entropy to measure information flows between financial markets 0 0 2 73 3 5 10 185
Total Working Papers 0 1 17 763 11 30 149 2,614
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 0 0 5 90
A note on cointegration of international stock market indices 0 0 0 28 2 4 6 93
Analyzing volatility transmission using group transfer entropy 0 0 2 35 0 1 5 114
Asymmetric volatility in cryptocurrencies 2 7 23 139 8 18 56 393
Attention and retail investor herding in cryptocurrency markets 0 0 0 6 0 1 2 17
Bitcoin Price Risk—A Durations Perspective 0 0 0 5 0 1 2 42
Bitcoin, gold and the US dollar – A replication and extension 1 8 30 200 7 21 91 616
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 1 2 21 0 2 9 91
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 0 0 2 9
Financial market spillovers around the globe 0 0 0 10 0 0 1 58
Googling gold and mining bad news 0 0 0 7 0 0 1 41
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 1 1 2 69
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 3 16 77 10 31 124 947
Information shares for markets with partially overlapping trading hours 0 0 2 4 1 1 6 12
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 1 22 0 0 3 76
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 2 4 0 1 6 28
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 1 1 2 7 2 3 7 26
Labor income risk and households’ risky asset holdings 0 0 0 12 0 1 3 36
Nonstandard Errors 0 2 26 38 5 14 102 132
Nothing but noise? Price discovery across cryptocurrency exchanges 1 1 2 32 1 3 10 93
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 0 0 8 132
Price discovery in bitcoin spot or futures? 0 3 8 41 1 7 21 112
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 8 0 1 4 36
Price discovery on Bitcoin markets 0 0 1 17 2 3 9 109
Stock return autocorrelations revisited: A quantile regression approach 0 0 0 82 0 1 3 289
The asymmetric return-volatility relationship of commodity prices 0 0 1 19 0 3 5 84
The impact of US news on the German stock market—An event study analysis 0 0 1 66 0 1 12 282
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 1 15 0 4 8 85
The volatility of Bitcoin and its role as a medium of exchange and a store of value 7 22 68 102 28 94 239 399
Think again: volatility asymmetry and volatility persistence 0 2 8 13 0 2 10 26
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 0 1 26 1 1 5 243
Using transfer entropy to measure information flows between financial markets 2 2 8 72 5 6 22 241
Volatility discovery in cryptocurrency markets 0 0 0 3 1 2 6 15
Total Journal Articles 14 52 208 1,211 75 228 795 5,042
1 registered items for which data could not be found
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Statistics updated 2025-08-05