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 1 2 18 0 2 8 38
Can Internet search queries help to predict stock market volatility? 0 1 1 68 2 3 18 224
Can internet search queries help to predict stock market volatility? 0 0 5 71 3 4 21 263
Financial market spillovers around the globe 0 0 0 105 1 1 7 228
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 2 4 7 44
Price discovery in the markets for credit risk: A Markov switching approach 0 1 1 20 0 3 7 60
State-dependent Momentum in International Stock Markets 0 0 1 42 0 3 15 107
Stock return autocorrelations revisited: A quantile regression approach 1 3 14 152 2 15 46 333
The What, When and Where of Limit Order Books 0 0 6 6 3 5 14 14
The impact of the financial crisis on transatlantic information flows: An intraday analysis 1 1 1 34 4 5 9 85
Using transfer entropy to measure information flows between financial markets 1 3 9 53 4 14 31 126
Total Working Papers 3 10 40 577 21 59 183 1,522


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 4 14 14 1 8 26 26
A note on cointegration of international stock market indices 1 1 5 18 2 3 14 56
Analyzing volatility transmission using group transfer entropy 0 3 7 8 1 6 27 40
Asymmetric volatility in cryptocurrencies 3 3 13 22 4 7 38 69
Bitcoin, gold and the US dollar – A replication and extension 0 6 20 37 8 17 72 135
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 4 4 1 2 22 26
Financial market spillovers around the globe 1 1 2 9 2 2 7 48
Googling gold and mining bad news 0 1 2 5 1 2 8 21
Group transfer entropy with an application to cryptocurrencies 0 0 3 9 0 1 20 38
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 1 6 12 12 8 36 57 57
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 1 3 8 1 9 23 33
Labor income risk and households’ risky asset holdings 0 0 1 5 1 2 7 21
Price discovery in agricultural commodity markets in the presence of futures speculation 1 2 8 14 4 8 37 61
Price discovery in bitcoin spot or futures? 1 1 6 7 1 2 19 24
Price discovery in the markets for credit risk: a Markov switching approach 0 0 0 7 0 1 5 26
Price discovery on Bitcoin markets 0 0 2 2 4 10 29 29
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 69 1 3 12 245
The asymmetric return-volatility relationship of commodity prices 0 0 4 7 1 2 21 41
The impact of US news on the German stock market—An event study analysis 0 1 5 46 1 3 17 223
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 9 0 1 7 47
Think again: volatility asymmetry and volatility persistence 0 0 3 3 2 7 20 28
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 1 6 7 6 13 66 67
Using transfer entropy to measure information flows between financial markets 0 0 4 37 2 4 15 135
Total Journal Articles 8 31 125 359 52 149 569 1,496


Statistics updated 2020-09-04