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 1 1 1 50
Can Internet search queries help to predict stock market volatility? 0 0 1 73 0 2 8 267
Can internet search queries help to predict stock market volatility? 0 0 1 86 0 0 5 336
Financial market spillovers around the globe 0 0 0 106 2 3 5 241
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 0 1 2 45
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 0 0 1 56
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 0 8 0 2 4 36
Non-Standard Errors 0 0 0 19 2 2 4 28
Nonstandard errors 0 1 2 12 3 8 28 60
Price Discovery on Bitcoin Markets 0 0 1 7 1 4 9 29
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 1 1 2 72
State-dependent Momentum in International Stock Markets 0 0 0 43 2 3 4 126
Stock return autocorrelations revisited: A quantile regression approach 0 0 2 168 5 9 14 429
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 0 1 3 107
Using transfer entropy to measure information flows between financial markets 0 0 2 73 1 4 13 189
Total Working Papers 0 1 12 765 26 54 165 2,680
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 1 41 0 0 3 90
A note on cointegration of international stock market indices 0 0 0 28 0 0 5 93
Analyzing volatility transmission using group transfer entropy 0 0 3 36 1 1 7 117
Asymmetric volatility in cryptocurrencies 2 4 19 144 5 11 44 406
Attention and retail investor herding in cryptocurrency markets 2 2 2 8 2 5 7 23
Bitcoin Price Risk—A Durations Perspective 1 1 1 6 4 4 6 46
Bitcoin, gold and the US dollar – A replication and extension 5 13 33 216 19 51 119 676
Can Internet Search Queries Help to Predict Stock Market Volatility? 1 1 3 23 4 6 13 98
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 1 1 2 10
Financial market spillovers around the globe 0 1 1 11 1 2 3 60
Googling gold and mining bad news 0 0 0 7 1 3 6 46
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 1 2 5 73
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 1 10 80 7 18 91 970
Information shares for markets with partially overlapping trading hours 0 0 2 4 1 1 6 14
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 1 22 2 4 6 80
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 2 4 1 1 8 31
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 0 1 7 0 1 4 27
Labor income risk and households’ risky asset holdings 0 0 0 12 0 2 3 38
Nonstandard Errors 0 3 17 41 3 17 69 151
Nothing but noise? Price discovery across cryptocurrency exchanges 0 0 3 33 1 1 12 97
Price Discovery and Learning during the German 5G Auction 0 0 0 0 1 2 2 8
Price discovery in agricultural commodity markets in the presence of futures speculation 2 2 2 40 3 3 10 136
Price discovery in bitcoin spot or futures? 0 0 5 41 1 2 19 116
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 8 1 1 3 37
Price discovery on Bitcoin markets 0 0 0 17 2 4 13 115
Stock return autocorrelations revisited: A quantile regression approach 0 1 1 83 3 6 9 296
The asymmetric return-volatility relationship of commodity prices 1 1 1 20 1 2 5 86
The impact of US news on the German stock market—An event study analysis 0 0 0 66 1 3 9 287
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 1 15 3 4 11 89
The volatility of Bitcoin and its role as a medium of exchange and a store of value 11 25 91 133 38 86 309 513
Think again: volatility asymmetry and volatility persistence 0 0 6 13 0 1 8 27
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 2 7 10 250
Using transfer entropy to measure information flows between financial markets 1 1 5 73 2 4 19 246
Volatility discovery in cryptocurrency markets 0 1 1 4 3 4 9 19
Total Journal Articles 26 57 214 1,283 115 260 855 5,371
1 registered items for which data could not be found
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Statistics updated 2025-12-06