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? 1 1 1 73 4 4 10 265
Can internet search queries help to predict stock market volatility? 0 0 1 86 0 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 1 1 1 56
Non-Standard Errors 0 0 0 8 0 1 2 34
Non-Standard Errors 0 0 1 19 0 1 3 26
Non-Standard Errors 0 0 3 44 4 6 36 444
Non-Standard Errors 0 0 1 27 1 5 29 152
Nonstandard errors 0 0 3 11 1 7 31 52
Price Discovery on Bitcoin Markets 0 0 1 7 1 2 6 25
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 0 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 0 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 0 4 9 185
Total Working Papers 1 1 16 764 12 35 150 2,626
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 4 90
A note on cointegration of international stock market indices 0 0 0 28 0 3 6 93
Analyzing volatility transmission using group transfer entropy 1 1 3 36 2 3 7 116
Asymmetric volatility in cryptocurrencies 1 6 20 140 2 14 48 395
Attention and retail investor herding in cryptocurrency markets 0 0 0 6 1 2 2 18
Bitcoin Price Risk—A Durations Perspective 0 0 0 5 0 0 2 42
Bitcoin, gold and the US dollar – A replication and extension 3 6 31 203 9 22 94 625
Can Internet Search Queries Help to Predict Stock Market Volatility? 1 1 3 22 1 1 8 92
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 2 2 3 43
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 2 3 3 71
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 2 2 16 79 5 29 123 952
Information shares for markets with partially overlapping trading hours 0 0 2 4 1 2 7 13
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 2 3 8 30
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 1 2 7 0 3 7 26
Labor income risk and households’ risky asset holdings 0 0 0 12 0 1 3 36
Nonstandard Errors 0 1 22 38 2 11 94 134
Nothing but noise? Price discovery across cryptocurrency exchanges 1 2 3 33 3 5 13 96
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 1 1 8 133
Price discovery in bitcoin spot or futures? 0 2 6 41 2 7 20 114
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 8 0 0 3 36
Price discovery on Bitcoin markets 0 0 1 17 2 5 10 111
Stock return autocorrelations revisited: A quantile regression approach 0 0 0 82 1 2 4 290
The asymmetric return-volatility relationship of commodity prices 0 0 1 19 0 3 4 84
The impact of US news on the German stock market—An event study analysis 0 0 0 66 2 2 10 284
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 1 15 0 2 8 85
The volatility of Bitcoin and its role as a medium of exchange and a store of value 6 23 74 108 28 91 259 427
Think again: volatility asymmetry and volatility persistence 0 0 7 13 0 0 9 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 0 1 5 243
Using transfer entropy to measure information flows between financial markets 0 2 7 72 1 6 21 242
Volatility discovery in cryptocurrency markets 0 0 0 3 0 1 6 15
Total Journal Articles 15 47 205 1,226 69 225 805 5,111
1 registered items for which data could not be found
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Statistics updated 2025-09-05