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 20 1 4 11 60
Can Internet search queries help to predict stock market volatility? 0 0 2 74 1 10 30 291
Can internet search queries help to predict stock market volatility? 0 0 1 87 0 2 11 345
Financial market spillovers around the globe 0 0 0 106 0 0 7 245
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 0 7 12 56
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 2 5 12 67
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 8 1 5 17 50
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-Standard Errors 0 0 0 27 0 5 21 168
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard errors 0 0 1 12 0 8 34 79
Price Discovery on Bitcoin Markets 0 0 2 9 0 6 24 47
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 0 2 8 78
State-dependent Momentum in International Stock Markets 0 0 0 43 0 1 12 135
Stock return autocorrelations revisited: A quantile regression approach 1 1 2 170 1 5 30 449
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 0 4 17 123
Using transfer entropy to measure information flows between financial markets 0 0 0 73 1 11 27 208
Total Working Papers 1 2 11 777 18 116 429 3,040
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 0 4 8 98
A Safe Haven Index 1 1 3 3 5 14 22 22
A note on cointegration of international stock market indices 0 0 0 28 1 2 9 99
Analyzing volatility transmission using group transfer entropy 0 0 1 36 2 8 20 133
Asymmetric volatility in cryptocurrencies 3 4 16 150 12 26 71 452
Attention and retail investor herding in cryptocurrency markets 0 0 2 8 2 10 25 41
Bitcoin Price Risk—A Durations Perspective 0 0 1 6 1 5 13 55
Bitcoin, gold and the US dollar – A replication and extension 4 10 33 230 15 58 156 759
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 3 24 3 7 27 118
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 1 3 7 16
Financial market spillovers around the globe 0 0 1 11 0 1 7 65
Future portfolio returns and the VIX term structure 0 2 9 10 1 4 19 22
Googling gold and mining bad news 0 0 0 7 4 8 14 55
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 0 13 31 99
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty 0 0 0 0 0 4 13 13
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 0 5 82 1 5 98 1,021
Information shares for markets with partially overlapping trading hours 0 1 1 5 1 9 17 28
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 1 6 23 99
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 4 1 5 18 45
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 0 3 9 1 4 21 44
Labor income risk and households’ risky asset holdings 0 0 0 12 1 2 11 46
Nonstandard Errors 0 2 7 44 0 9 53 176
Nothing but noise? Price discovery across cryptocurrency exchanges 0 1 6 37 1 9 30 121
Price Discovery and Learning during the German 5G Auction 0 0 0 0 1 2 9 15
Price discovery in agricultural commodity markets in the presence of futures speculation 1 2 5 43 2 9 29 161
Price discovery in bitcoin spot or futures? 1 1 8 47 1 5 28 135
Price discovery in the markets for credit risk: a Markov switching approach 0 1 1 9 1 4 10 46
Price discovery on Bitcoin markets 1 1 1 18 3 7 23 129
Stock return autocorrelations revisited: A quantile regression approach 1 1 2 84 1 5 19 307
The asymmetric return-volatility relationship of commodity prices 0 0 2 21 2 4 19 100
The impact of US news on the German stock market—An event study analysis 0 1 2 68 4 7 17 299
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 15 2 7 21 104
The volatility of Bitcoin and its role as a medium of exchange and a store of value 6 16 87 172 30 79 363 699
Think again: volatility asymmetry and volatility persistence 0 0 0 13 4 9 14 40
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 0 1 27 5 9 26 268
Using transfer entropy to measure information flows between financial markets 2 3 7 77 4 23 54 290
Volatility discovery in cryptocurrency markets 0 0 1 4 0 1 10 24
Total Journal Articles 20 47 208 1,388 114 387 1,355 6,244
1 registered items for which data could not be found


Statistics updated 2026-06-04