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 1 2 6 261
Can internet search queries help to predict stock market volatility? 0 0 2 86 0 2 6 334
Financial market spillovers around the globe 0 0 1 106 0 1 4 238
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 2 55
Non-Standard Errors 0 0 1 8 0 1 2 33
Non-Standard Errors 0 0 1 19 1 1 3 25
Non-Standard Errors 0 0 3 27 2 4 30 147
Non-Standard Errors 0 2 3 44 0 6 46 438
Nonstandard errors 0 0 8 11 1 2 40 45
Price Discovery on Bitcoin Markets 1 1 1 7 1 2 4 23
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 0 0 1 70
State-dependent Momentum in International Stock Markets 0 0 0 43 0 1 1 123
Stock return autocorrelations revisited: A quantile regression approach 0 1 2 168 0 1 6 419
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 3 73 1 2 7 181
Total Working Papers 1 4 25 763 7 25 164 2,591
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 1 5 90
A note on cointegration of international stock market indices 0 0 0 28 1 1 3 90
Analyzing volatility transmission using group transfer entropy 0 1 2 35 0 1 4 113
Asymmetric volatility in cryptocurrencies 2 7 21 134 6 16 51 381
Attention and retail investor herding in cryptocurrency markets 0 0 1 6 0 0 2 16
Bitcoin Price Risk—A Durations Perspective 0 0 1 5 1 1 3 42
Bitcoin, gold and the US dollar – A replication and extension 5 9 32 197 8 24 100 603
Can Internet Search Queries Help to Predict Stock Market Volatility? 1 1 2 21 2 4 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 4 41
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 0 0 1 68
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 3 6 17 77 7 25 120 923
Information shares for markets with partially overlapping trading hours 0 0 2 4 0 1 5 11
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 1 3 4 0 3 6 27
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 2 22 0 1 6 76
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 0 1 6 0 0 4 23
Labor income risk and households’ risky asset holdings 0 0 1 12 0 0 4 35
Nonstandard Errors 1 6 33 37 5 17 118 123
Nothing but noise? Price discovery across cryptocurrency exchanges 0 0 1 31 1 2 9 91
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 1 8 132
Price discovery in bitcoin spot or futures? 1 1 9 39 2 6 22 107
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 8 1 1 4 36
Price discovery on Bitcoin markets 0 0 2 17 0 2 7 106
Stock return autocorrelations revisited: A quantile regression approach 0 0 0 82 0 1 2 288
The asymmetric return-volatility relationship of commodity prices 0 0 1 19 0 0 2 81
The impact of US news on the German stock market—An event study analysis 0 0 1 66 1 2 12 282
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 1 15 2 3 7 83
The volatility of Bitcoin and its role as a medium of exchange and a store of value 5 32 56 85 31 93 196 336
Think again: volatility asymmetry and volatility persistence 2 3 8 13 2 4 10 26
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 1 3 26 0 2 6 242
Using transfer entropy to measure information flows between financial markets 0 1 7 70 1 5 19 236
Volatility discovery in cryptocurrency markets 0 0 2 3 1 3 7 14
Total Journal Articles 20 69 212 1,179 72 220 759 4,886
1 registered items for which data could not be found
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Statistics updated 2025-06-06