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 2 20 0 1 12 61
Can Internet search queries help to predict stock market volatility? 0 0 1 74 1 3 29 295
Can internet search queries help to predict stock market volatility? 0 0 1 87 2 5 14 350
Financial market spillovers around the globe 0 0 0 106 0 0 8 246
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 0 2 15 59
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 0 1 12 68
Non-Standard Errors 0 0 0 19 0 4 37 63
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 0 0 8 1 2 19 53
Non-Standard Errors 0 1 1 28 0 2 19 173
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard errors 0 1 1 13 0 3 28 84
Price Discovery on Bitcoin Markets 1 2 4 11 2 3 22 50
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 1 2 9 80
State-dependent Momentum in International Stock Markets 0 0 0 43 0 0 12 135
Stock return autocorrelations revisited: A quantile regression approach 0 1 4 172 0 2 31 452
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 0 2 19 125
Using transfer entropy to measure information flows between financial markets 0 0 1 74 0 1 24 210
Total Working Papers 1 6 17 785 8 43 421 3,098
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 1 1 42 0 1 9 99
A Safe Haven Index 0 1 5 5 1 3 27 27
A note on cointegration of international stock market indices 0 0 0 28 0 0 6 99
Analyzing volatility transmission using group transfer entropy 0 0 0 36 6 8 25 141
Asymmetric volatility in cryptocurrencies 1 2 13 153 7 13 76 474
Attention and retail investor herding in cryptocurrency markets 0 0 2 8 4 9 35 53
Bitcoin Price Risk—A Durations Perspective 0 0 1 6 1 2 15 57
Bitcoin, gold and the US dollar – A replication and extension 4 5 31 237 7 15 151 788
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 2 24 1 4 30 123
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 0 0 7 16
Financial market spillovers around the globe 0 0 0 11 0 3 9 68
Future portfolio returns and the VIX term structure 0 1 8 11 0 2 19 27
Googling gold and mining bad news 0 0 0 7 3 3 15 58
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 0 0 28 99
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty 0 0 0 0 1 1 15 15
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 0 3 82 1 1 65 1,022
Information shares for markets with partially overlapping trading hours 0 0 1 5 1 8 23 36
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 4 0 0 16 46
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 1 1 24 100
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 1 4 11 3 5 24 51
Labor income risk and households’ risky asset holdings 0 0 0 12 2 2 10 48
Nonstandard Errors 0 1 7 46 5 16 58 196
Nothing but noise? Price discovery across cryptocurrency exchanges 1 1 7 40 6 12 39 135
Price Discovery and Learning during the German 5G Auction 0 0 0 0 0 1 10 16
Price discovery in agricultural commodity markets in the presence of futures speculation 2 2 8 46 3 5 34 167
Price discovery in bitcoin spot or futures? 1 1 7 48 4 9 33 147
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 9 0 1 11 47
Price discovery on Bitcoin markets 0 0 1 18 1 1 21 132
Stock return autocorrelations revisited: A quantile regression approach 1 3 5 87 1 3 20 310
The asymmetric return-volatility relationship of commodity prices 0 0 2 21 1 1 18 102
The impact of US news on the German stock market—An event study analysis 0 0 2 68 3 7 22 306
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 15 0 1 20 105
The volatility of Bitcoin and its role as a medium of exchange and a store of value 2 6 68 183 8 27 303 750
Think again: volatility asymmetry and volatility persistence 0 0 0 13 1 1 15 41
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 6 10 35 280
Using transfer entropy to measure information flows between financial markets 1 3 9 81 4 21 73 317
Volatility discovery in cryptocurrency markets 0 0 1 4 0 1 10 25
Total Journal Articles 13 28 190 1,431 82 198 1,351 6,523
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11