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 1 1 2 20 2 4 10 59
Can Internet search queries help to predict stock market volatility? 0 0 2 74 7 14 30 290
Can internet search queries help to predict stock market volatility? 0 0 1 87 0 3 11 345
Financial market spillovers around the globe 0 0 0 106 0 1 7 245
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 5 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 1 3 10 65
Non-Standard Errors 0 0 0 27 2 5 23 168
Non-Standard Errors 0 0 0 8 3 4 16 49
Non-Standard Errors 0 0 0 19 4 15 34 58
Non-Standard Errors 0 0 0 44 5 10 38 476
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard errors 0 0 1 12 3 10 35 79
Price Discovery on Bitcoin Markets 0 1 3 9 3 8 25 47
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 2 2 8 78
State-dependent Momentum in International Stock Markets 0 0 0 43 1 2 12 135
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 169 2 6 29 448
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 2 8 17 123
Using transfer entropy to measure information flows between financial markets 0 0 0 73 3 13 27 207
Total Working Papers 1 2 12 776 54 133 419 3,022
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 4 4 8 98
A Safe Haven Index 0 1 2 2 7 11 17 17
A note on cointegration of international stock market indices 0 0 0 28 0 2 9 98
Analyzing volatility transmission using group transfer entropy 0 0 1 36 4 8 18 131
Asymmetric volatility in cryptocurrencies 0 1 15 147 9 19 65 440
Attention and retail investor herding in cryptocurrency markets 0 0 2 8 6 10 23 39
Bitcoin Price Risk—A Durations Perspective 0 0 1 6 4 4 13 54
Bitcoin, gold and the US dollar – A replication and extension 1 7 34 226 19 50 149 744
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 4 24 4 6 26 115
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 0 3 6 15
Financial market spillovers around the globe 0 0 1 11 0 2 7 65
Future portfolio returns and the VIX term structure 1 3 9 10 2 4 19 21
Googling gold and mining bad news 0 0 0 7 3 4 10 51
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 3 15 31 99
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty 0 0 0 0 1 8 13 13
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 0 8 82 1 15 104 1,020
Information shares for markets with partially overlapping trading hours 0 1 1 5 6 9 16 27
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 5 6 22 98
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 4 1 5 17 44
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 0 1 3 9 3 10 20 43
Labor income risk and households’ risky asset holdings 0 0 0 12 1 1 10 45
Nonstandard Errors 0 2 8 44 4 15 58 176
Nothing but noise? Price discovery across cryptocurrency exchanges 0 1 6 37 6 11 30 120
Price Discovery and Learning during the German 5G Auction 0 0 0 0 1 2 8 14
Price discovery in agricultural commodity markets in the presence of futures speculation 0 2 4 42 2 10 27 159
Price discovery in bitcoin spot or futures? 0 3 8 46 0 10 29 134
Price discovery in the markets for credit risk: a Markov switching approach 1 1 1 9 3 4 10 45
Price discovery on Bitcoin markets 0 0 0 17 2 4 20 126
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 83 2 4 18 306
The asymmetric return-volatility relationship of commodity prices 0 0 2 21 0 5 17 98
The impact of US news on the German stock market—An event study analysis 0 1 2 68 2 3 14 295
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 15 2 7 21 102
The volatility of Bitcoin and its role as a medium of exchange and a store of value 7 18 86 166 36 76 364 669
Think again: volatility asymmetry and volatility persistence 0 0 2 13 3 6 12 36
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 3 6 21 263
Using transfer entropy to measure information flows between financial markets 1 1 5 75 8 27 51 286
Volatility discovery in cryptocurrency markets 0 0 1 4 1 2 11 24
Total Journal Articles 11 43 208 1,368 158 388 1,314 6,130
1 registered items for which data could not be found


Statistics updated 2026-05-06