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 0 46
Can Internet search queries help to predict stock market volatility? 0 1 1 72 0 3 5 251
Can internet search queries help to predict stock market volatility? 0 2 2 82 3 8 10 320
Financial market spillovers around the globe 0 0 0 105 0 0 0 233
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 1 10 0 0 1 34
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 53
Non-Standard Errors 0 0 3 7 0 2 12 26
Non-Standard Errors 0 0 12 40 5 38 163 312
Non-Standard Errors 0 0 0 18 0 0 3 18
Non-Standard Errors 1 5 13 33 7 45 132 253
Price Discovery on Bitcoin Markets 0 0 0 3 0 0 1 10
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 20 1 2 2 66
State-dependent Momentum in International Stock Markets 0 0 0 43 0 1 1 122
Stock return autocorrelations revisited: A quantile regression approach 0 0 4 165 0 1 9 409
The impact of the financial crisis on transatlantic information flows: An intraday analysis 1 1 1 39 2 2 2 103
Using transfer entropy to measure information flows between financial markets 0 1 4 65 0 2 7 164
Total Working Papers 2 10 41 728 18 104 350 2,420

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 2 38 1 4 7 82
A note on cointegration of international stock market indices 0 0 0 25 0 0 3 82
Analyzing volatility transmission using group transfer entropy 0 0 1 31 0 0 6 102
Asymmetric volatility in cryptocurrencies 2 3 21 88 4 14 64 272
Bitcoin Price Risk—A Durations Perspective 0 0 1 4 1 1 2 37
Bitcoin, gold and the US dollar – A replication and extension 2 7 28 148 7 24 85 441
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 0 3 10 1 6 13 64
Googling gold and mining bad news 0 0 0 6 0 1 4 33
Group transfer entropy with an application to cryptocurrencies 0 0 1 18 0 1 5 64
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 3 13 54 6 31 159 678
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 1 0 0 1 21
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 1 20 0 1 8 68
Nothing but noise? Price discovery across cryptocurrency exchanges 1 2 5 25 2 5 23 67
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 5 34 0 3 12 113
Price discovery in bitcoin spot or futures? 0 4 6 24 1 7 10 67
Price discovery in the markets for credit risk: a Markov switching approach 0 0 0 7 0 0 1 31
Price discovery on Bitcoin markets 0 0 0 13 0 1 2 92
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 82 0 1 6 283
The asymmetric return-volatility relationship of commodity prices 0 0 3 17 0 0 7 72
The impact of US news on the German stock market—An event study analysis 0 3 4 62 2 8 10 263
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 1 1 13 1 3 5 72
The volatility of Bitcoin and its role as a medium of exchange and a store of value 2 3 8 14 7 13 42 69
Think again: volatility asymmetry and volatility persistence 0 0 2 2 1 2 5 9
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 3 5 19 0 4 20 224
Using transfer entropy to measure information flows between financial markets 0 2 6 55 2 7 20 195
Total Journal Articles 7 32 117 810 36 137 520 3,507
2 registered items for which data could not be found
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Statistics updated 2023-06-05