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 1 19 0 6 6 55
Can Internet search queries help to predict stock market volatility? 0 1 2 74 6 9 17 276
Can internet search queries help to predict stock market volatility? 1 1 1 87 5 6 10 342
Financial market spillovers around the globe 0 0 0 106 2 5 8 244
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 1 4 5 49
Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis 0 0 0 8 2 6 7 62
Non-Standard Errors 0 0 0 8 7 9 13 45
Non-Standard Errors 0 0 0 27 2 8 24 163
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 19 14 17 19 43
Nonstandard Errors 0 0 0 0 1 7 15 15
Nonstandard Errors 0 0 0 0 1 9 23 23
Nonstandard Errors 0 1 2 4 5 11 24 38
Nonstandard errors 0 0 1 12 6 12 30 69
Price Discovery on Bitcoin Markets 0 1 2 8 6 11 19 39
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 3 5 6 76
State-dependent Momentum in International Stock Markets 0 0 0 43 2 9 11 133
Stock return autocorrelations revisited: A quantile regression approach 1 1 2 169 11 18 24 442
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 4 8 9 115
Using transfer entropy to measure information flows between financial markets 0 0 0 73 1 6 15 194
Total Working Papers 2 6 13 774 87 186 325 2,889
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 3 4 5 94
A Safe Haven Index 1 1 1 1 3 6 6 6
A note on cointegration of international stock market indices 0 0 0 28 2 3 7 96
Analyzing volatility transmission using group transfer entropy 0 0 3 36 2 7 12 123
Asymmetric volatility in cryptocurrencies 1 4 20 146 5 20 58 421
Attention and retail investor herding in cryptocurrency markets 0 2 2 8 3 8 13 29
Bitcoin Price Risk—A Durations Perspective 0 1 1 6 4 8 9 50
Bitcoin, gold and the US dollar – A replication and extension 1 8 32 219 4 37 120 694
Can Internet Search Queries Help to Predict Stock Market Volatility? 1 2 4 24 10 15 22 109
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 2 3 4 12
Financial market spillovers around the globe 0 0 1 11 2 4 6 63
Future portfolio returns and the VIX term structure 0 4 7 7 4 9 17 17
Googling gold and mining bad news 0 0 0 7 1 2 6 47
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 5 12 16 84
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty 0 0 0 0 3 5 5 5
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 2 12 82 9 42 113 1,005
Information shares for markets with partially overlapping trading hours 0 0 1 4 3 5 9 18
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 1 4 6 9 15 39
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 10 14 17 92
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 1 1 2 8 4 6 10 33
Labor income risk and households’ risky asset holdings 0 0 0 12 4 6 9 44
Nonstandard Errors 0 1 13 42 5 13 63 161
Nothing but noise? Price discovery across cryptocurrency exchanges 2 3 6 36 9 13 21 109
Price Discovery and Learning during the German 5G Auction 0 0 0 0 3 5 6 12
Price discovery in agricultural commodity markets in the presence of futures speculation 0 2 2 40 5 16 20 149
Price discovery in bitcoin spot or futures? 0 2 5 43 6 9 23 124
Price discovery in the markets for credit risk: a Markov switching approach 0 0 1 8 4 5 7 41
Price discovery on Bitcoin markets 0 0 0 17 4 9 20 122
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 83 3 9 15 302
The asymmetric return-volatility relationship of commodity prices 0 2 2 21 2 8 12 93
The impact of US news on the German stock market—An event study analysis 0 1 1 67 3 6 14 292
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 15 4 9 15 95
The volatility of Bitcoin and its role as a medium of exchange and a store of value 8 26 102 148 37 118 369 593
Think again: volatility asymmetry and volatility persistence 0 0 5 13 2 3 10 30
Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume 0 1 2 27 5 9 17 257
Using transfer entropy to measure information flows between financial markets 0 2 6 74 6 15 29 259
Volatility discovery in cryptocurrency markets 0 0 1 4 2 6 12 22
Total Journal Articles 15 65 234 1,325 189 478 1,132 5,742
1 registered items for which data could not be found
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Statistics updated 2026-02-12