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 1 6 7 56
Can Internet search queries help to predict stock market volatility? 0 1 2 74 5 14 22 281
Can internet search queries help to predict stock market volatility? 0 1 1 87 1 7 11 343
Financial market spillovers around the globe 0 0 0 106 1 4 8 245
From orders to prices: A stochastic description of the limit order book to forecast intraday returns 0 0 0 13 0 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 0 6 7 62
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 0 8 0 9 13 45
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard errors 0 0 1 12 2 11 28 71
Price Discovery on Bitcoin Markets 1 2 3 9 2 12 20 41
Price discovery in the markets for credit risk: A Markov switching approach 0 0 0 21 0 4 6 76
State-dependent Momentum in International Stock Markets 0 0 0 43 1 8 12 134
Stock return autocorrelations revisited: A quantile regression approach 0 1 2 169 2 15 26 444
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 39 4 12 13 119
Using transfer entropy to measure information flows between financial markets 0 0 0 73 3 8 18 197
Total Working Papers 1 7 14 775 35 189 344 2,924
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 0 4 5 94
A Safe Haven Index 1 2 2 2 2 7 8 8
A note on cointegration of international stock market indices 0 0 0 28 1 4 8 97
Analyzing volatility transmission using group transfer entropy 0 0 2 36 2 8 13 125
Asymmetric volatility in cryptocurrencies 0 2 19 146 5 20 61 426
Attention and retail investor herding in cryptocurrency markets 0 0 2 8 2 8 15 31
Bitcoin Price Risk—A Durations Perspective 0 0 1 6 0 4 9 50
Bitcoin, gold and the US dollar – A replication and extension 1 4 32 220 7 25 122 701
Can Internet Search Queries Help to Predict Stock Market Volatility? 0 1 4 24 2 13 24 111
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave* 0 0 0 2 1 3 4 13
Financial market spillovers around the globe 0 0 1 11 1 4 6 64
Future portfolio returns and the VIX term structure 1 2 7 8 1 7 17 18
Googling gold and mining bad news 0 0 0 7 0 1 6 47
Group transfer entropy with an application to cryptocurrencies 0 0 0 19 2 13 18 86
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty 0 0 0 0 4 8 9 9
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach 0 2 11 82 11 46 118 1,016
Information shares for markets with partially overlapping trading hours 0 0 0 4 1 5 9 19
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 1 4 1 9 16 40
Investor Pessimism and the German Stock Market: Exploring Google Search Queries 0 0 0 22 1 13 18 93
Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption 1 2 3 9 7 13 17 40
Labor income risk and households’ risky asset holdings 0 0 0 12 0 6 9 44
Nonstandard Errors 0 1 11 42 6 16 61 167
Nothing but noise? Price discovery across cryptocurrency exchanges 0 3 5 36 3 15 23 112
Price Discovery and Learning during the German 5G Auction 0 0 0 0 1 5 7 13
Price discovery in agricultural commodity markets in the presence of futures speculation 1 1 3 41 3 16 21 152
Price discovery in bitcoin spot or futures? 3 5 8 46 6 14 29 130
Price discovery in the markets for credit risk: a Markov switching approach 0 0 0 8 1 5 7 42
Price discovery on Bitcoin markets 0 0 0 17 0 7 18 122
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 83 0 6 15 302
The asymmetric return-volatility relationship of commodity prices 0 1 2 21 3 10 15 96
The impact of US news on the German stock market—An event study analysis 0 1 1 67 0 5 12 292
The impact of the financial crisis on transatlantic information flows: An intraday analysis 0 0 0 15 2 8 17 97
The volatility of Bitcoin and its role as a medium of exchange and a store of value 8 23 103 156 27 107 377 620
Think again: volatility asymmetry and volatility persistence 0 0 3 13 1 4 9 31
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 2 9 19 259
Using transfer entropy to measure information flows between financial markets 0 1 5 74 8 21 36 267
Volatility discovery in cryptocurrency markets 0 0 1 4 1 4 12 23
Total Journal Articles 16 52 230 1,341 115 473 1,190 5,857
1 registered items for which data could not be found


Statistics updated 2026-03-04