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A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios |
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0 |
0 |
0 |
0 |
0 |
2 |
13 |
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
45 |
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility |
0 |
0 |
0 |
16 |
1 |
1 |
4 |
59 |
A Note on the International Coordination of Anti-Doping Policies |
0 |
0 |
0 |
11 |
1 |
2 |
2 |
58 |
A note on forecasting emerging market exchange rates: Evidence of anti-herding |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
89 |
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
263 |
Are female skins sold for a lower price? Evidence from the Fortnite game |
1 |
1 |
1 |
10 |
3 |
6 |
13 |
121 |
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
23 |
Brokers and business cycles: Does financial market volatility cause real fluctuations? |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
91 |
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
12 |
Business Cycle Fluctuations and International Financial Integration |
0 |
1 |
1 |
247 |
0 |
1 |
1 |
691 |
Business Cycle Volatility in Germany |
0 |
0 |
0 |
267 |
0 |
0 |
0 |
994 |
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
18 |
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies |
0 |
0 |
1 |
267 |
0 |
0 |
3 |
883 |
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies |
0 |
0 |
0 |
174 |
0 |
0 |
2 |
528 |
Climate Policy Uncertainty and Financial Stress: Evidence for China |
0 |
0 |
12 |
12 |
1 |
2 |
30 |
30 |
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
87 |
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
50 |
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
69 |
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data |
0 |
1 |
3 |
40 |
0 |
1 |
7 |
44 |
Climate Risks and Real Gold Returns over 750 Years |
0 |
0 |
14 |
14 |
0 |
0 |
12 |
12 |
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates |
0 |
0 |
0 |
20 |
1 |
1 |
12 |
95 |
Climate Risks and State-Level Stock-Market Realized Volatility |
0 |
0 |
0 |
36 |
1 |
2 |
6 |
36 |
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa |
0 |
0 |
0 |
8 |
2 |
9 |
46 |
68 |
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
74 |
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
24 |
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
19 |
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence |
0 |
0 |
0 |
180 |
1 |
1 |
1 |
1,459 |
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
7 |
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
27 |
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
41 |
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
33 |
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data |
3 |
3 |
3 |
3 |
7 |
10 |
10 |
10 |
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
148 |
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach |
0 |
0 |
0 |
49 |
1 |
1 |
4 |
97 |
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
95 |
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
17 |
1 |
1 |
4 |
116 |
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
Economic and Financial Crises and the Predictability of U.S. Stock Returns |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
424 |
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
37 |
El Nino and Forecastability of Oil-Price Realized Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
55 |
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
45 |
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
27 |
Exchange Rate Expectations Redux and Monetary Policy |
0 |
0 |
0 |
173 |
0 |
0 |
1 |
801 |
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
40 |
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
85 |
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 |
0 |
1 |
1 |
162 |
0 |
1 |
2 |
671 |
Financial Market Integration and Business Cycle Volatility in a Monetary Union |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
569 |
Financial Openness and Business Cycle Volatility |
0 |
0 |
0 |
763 |
0 |
0 |
4 |
1,680 |
Financial Stress and Realized Volatility: The Case of Agricultural Commodities |
0 |
0 |
0 |
4 |
1 |
2 |
5 |
12 |
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection |
0 |
4 |
8 |
8 |
3 |
10 |
33 |
33 |
Financial market volatility and inflation uncertainty: An empirical investigation |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
271 |
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik |
0 |
0 |
1 |
19 |
0 |
1 |
5 |
91 |
Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
99 |
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern |
0 |
0 |
0 |
46 |
1 |
3 |
11 |
590 |
For the love of football? Using economic models of volunteering to study the motives of German football referees |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
25 |
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? |
0 |
0 |
0 |
20 |
0 |
0 |
4 |
86 |
Forecasting Changes of Economic Inequality: A Boosting Approach |
0 |
0 |
0 |
25 |
0 |
1 |
6 |
100 |
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention |
0 |
0 |
10 |
10 |
0 |
2 |
18 |
18 |
Forecasting International Financial Stress: The Role of Climate Risks |
0 |
0 |
0 |
17 |
0 |
2 |
15 |
46 |
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
26 |
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
54 |
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? |
0 |
0 |
0 |
9 |
0 |
3 |
5 |
98 |
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
146 |
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? |
0 |
0 |
0 |
32 |
2 |
2 |
5 |
43 |
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? |
0 |
0 |
21 |
21 |
4 |
8 |
29 |
29 |
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
157 |
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War |
0 |
0 |
0 |
54 |
0 |
2 |
4 |
116 |
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
46 |
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks |
0 |
0 |
5 |
5 |
1 |
2 |
31 |
31 |
Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
65 |
Forecasting U.S. Housing Starts Under Asymmetric Loss |
0 |
1 |
2 |
38 |
0 |
1 |
2 |
61 |
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments |
0 |
0 |
12 |
12 |
2 |
5 |
19 |
19 |
Forecasting metal prices: Do forecasters herd? |
0 |
0 |
0 |
73 |
1 |
1 |
1 |
126 |
Forecasting stock market volatility with macroeconomic variables in real time |
0 |
0 |
1 |
342 |
0 |
0 |
1 |
1,088 |
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
350 |
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
5 |
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
181 |
Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
32 |
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
33 |
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? |
0 |
0 |
0 |
0 |
1 |
2 |
21 |
67 |
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality |
0 |
0 |
0 |
44 |
1 |
6 |
11 |
122 |
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
49 |
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
18 |
Gasoline Prices and Presidential Approval Ratings of the United States |
1 |
1 |
6 |
6 |
3 |
4 |
17 |
17 |
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank |
0 |
0 |
0 |
415 |
0 |
1 |
1 |
1,485 |
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
47 |
German sports clubs' recruitment of executive board members |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
10 |
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung |
0 |
2 |
4 |
9 |
0 |
2 |
8 |
28 |
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? |
0 |
0 |
0 |
64 |
0 |
1 |
2 |
520 |
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
75 |
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
59 |
Heteroeneous forecasters and nonlinear expectation formation in US stock market |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
88 |
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
43 |
Heterogeneous forecasters and nonlinear expectation formation in the US stock market |
0 |
1 |
1 |
102 |
0 |
1 |
1 |
83 |
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
368 |
House price forecasts in times of crisis: Do forecasters herd? |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
70 |
Housing starts in Canada, Japan, and the United States: Do forecasters herd? |
0 |
1 |
1 |
32 |
0 |
1 |
1 |
123 |
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
67 |
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
62 |
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany |
0 |
1 |
1 |
178 |
0 |
1 |
5 |
907 |
International Equity Flows and the Predictability of U.S. Stock Returns |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
211 |
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
Investing in European Stock Markets for High-Technology Firms |
0 |
1 |
1 |
72 |
0 |
3 |
3 |
297 |
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning |
0 |
0 |
0 |
24 |
0 |
1 |
5 |
55 |
Investor Happiness and Predictability of the Realized Volatility of Oil Price |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
28 |
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm |
0 |
1 |
1 |
7 |
0 |
1 |
2 |
35 |
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies |
0 |
0 |
0 |
103 |
1 |
2 |
5 |
653 |
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung |
0 |
0 |
0 |
31 |
0 |
0 |
5 |
377 |
Krieg der Währungen |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
60 |
Law of one price: BigMac versus Fortnite - A note |
0 |
1 |
2 |
6 |
0 |
1 |
3 |
25 |
Low Skill but High Volatility? |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
221 |
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
0 |
0 |
15 |
0 |
1 |
5 |
125 |
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
7 |
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? |
0 |
0 |
8 |
8 |
0 |
0 |
19 |
19 |
Monetary Policy Rules and Oil Price Shocks |
0 |
0 |
0 |
812 |
0 |
1 |
2 |
1,960 |
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices |
0 |
0 |
1 |
1 |
0 |
0 |
10 |
10 |
New Evidence of Anti-Herding of Oil-Price Forecasters |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
41 |
Noise Traders? Trigger Rates, FX Options, and Smiles |
0 |
0 |
0 |
180 |
0 |
0 |
1 |
1,306 |
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates |
0 |
0 |
0 |
216 |
0 |
0 |
0 |
605 |
Nonlinear Expectation Formation in the U.S. Stock Market |
0 |
0 |
1 |
24 |
1 |
1 |
2 |
48 |
Nonlinear Links between Stock Returns and Exchange Rate Movements |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
426 |
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey |
0 |
1 |
1 |
14 |
0 |
2 |
3 |
53 |
OPEC News and Jumps in the Oil Market |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
48 |
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data |
0 |
0 |
0 |
13 |
1 |
2 |
3 |
15 |
Oil price forecasting under asymmetric loss |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
111 |
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data |
0 |
0 |
0 |
15 |
1 |
1 |
7 |
34 |
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data |
0 |
0 |
0 |
26 |
1 |
4 |
4 |
81 |
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data |
0 |
0 |
0 |
23 |
1 |
1 |
1 |
63 |
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
84 |
On International Uncertainty Links: BART-Based Empirical Evidence for Canada |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
51 |
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
79 |
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
64 |
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
68 |
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy |
0 |
0 |
0 |
138 |
0 |
1 |
3 |
839 |
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
41 |
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
49 |
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World |
0 |
1 |
1 |
55 |
0 |
1 |
1 |
290 |
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
21 |
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes |
0 |
0 |
7 |
7 |
1 |
2 |
12 |
12 |
Politics and the Stock Market: Evidence from Germany |
0 |
1 |
3 |
276 |
0 |
1 |
4 |
983 |
Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
42 |
Predicting Recessions With Boosted Regression Trees |
0 |
0 |
1 |
134 |
0 |
0 |
3 |
280 |
Predicting Recessions in Germany With Boosted Regression Trees |
0 |
0 |
2 |
92 |
0 |
1 |
5 |
182 |
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
122 |
Productivity Shocks and Delayed Exchange-Rate Overshooting |
0 |
1 |
1 |
205 |
0 |
1 |
1 |
684 |
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
17 |
Real-time forecasting and political stock market anomalies: evidence for the U.S |
0 |
0 |
0 |
113 |
0 |
0 |
3 |
635 |
Real-time macroeconomic data and ex ante predictability of stock returns |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
560 |
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
16 |
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
14 |
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
87 |
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data |
0 |
0 |
0 |
39 |
0 |
1 |
9 |
64 |
Sources of Predictability of European Stock Markets for High-Technology Firms |
0 |
1 |
1 |
100 |
0 |
1 |
1 |
328 |
Stock Market Bubbles and the Realized Volatility of Oil Price Returns |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
18 |
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
894 |
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles |
0 |
0 |
0 |
14 |
0 |
1 |
4 |
16 |
Taxing short-term capital flows - An option for transition economies? |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
86 |
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries |
0 |
0 |
0 |
9 |
0 |
3 |
6 |
139 |
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
454 |
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis |
0 |
0 |
0 |
114 |
0 |
0 |
0 |
715 |
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility |
0 |
0 |
0 |
408 |
0 |
1 |
1 |
1,475 |
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility |
0 |
0 |
0 |
311 |
0 |
0 |
3 |
889 |
The LoP game: BigMac versus Fortnite |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
52 |
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
45 |
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
87 |
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis |
0 |
0 |
0 |
311 |
0 |
0 |
5 |
851 |
The influence of performance parameters on market value |
0 |
0 |
2 |
8 |
0 |
1 |
4 |
32 |
The interventions of the European Central Bank: Effects, effectiveness, and policy implications |
0 |
0 |
0 |
144 |
0 |
0 |
3 |
594 |
The value of waiting: Russia's integration into the international capital markets |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
169 |
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
41 |
Time-Varying Risk Aversion and Realized Gold Volatility |
0 |
0 |
0 |
27 |
2 |
2 |
4 |
83 |
Time-Varying Risk Aversion and the Predictability of Bond Premia |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
61 |
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
81 |
Uncertainty and Forecasts of U.S. Recessions |
0 |
0 |
0 |
104 |
0 |
0 |
5 |
209 |
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
52 |
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
Underpricing and Index Excess Returns |
0 |
1 |
1 |
61 |
0 |
1 |
2 |
258 |
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
Using forecasts to uncover the loss function of FOMC members |
0 |
0 |
0 |
86 |
0 |
0 |
0 |
239 |
Volunteering, match quality, and internet use |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
11 |
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap |
1 |
1 |
6 |
41 |
1 |
1 |
9 |
78 |
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
351 |
Why do referees end their careers and which factors determine the duration of a referee's career? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
Wojna walutowa |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
43 |
Zivilgesellschaftliches Engagement im Lebenszyklus |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
79 |
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
8 |
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
11 |
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
67 |
Total Working Papers |
6 |
28 |
153 |
11,005 |
67 |
175 |
773 |
40,134 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Note on Corruption and National Olympic Success |
1 |
2 |
2 |
19 |
1 |
2 |
3 |
100 |
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
41 |
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
41 |
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
92 |
A Note on the International Coordination of Antidoping Policies |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
35 |
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
20 |
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
58 |
A bootstrap test of the time-varying efficiency of German growth forecasts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
A bootstrap-based efficiency test of growth and inflation forecasts for Germany |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
A machine‐learning analysis of the rationality of aggregate stock market forecasts |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
42 |
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
46 |
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality |
0 |
0 |
0 |
13 |
0 |
1 |
4 |
78 |
A note on investor happiness and the predictability of realized volatility of gold |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
18 |
A note on oil price shocks and the forecastability of gold realized volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
A note on the anti-herding instinct of interest rate forecasters |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
75 |
A note on the directional accuracy of interest-rate forecasts |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
14 |
A quantile-boosting approach to forecasting gold returns |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
69 |
A quantile-regression test of economic models of volunteer labor supply |
0 |
0 |
1 |
34 |
0 |
0 |
2 |
89 |
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
83 |
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
13 |
An analytical approximation of target zone exchange rate functions: the technique of collocation |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
86 |
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data |
0 |
0 |
2 |
30 |
0 |
0 |
3 |
91 |
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System |
1 |
1 |
1 |
22 |
1 |
1 |
2 |
60 |
Are female skins sold at a lower price? Evidence from the Fortnite game |
0 |
0 |
1 |
2 |
0 |
0 |
14 |
20 |
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees |
0 |
0 |
1 |
15 |
0 |
1 |
4 |
62 |
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
63 |
Book reviews |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
36 |
Book reviews |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
29 |
Business Cycle Volatility in Germany |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
Business Cycle Volatility in Germany |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
245 |
Business applications and state‐level stock market realized volatility: A forecasting experiment |
0 |
0 |
3 |
3 |
0 |
0 |
9 |
9 |
Business-cycle fluctuations and international equity correlations |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
111 |
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
6 |
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
134 |
Capital mobility and labor market volatility |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
162 |
Capital mobility and the effectiveness of fiscal policy in open economies |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
154 |
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries |
0 |
1 |
3 |
19 |
0 |
1 |
3 |
49 |
Central banks’ interest rate projections and forecast coordination |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
88 |
Change of editorial assistant |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
33 |
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks |
0 |
0 |
1 |
102 |
0 |
2 |
7 |
284 |
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
10 |
Climate Risks and Real Gold Returns over 750 Years |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
13 |
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data |
0 |
1 |
4 |
8 |
0 |
2 |
11 |
24 |
Climate risks and forecastability of the realized volatility of gold and other metal prices |
1 |
1 |
1 |
4 |
1 |
1 |
1 |
9 |
Climate risks and realized volatility of major commodity currency exchange rates |
0 |
0 |
4 |
14 |
0 |
0 |
13 |
33 |
Climate risks and state-level stock market realized volatility |
0 |
1 |
1 |
1 |
0 |
1 |
4 |
6 |
Cointegration of the prices of gold and silver: RALS-based evidence |
1 |
2 |
2 |
34 |
1 |
2 |
4 |
121 |
Collective Decision-making: FIFA from the Perspective of Public Choice |
1 |
1 |
3 |
15 |
1 |
2 |
7 |
48 |
Contagious speculative bubbles: A note on the Greek sovereign debt crisis |
0 |
0 |
1 |
49 |
0 |
0 |
2 |
173 |
Currency crises, uncertain fundamentals and private-sector forecasts |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
39 |
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
66 |
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
86 |
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
15 |
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
153 |
Do inflation targets anchor inflation expectations? |
0 |
0 |
1 |
63 |
0 |
0 |
1 |
142 |
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 |
0 |
0 |
0 |
21 |
0 |
2 |
2 |
84 |
Do oil-price shocks predict the realized variance of U.S. REITs? |
0 |
0 |
1 |
4 |
1 |
1 |
2 |
13 |
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries |
1 |
1 |
1 |
58 |
1 |
1 |
2 |
182 |
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach |
0 |
0 |
1 |
6 |
1 |
1 |
4 |
48 |
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
51 |
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test |
1 |
1 |
8 |
61 |
1 |
4 |
19 |
177 |
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
5 |
Economic and financial crises and the predictability of U.S. stock returns |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
197 |
Editorial |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
16 |
Editorial |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
Efficiency wages, financial market integration, and the fiscal multiplier |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
232 |
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach |
0 |
2 |
4 |
7 |
0 |
2 |
8 |
12 |
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
11 |
Exchange Rate Target Zones and Stock Price Volatility |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
449 |
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
174 |
Exchange rates, interventions, and the predictability of stock returns in Japan |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
130 |
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
163 |
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
169 |
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
119 |
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
128 |
Financial market integration, labor markets, and macroeconomic policies |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
203 |
Financial openness and business cycle volatility |
0 |
1 |
2 |
282 |
0 |
1 |
4 |
657 |
Financial stress and realized volatility: The case of agricultural commodities |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
60 |
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? |
0 |
0 |
1 |
4 |
0 |
1 |
5 |
19 |
Forecasting Eurozone real-estate returns |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
56 |
Forecasting Housing Approvals in Australia: Do Forecasters Herd? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
36 |
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War |
0 |
0 |
1 |
16 |
0 |
4 |
9 |
77 |
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
96 |
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
Forecasting US housing starts under asymmetric loss |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
56 |
Forecasting gold-price fluctuations: a real-time boosting approach |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
115 |
Forecasting international financial stress: The role of climate risks |
0 |
1 |
3 |
3 |
1 |
3 |
5 |
5 |
Forecasting metal prices: Do forecasters herd? |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
144 |
Forecasting power of infectious diseases-related uncertainty for gold realized variance |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
13 |
Forecasting precious metal returns with multivariate random forests |
0 |
1 |
3 |
15 |
1 |
5 |
10 |
61 |
Forecasting realized gold volatility: Is there a role of geopolitical risks? |
0 |
2 |
2 |
16 |
1 |
4 |
11 |
63 |
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss |
0 |
0 |
0 |
24 |
0 |
1 |
5 |
92 |
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
11 |
Forecasting stock market volatility with macroeconomic variables in real time |
0 |
0 |
0 |
91 |
0 |
1 |
4 |
373 |
Forecasting stock prices: Do forecasters herd? |
0 |
0 |
0 |
33 |
0 |
1 |
4 |
110 |
Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
14 |
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
101 |
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
178 |
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
34 |
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
13 |
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
6 |
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? |
0 |
0 |
3 |
5 |
0 |
0 |
7 |
15 |
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
2 |
Gender and generosity in charitable giving: empirical evidence for the German Red Cross |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
31 |
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
24 |
Globalisierung und Konjunkturzyklen |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
28 |
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
42 |
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? |
0 |
2 |
2 |
43 |
0 |
2 |
3 |
145 |
House Price Forecasts, Forecaster Herding, and the Recent Crisis |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
113 |
Households' Preferences and Exchange Rate Overshooting |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
66 |
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
74 |
Infectious Diseases, Market Uncertainty and Oil Market Volatility |
0 |
0 |
3 |
10 |
0 |
1 |
4 |
38 |
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für Deutschland |
0 |
0 |
1 |
19 |
0 |
1 |
5 |
91 |
Inflation forecasts and forecaster herding: Evidence from South African survey data |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
72 |
International equity flows and the predictability of US stock returns |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
70 |
Investing in European stock markets for high-technology firms |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
61 |
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning |
0 |
1 |
3 |
3 |
2 |
4 |
9 |
18 |
Investor Happiness and Predictability of the Realized Volatility of Oil Price |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
19 |
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
42 |
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
88 |
Joining the international fight against doping |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
19 |
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
63 |
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
73 |
Law of one price: BigMac versus Fortnite - A Note |
0 |
0 |
0 |
17 |
0 |
0 |
6 |
75 |
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
0 |
1 |
12 |
0 |
0 |
12 |
60 |
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
273 |
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
72 |
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
57 |
Modeling the intensity of foreign exchange intervention activity |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
76 |
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
16 |
New evidence of anti-herding of oil-price forecasters |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
144 |
Noise trading and delayed exchange rate overshooting |
0 |
0 |
1 |
39 |
0 |
0 |
2 |
158 |
OPEC news and jumps in the oil market |
1 |
1 |
3 |
10 |
1 |
1 |
6 |
24 |
Oil price forecasting under asymmetric loss |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
116 |
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
5 |
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
11 |
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data |
0 |
0 |
3 |
4 |
1 |
1 |
4 |
12 |
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data |
1 |
2 |
2 |
7 |
1 |
4 |
5 |
20 |
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees |
0 |
0 |
1 |
12 |
0 |
0 |
4 |
48 |
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
62 |
On international uncertainty links: BART-based empirical evidence for Canada |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
69 |
On the Internal Consistency of Stock Market Forecasts |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
20 |
On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns |
0 |
0 |
3 |
4 |
0 |
0 |
11 |
19 |
On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
108 |
On the determinants of sporting success – A note on the Olympic Games |
1 |
5 |
15 |
281 |
5 |
10 |
34 |
781 |
On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
On the directional accuracy of forecasts of emerging market exchange rates |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
62 |
On the directional accuracy of inflation forecasts: evidence from South African survey data |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
17 |
On the directional accuracy of survey forecasts: the case of gold and silver |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
65 |
On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
On the hump-shaped output effect of monetary policy in an open economy |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
81 |
On the internal consistency of short-term, medium-term and long-term oil price forecasts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
On the internal consistency of short-term, medium-term and long-term oil price forecasts |
0 |
0 |
0 |
14 |
1 |
2 |
2 |
71 |
On the internal consistency of the term structure of forecasts of housing starts |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
27 |
On the loss function of the Bank of Canada: A note |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
75 |
On the short-term predictability of stock returns: A quantile boosting approach |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
57 |
Periodically collapsing bubbles in the German stock market, 1876-1913 |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
81 |
Politics and the stock market: Evidence from Germany |
0 |
0 |
1 |
85 |
1 |
2 |
7 |
260 |
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
11 |
Predicting recessions with boosted regression trees |
1 |
1 |
7 |
53 |
2 |
4 |
14 |
175 |
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
48 |
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
51 |
Real-time macroeconomic data and ex ante stock return predictability |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
127 |
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment |
2 |
3 |
3 |
3 |
2 |
3 |
3 |
3 |
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
91 |
Rezensionen |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
17 |
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
8 |
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data |
0 |
0 |
1 |
1 |
2 |
3 |
7 |
7 |
Scattered Fiscal Forecasts |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
77 |
Skewed exchange-rate forecasts |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
31 |
Sources of Predictability of European Stock Markets for High-technology Firms |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
141 |
Sources of time-varying exchange rate exposure |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
116 |
Sports and (real) business cycles |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
140 |
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
74 |
Stock market bubbles and the realized volatility of oil price returns |
0 |
0 |
1 |
1 |
0 |
1 |
7 |
7 |
Stock returns, exchange rate movements and central bank interventions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Survey Forecasts and Money Demand Functions: Some International Evidence |
1 |
1 |
2 |
33 |
1 |
1 |
2 |
87 |
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries |
0 |
3 |
4 |
8 |
1 |
6 |
9 |
47 |
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
21 |
Testing the optimality of inflation forecasts under flexible loss with random forests |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
57 |
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis |
0 |
0 |
0 |
114 |
0 |
0 |
0 |
338 |
The Financial Crisis and the Stock Markets of the CEE Countries |
0 |
1 |
4 |
118 |
0 |
2 |
8 |
345 |
The Value of Waiting: Russia's Integration into the International Capital Markets |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
100 |
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
86 |
The business cycle and the equity risk premium in real time |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
253 |
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
119 |
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility |
0 |
1 |
1 |
60 |
0 |
1 |
1 |
261 |
The integration of imperfect financial markets: Implications for business cycle volatility |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
229 |
The international business cycle and gold-price fluctuations |
0 |
1 |
4 |
102 |
1 |
5 |
10 |
349 |
The predictive power of oil price shocks on realized volatility of oil: A note |
1 |
1 |
3 |
11 |
1 |
1 |
3 |
30 |
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
34 |
The stance of U.S. monetary policy and the realized variance of gold-price returns |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
5 |
The term structure of interest rates in a sticky-price target zone model |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
78 |
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
143 |
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
23 |
Time-varying nonlinear exchange rate exposure |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Time-varying risk aversion and realized gold volatility |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
43 |
Time-varying risk aversion and the predictability of bond premia |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
16 |
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
22 |
Uncertainty and Forecasts of U.S. Recessions |
0 |
0 |
2 |
15 |
0 |
0 |
5 |
59 |
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
Using ROC techniques to measure the effectiveness of foreign exchange market interventions |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
6 |
Volunteering, Match Quality, and Internet Use |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
8 |
Who believes in the Taylor principle? Evidence from the Livingston survey |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
55 |
Why do speculative bubbles gather steam? Some international evidence |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
29 |
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
49 |
Total Journal Articles |
15 |
44 |
158 |
4,359 |
50 |
143 |
551 |
16,868 |