Access Statistics for Christian Pierdzioch

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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 0 0 0 0 4 7 26 41
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 3 4 13 59
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 5 11 19 78
A Note on the International Coordination of Anti-Doping Policies 0 0 0 12 1 1 5 65
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 0 1 65 2 2 12 102
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 0 0 99 0 2 9 273
Are female skins sold for a lower price? Evidence from the Fortnite game 0 0 0 10 2 4 11 133
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 0 0 6 3 3 6 29
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 3 4 10 101
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 1 2 9 24
Business Cycle Fluctuations and International Financial Integration 0 0 0 248 4 4 12 704
Business Cycle Volatility in Germany 0 0 0 267 0 1 9 1,004
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 14 1 2 8 26
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 0 0 267 1 2 19 902
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 0 174 4 4 11 540
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 4 10 26 59
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 4 9 19 110
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 2 4 7 57
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 3 6 18 88
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 1 1 2 43 3 6 16 65
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 4 5 15 27
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 2 7 23 119
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 3 5 22 59
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 1 5 21 91
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 4 4 16 90
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 5 8 16 42
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 2 2 9 28
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 2 2 18 1,477
Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility 11 14 14 14 10 17 17 17
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral 0 1 1 1 1 3 10 17
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung 0 0 0 0 0 0 7 10
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 3 7 14 42
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 2 2 10 52
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 3 8 19 53
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 0 2 5 8 5 10 41 54
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 3 5 16 166
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 4 6 18 117
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 1 3 13 108
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 6 11 24 140
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 1 2 7 32
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 5 10 46 56
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 0 141 1 8 17 444
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 3 6 19 56
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 2 2 6 61
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 2 4 15 63
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 2 3 9 36
Exchange Rate Expectations Redux and Monetary Policy 0 0 0 173 3 5 9 811
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets 0 0 0 15 1 7 13 53
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 0 0 20 1 1 8 93
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 162 1 1 4 675
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 0 0 202 1 1 7 577
Financial Openness and Business Cycle Volatility 0 0 0 763 0 1 11 1,691
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 5 7 13 27
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 4 6 25 63
Financial market volatility and inflation uncertainty: An empirical investigation 0 0 1 42 3 5 13 284
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 19 1 1 4 97
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 2 3 8 107
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 0 0 0 46 6 11 29 625
For the love of football? Using economic models of volunteering to study the motives of German football referees 0 0 0 1 4 4 12 37
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 1 3 9 95
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 2 3 9 109
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 8 12 33 53
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 3 6 11 62
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 2 2 9 42
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 1 5 59
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 4 8 26 124
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 3 6 12 161
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 10 15 27 71
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 0 3 25 3 7 24 58
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 3 7 13 170
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 9 15 34 150
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 2 20 67
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 1 2 16 47
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 3 5 13 78
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 0 38 0 1 8 69
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 4 9 15 34
Forecasting metal prices: Do forecasters herd? 0 0 1 74 1 1 7 134
Forecasting stock market volatility with macroeconomic variables in real time 0 0 0 342 1 6 16 1,104
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 0 1 90 1 1 14 365
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 2 4 8 15
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 70 0 0 6 187
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 5 11 43
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 3 3 10 43
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 2 2 7 76
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 45 2 2 4 128
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 1 1 6 56
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 2 6 9 27
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 0 6 10 34 57 84
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 0 0 1 416 3 4 8 1,493
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 5 7 35 88
German sports clubs' recruitment of executive board members 0 0 1 4 3 3 13 23
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung 0 0 1 10 4 7 22 50
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 0 0 0 64 4 5 9 530
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 2 4 16 91
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 0 27 6 7 13 73
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 0 65 0 0 7 95
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 17 1 2 10 53
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 102 0 2 5 88
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 0 106 7 7 14 382
House price forecasts in times of crisis: Do forecasters herd? 0 0 0 51 3 5 13 83
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 0 0 32 3 3 9 133
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 1 2 8 72
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 3 3 8 75
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 1 179 1 3 13 921
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 0 53 1 1 6 217
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes 0 0 0 0 1 1 9 15
Investing in European Stock Markets for High-Technology Firms 0 0 0 72 3 4 12 311
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 6 10 21 80
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 3 3 17 47
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 7 2 2 4 41
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 0 103 2 3 7 660
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 31 1 2 10 387
Krieg der Währungen 0 0 0 24 0 1 7 68
Law of one price: BigMac versus Fortnite - A note 0 0 0 6 1 1 7 32
Low Skill but High Volatility? 0 0 1 60 2 3 9 230
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 7 8 20 148
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs 0 1 1 2 0 3 17 24
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 4 5 27 48
Monetary Policy Rules and Oil Price Shocks 1 1 1 813 3 5 9 1,970
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 3 4 14 24
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 0 8 1 2 7 49
Noise Traders? Trigger Rates, FX Options, and Smiles 0 0 0 180 2 2 11 1,318
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 0 216 4 9 15 620
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 24 1 2 14 62
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 0 0 134 3 5 11 437
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 0 14 4 5 11 65
OPEC News and Jumps in the Oil Market 0 0 0 16 4 4 18 70
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 2 3 8 23
Oil price forecasting under asymmetric loss 0 0 0 58 3 3 6 117
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 2 10 44
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 2 2 13 95
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 5 8 16 79
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 2 3 11 95
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 2 6 16 68
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 1 1 10 89
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 0 7 76
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 0 5 16 80
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 3 5 16 856
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 1 1 6 47
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 5 4 10 20 70
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World 0 0 0 55 1 2 4 294
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests 0 0 0 19 0 4 11 32
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 2 4 9 27
Politics and the Stock Market: Evidence from Germany 0 0 0 276 5 6 17 1,002
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 2 3 14 56
Predicting Recessions With Boosted Regression Trees 0 0 0 134 0 1 46 326
Predicting Recessions in Germany With Boosted Regression Trees 0 0 1 93 4 7 22 206
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 2 3 10 132
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 0 205 0 1 8 693
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply 0 0 0 1 0 1 9 26
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 0 2 7 642
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 0 6 18 578
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 1 1 14 33
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 2 3 12 30
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 4 10 23 110
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 39 6 9 26 94
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 100 2 2 4 333
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 3 6 17 36
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 128 3 5 13 907
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 0 2 8 25
Taxing short-term capital flows - An option for transition economies? 0 0 0 12 3 4 16 103
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 1 8 149
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 0 75 4 12 22 476
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 114 2 3 11 726
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 0 0 0 408 6 9 18 1,493
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 0 311 1 1 12 902
The LoP game: BigMac versus Fortnite 0 0 0 14 2 3 7 59
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 3 5 12 59
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 0 41 4 5 13 100
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 0 1 312 6 13 30 882
The influence of performance parameters on market value 0 0 1 9 5 8 15 48
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 0 5 149 3 6 39 634
The value of waiting: Russia's integration into the international capital markets 0 0 0 35 2 3 10 180
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 3 3 6 48
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 9 24 55 138
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 2 5 10 71
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 5 9 21 103
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 3 6 20 229
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 2 4 8 61
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 2 2 4 17
Underpricing and Index Excess Returns 0 0 0 61 3 3 7 265
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld 0 0 0 0 0 1 4 15
Using forecasts to uncover the loss function of FOMC members 0 0 0 86 1 3 8 247
Volunteering, match quality, and internet use 0 0 0 1 3 4 10 22
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 0 1 7 50 2 6 27 109
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 0 24 4 4 15 366
Why do referees end their careers and which factors determine the duration of a referee's career? 0 0 0 0 4 5 13 25
Wojna walutowa 0 0 0 14 3 3 7 50
Zivilgesellschaftliches Engagement im Lebenszyklus 0 1 1 1 0 1 2 9
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 0 0 0 18 1 2 5 84
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft 0 0 0 1 0 0 4 12
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 1 2 1 1 3 14
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 17 1 3 6 73
Total Working Papers 13 22 53 11,068 499 893 2,689 43,031

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 0 0 0 20 3 5 12 113
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 1 1 4 45
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 8 1 2 10 51
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 3 4 14 19
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 0 12 0 1 6 99
A Note on the International Coordination of Antidoping Policies 0 0 0 5 1 1 7 42
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 6 3 4 15 36
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 0 17 3 3 12 71
A bootstrap test of the time-varying efficiency of German growth forecasts 0 0 0 0 2 2 4 5
A bootstrap-based efficiency test of growth and inflation forecasts for Germany 0 0 0 2 4 4 8 18
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 0 0 5 47
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America 0 0 1 4 2 2 6 52
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 0 1 1 14 2 3 16 94
A note on investor happiness and the predictability of realized volatility of gold 0 0 0 5 1 1 10 30
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 1 3 12 19
A note on the anti-herding instinct of interest rate forecasters 0 0 0 17 1 4 9 84
A note on the directional accuracy of interest-rate forecasts 0 0 0 3 6 7 12 26
A quantile-boosting approach to forecasting gold returns 0 0 0 7 4 5 13 83
A quantile-regression test of economic models of volunteer labor supply 0 0 0 34 1 2 8 97
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 1 2 10 94
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 0 0 6 19
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 1 2 5 91
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 0 1 32 6 9 20 112
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 0 0 0 22 4 7 11 71
Are female skins sold at a lower price? Evidence from the Fortnite game 0 0 0 2 4 6 9 32
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 2 2 10 75
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 1 25 0 0 5 68
Book reviews 0 0 0 3 2 2 4 40
Book reviews 0 0 0 7 1 2 6 35
Business Cycle Volatility in Germany 0 0 0 53 3 3 7 253
Business Cycle Volatility in Germany 0 0 0 0 1 3 12 18
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 4 12 23 33
Business-cycle fluctuations and international equity correlations 0 0 0 40 0 0 6 117
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 3 1 3 8 15
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 0 0 1 1 2 3 14 17
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 37 1 1 4 138
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 0 1 1 5 11
Capital mobility and labor market volatility 0 0 0 28 0 1 6 168
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 3 3 10 165
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 0 0 1 20 2 3 10 61
Central banks’ interest rate projections and forecast coordination 0 0 0 21 1 1 4 92
Change of editorial assistant 0 0 0 7 1 4 11 45
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 0 0 0 102 3 4 14 298
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 0 3 2 3 15 28
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 2 2 10 10
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 2 6 0 1 6 19
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 9 4 5 11 35
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 0 5 3 5 14 26
Climate risks and realized volatility of major commodity currency exchange rates 0 1 3 17 4 7 28 62
Climate risks and state-level stock market realized volatility 0 0 1 2 2 4 14 21
Cointegration of the prices of gold and silver: RALS-based evidence 0 1 2 37 1 3 15 141
Collective Decision-making: FIFA from the Perspective of Public Choice 0 0 1 16 0 1 16 65
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 0 49 5 6 9 182
Currency crises, uncertain fundamentals and private-sector forecasts 0 0 0 7 1 1 5 44
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE 0 0 0 0 1 2 12 79
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 1 1 3 12
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 0 24 2 2 9 95
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 2 2 5 11
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 3 3 10 25
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 3 9 24 29
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 1 1 4 157
Do inflation targets anchor inflation expectations? 0 0 0 63 1 2 15 158
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 0 0 4 89
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 2 8 17 30
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 0 0 0 58 5 8 11 193
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 3 5 15 63
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 0 11 2 8 18 70
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 1 1 8 70 4 8 35 217
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 0 1 3 2 2 8 15
Economic and financial crises and the predictability of U.S. stock returns 0 0 0 59 3 6 13 211
Editorial 0 0 0 1 0 1 6 22
Editorial 0 0 0 2 0 2 7 23
Efficiency wages, financial market integration, and the fiscal multiplier 0 0 0 53 1 2 2 235
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 0 7 1 4 13 25
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 3 11 22 35
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 0 0 3 454
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 0 53 1 2 7 181
Exchange rates, interventions, and the predictability of stock returns in Japan 0 0 1 37 1 1 6 136
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 1 2 9 172
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 0 49 0 0 7 177
Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy 0 0 0 14 1 2 8 127
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 3 3 3 8 17 20
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 3 3 13 143
Financial market integration, labor markets, and macroeconomic policies 0 0 0 48 2 4 8 212
Financial openness and business cycle volatility 0 0 0 283 3 6 17 675
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 4 11 15
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 1 2 17 78
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 0 1 7 27
Forecasting Eurozone real-estate returns 0 0 0 12 2 3 8 64
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 0 3 0 0 2 38
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 1 3 6 26 3 10 34 116
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 0 29 0 0 7 104
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 1 1 1 1 3 5 18 22
Forecasting US housing starts under asymmetric loss 0 0 0 4 2 2 2 58
Forecasting gold-price fluctuations: a real-time boosting approach 0 0 2 37 2 3 11 127
Forecasting international financial stress: The role of climate risks 0 0 6 10 1 3 33 45
Forecasting metal prices: Do forecasters herd? 0 0 0 34 1 2 6 150
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 1 1 2 2 14 27
Forecasting precious metal returns with multivariate random forests 0 0 2 17 3 7 23 86
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 0 1 17 3 5 26 91
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 1 1 26 4 8 22 117
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 1 2 2 8 10 16 21
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 1 2 9 22
Forecasting stock market volatility with macroeconomic variables in real time 0 0 1 93 5 5 15 392
Forecasting stock prices: Do forecasters herd? 0 0 0 33 3 5 9 119
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 3 4 14 28
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 1 16 1 2 11 112
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 2 5 10 188
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 2 3 10 45
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 1 1 3 17
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 2 4 13 19
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 0 0 5 2 7 14 31
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 2 5 2 7 19 23
Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks 0 2 2 2 5 13 14 14
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 0 5 1 1 6 37
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 1 2 11 7 8 20 45
Globalisierung und Konjunkturzyklen 0 0 0 3 0 0 8 37
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 3 3 13 58
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 0 0 1 44 4 5 8 153
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 0 32 1 2 8 121
Households' Preferences and Exchange Rate Overshooting 0 0 0 16 1 1 6 73
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 0 11 1 1 10 85
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 0 11 5 6 11 50
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 0 19 6 6 13 105
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 1 2 11 4 6 14 86
International equity flows and the predictability of US stock returns 0 0 0 14 1 2 7 77
Investing in European stock markets for high-technology firms 0 0 0 11 1 3 11 72
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 1 1 9 13 4 6 36 60
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 2 3 5 24
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 11 0 0 1 43
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 1 1 4 7 9
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions 0 0 0 21 1 1 8 96
Joining the international fight against doping 0 0 0 5 1 1 6 26
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 0 0 28 2 4 9 72
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 0 16 1 1 5 79
Law of one price: BigMac versus Fortnite - A Note 0 0 1 18 6 6 14 90
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 1 13 5 8 26 88
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 1 64 2 3 10 284
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 0 0 7 64
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 20 2 4 9 81
Modeling the intensity of foreign exchange intervention activity 0 0 1 24 2 4 7 83
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 0 0 2 2 1 3 20 20
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 1 1 9 11
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE 0 0 0 4 1 1 3 19
New evidence of anti-herding of oil-price forecasters 0 0 2 46 1 3 11 155
Noise trading and delayed exchange rate overshooting 0 0 0 39 0 1 9 169
OPEC news and jumps in the oil market 0 0 0 10 2 6 15 39
Oil price forecasting under asymmetric loss 0 0 0 16 5 5 11 127
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 2 5 9 15
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 1 7 18
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 1 5 6 6 14 27
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 0 7 4 5 18 38
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 0 0 7 56
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 2 11 3 4 17 80
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 2 3 15 85
On the Internal Consistency of Stock Market Forecasts 0 0 0 0 0 1 1 3
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 0 0 1 2 2 9 30
On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns 0 0 2 6 1 2 13 36
On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 30 0 0 4 113
On the determinants of sporting success – A note on the Olympic Games 0 0 10 299 4 12 48 848
On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 0 0 2 4 11 15
On the directional accuracy of forecasts of emerging market exchange rates 0 0 1 16 0 1 7 70
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 1 3 12 30
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 0 2 1 2 9 74
On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts 0 0 0 0 2 2 8 9
On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection 0 0 1 1 3 4 7 8
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 2 4 10 91
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 15 2 2 5 77
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 0 0 1 4 7
On the internal consistency of the term structure of forecasts of housing starts 0 0 0 3 0 0 4 31
On the loss function of the Bank of Canada: A note 0 0 0 17 3 4 9 85
On the short-term predictability of stock returns: A quantile boosting approach 0 0 2 9 4 8 19 79
Periodically collapsing bubbles in the German stock market, 1876-1913 0 0 0 19 2 2 4 85
Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes 0 0 0 0 0 1 1 1
Politics and the stock market: Evidence from Germany 0 0 1 88 3 3 10 273
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 0 4 0 1 4 15
Predicting recessions with boosted regression trees 0 1 3 56 2 6 16 191
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 5 6 13 62
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 0 0 1 17 2 3 11 62
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 27 0 7 16 144
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 2 5 1 2 13 20
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 1 1 6 10
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 2 2 7 98
Rezensionen 0 0 0 2 0 0 4 21
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 1 2 9 17
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 1 2 2 5 15 22
Scattered Fiscal Forecasts 0 0 0 12 5 5 13 92
Skewed exchange-rate forecasts 0 0 0 5 1 1 2 34
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 32 3 4 7 148
Sources of time-varying exchange rate exposure 0 0 0 33 4 4 9 125
Sports and (real) business cycles 0 0 0 21 1 4 13 155
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 15 2 2 6 80
Stock market bubbles and the realized volatility of oil price returns 0 0 0 2 2 8 20 28
Stock market volatility and multi-scale positive and negative bubbles 0 0 2 2 4 8 20 20
Stock returns, exchange rate movements and central bank interventions 0 0 0 0 0 0 2 2
Survey Forecasts and Money Demand Functions: Some International Evidence 0 0 0 33 2 2 15 106
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 3 11 1 4 15 63
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 0 9 0 0 6 27
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 1 2 8 70
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 0 1 115 5 7 33 372
The Financial Crisis and the Stock Markets of the CEE Countries 0 0 0 120 3 7 15 362
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 23 1 1 6 106
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 3 8 12 98
The business cycle and the equity risk premium in real time 0 0 0 48 1 3 7 260
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 1 17 0 2 7 126
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 0 1 61 2 3 13 274
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 0 63 4 6 17 246
The international business cycle and gold-price fluctuations 0 0 1 103 2 3 24 377
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 1 13 2 4 15 46
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 1 1 9 2 3 11 45
The stance of U.S. monetary policy and the realized variance of gold-price returns 0 0 2 3 2 10 30 37
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 2 2 5 83
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 0 46 3 5 9 152
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 3 3 10 34
Time-varying nonlinear exchange rate exposure 0 0 0 0 0 0 4 6
Time-varying risk aversion and realized gold volatility 0 1 3 12 5 22 51 95
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 3 5 8 25
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 6 7 13 36
Uncertainty and Forecasts of U.S. Recessions 0 0 0 15 0 8 31 91
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 1 3 15 21
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 1 2 8 15
Using ROC techniques to measure the effectiveness of foreign exchange market interventions 0 0 0 2 2 2 10 16
Volunteering, Match Quality, and Internet Use 0 0 0 1 0 3 8 19
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 12 0 1 7 62
Why do speculative bubbles gather steam? Some international evidence 0 0 0 7 2 4 12 42
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 10 1 2 6 55
Total Journal Articles 4 18 122 4,523 448 802 2,574 19,654
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