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 3 5 8 21
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 2 5 7 52
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 0 1 3 61
A Note on the International Coordination of Anti-Doping Policies 0 0 1 12 1 1 5 62
A note on forecasting emerging market exchange rates: Evidence of anti-herding 0 0 1 65 0 0 6 95
Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data 0 0 0 99 3 5 6 269
Are female skins sold for a lower price? Evidence from the Fortnite game 0 0 1 10 2 4 8 126
Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? 0 0 0 6 1 1 2 25
Brokers and business cycles: Does financial market volatility cause real fluctuations? 0 0 0 22 1 4 4 95
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 1 3 6 18
Business Cycle Fluctuations and International Financial Integration 0 0 1 248 1 1 4 695
Business Cycle Volatility in Germany 0 0 0 267 0 3 5 999
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 0 14 1 5 5 23
Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies 0 0 0 267 9 11 13 896
Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies 0 0 0 174 0 1 3 531
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 5 7 16 45
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 0 4 11 98
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 1 1 1 51
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 3 5 7 76
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 0 0 2 42 1 2 10 54
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 2 6 6 18
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 3 4 11 105
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 6 10 14 49
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 2 5 18 84
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 3 5 10 83
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 1 3 6 30
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 1 3 5 24
Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence 0 0 0 180 4 4 5 1,463
Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral 0 0 0 0 2 3 5 10
Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung 0 0 0 0 2 2 4 7
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 0 0 1 28
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 3 6 8 48
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 5 10 43
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 1 1 6 6 5 13 35 38
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 2 3 9 157
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 2 6 12 108
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 2 4 6 101
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 4 6 11 126
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 0 2 4 27
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 5 9 42 42
Economic and Financial Crises and the Predictability of U.S. Stock Returns 0 0 1 141 2 3 6 430
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 1 6 8 44
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 2 3 4 59
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 1 4 9 54
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 1 2 3 29
Exchange Rate Expectations Redux and Monetary Policy 0 0 0 173 1 1 2 803
Experimental Evidence on Forecaster (anti-) Herding in Sports Markets 0 0 0 15 1 3 5 45
Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg 0 0 0 20 0 1 1 86
Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 0 0 0 162 1 2 2 673
Financial Market Integration and Business Cycle Volatility in a Monetary Union 0 0 0 202 3 4 5 574
Financial Openness and Business Cycle Volatility 0 0 0 763 4 8 8 1,688
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 1 4 8 19
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 4 6 21 51
Financial market volatility and inflation uncertainty: An empirical investigation 0 0 1 42 1 2 5 276
Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik 0 0 0 19 0 1 4 95
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 5 104
Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern 0 0 0 46 5 10 22 611
For the love of football? Using economic models of volunteering to study the motives of German football referees 0 0 0 1 1 2 4 29
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 0 2 3 89
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 1 2 2 102
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 8 12 21 39
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 0 1 7 53
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 1 1 14 40
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 1 1 55
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 7 11 15 113
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 1 1 4 150
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 2 3 8 49
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 1 3 24 0 7 21 46
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 0 2 3 160
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 4 9 14 130
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 5 11 55
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 1 7 11 41
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 4 5 70
Forecasting U.S. Housing Starts Under Asymmetric Loss 0 0 0 38 2 3 3 64
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 2 5 8 25
Forecasting metal prices: Do forecasters herd? 0 0 1 74 2 3 7 132
Forecasting stock market volatility with macroeconomic variables in real time 0 0 0 342 1 2 2 1,090
Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding 0 0 0 89 6 7 8 358
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 1 1 3 8
Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 70 1 2 3 184
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 2 4 4 36
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 0 1 3 36
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 2 7 73
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 1 45 0 0 3 124
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 1 3 4 53
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 0 2 2 20
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 1 6 9 11 29 43
Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank 0 0 1 416 0 0 1 1,486
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 2 6 17 64
German sports clubs' recruitment of executive board members 0 1 1 4 1 3 4 14
Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung 0 0 0 9 4 7 9 37
Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? 0 0 0 64 2 2 4 524
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 6 7 7 82
Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence 0 0 1 27 1 2 3 62
Heteroeneous forecasters and nonlinear expectation formation in US stock market 0 0 0 65 1 2 4 92
Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 17 3 5 5 48
Heterogeneous forecasters and nonlinear expectation formation in the US stock market 0 0 0 102 0 0 0 83
Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies 0 0 0 106 1 4 4 372
House price forecasts in times of crisis: Do forecasters herd? 0 0 0 51 0 0 1 71
Housing starts in Canada, Japan, and the United States: Do forecasters herd? 0 0 0 32 1 3 4 127
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 1 4 7 69
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 1 2 3 70
Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany 0 0 1 179 2 4 7 914
International Equity Flows and the Predictability of U.S. Stock Returns 0 0 0 53 0 0 1 212
Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes 0 0 0 0 1 5 6 12
Investing in European Stock Markets for High-Technology Firms 0 0 0 72 2 5 7 304
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 0 1 12 67
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 2 6 10 37
Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm 0 0 0 7 1 1 3 38
Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies 0 0 0 103 0 2 3 655
Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung 0 0 0 31 1 2 5 382
Krieg der Währungen 0 0 1 24 2 2 3 63
Law of one price: BigMac versus Fortnite - A note 0 0 0 6 4 4 5 30
Low Skill but High Volatility? 0 1 1 60 2 4 5 226
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 2 6 11 136
Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs 0 0 0 1 3 9 11 18
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 1 11 19 38
Monetary Policy Rules and Oil Price Shocks 0 0 0 812 3 4 5 1,965
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 0 3 6 16
New Evidence of Anti-Herding of Oil-Price Forecasters 0 0 0 8 2 2 3 44
Noise Traders? Trigger Rates, FX Options, and Smiles 0 0 0 180 1 2 4 1,310
Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates 0 0 0 216 1 1 1 606
Nonlinear Expectation Formation in the U.S. Stock Market 0 0 0 24 2 2 4 51
Nonlinear Links between Stock Returns and Exchange Rate Movements 0 0 0 134 1 2 2 428
Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey 0 0 0 14 2 5 6 59
OPEC News and Jumps in the Oil Market 0 0 0 16 2 5 14 62
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 3 4 5 19
Oil price forecasting under asymmetric loss 0 0 0 58 2 2 3 114
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 0 3 7 40
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 6 10 90
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 4 5 8 70
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 5 89
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 2 2 4 55
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 0 1 4 83
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 2 3 6 70
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 1 4 5 73
On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy 0 0 0 138 1 5 7 846
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 5 3 4 7 55
On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts 0 0 0 0 4 4 5 45
On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World 0 0 0 55 1 1 1 291
On the efficiency of German growth forecasts: An empirical analysis using quantile random forests 0 0 0 19 3 4 6 26
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 1 2 9 20
Politics and the Stock Market: Evidence from Germany 0 0 0 276 1 2 5 988
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 4 7 49
Predicting Recessions With Boosted Regression Trees 0 0 0 134 15 20 23 303
Predicting Recessions in Germany With Boosted Regression Trees 0 0 1 93 3 8 11 193
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 1 3 5 127
Productivity Shocks and Delayed Exchange-Rate Overshooting 0 0 0 205 1 3 4 688
Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply 0 0 0 1 3 3 3 20
Real-time forecasting and political stock market anomalies: evidence for the U.S 0 0 0 113 2 4 4 639
Real-time macroeconomic data and ex ante predictability of stock returns 0 0 0 109 2 4 6 566
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 5 7 13 28
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 3 5 11 25
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 3 4 7 93
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 39 2 5 15 79
Sources of Predictability of European Stock Markets for High-Technology Firms 0 0 0 100 0 1 3 331
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 1 5 7 25
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 128 3 5 5 899
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 2 4 5 21
Taxing short-term capital flows - An option for transition economies? 0 0 0 12 2 6 9 95
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 3 4 8 147
The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan 0 0 0 75 1 7 9 463
The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis 0 0 0 114 2 4 5 720
The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility 0 0 0 408 0 3 5 1,480
The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility 0 0 0 311 2 7 8 897
The LoP game: BigMac versus Fortnite 0 0 0 14 2 2 3 55
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 0 0 4 48
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 2 4 91
The effectiveness of the interventions of the Swiss National Bank: an event-study analysis 0 0 1 312 0 5 13 864
The influence of performance parameters on market value 0 0 0 8 1 4 6 38
The interventions of the European Central Bank: Effects, effectiveness, and policy implications 0 1 5 149 8 15 26 620
The value of waiting: Russia's integration into the international capital markets 0 0 0 35 1 2 4 173
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 3 4 45
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 5 9 17 98
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 1 1 1 62
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 5 8 11 92
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 1 6 8 217
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 1 1 2 54
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 1 1 2 14
Underpricing and Index Excess Returns 0 0 0 61 2 2 2 260
Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld 0 0 0 0 2 2 3 13
Using forecasts to uncover the loss function of FOMC members 0 0 0 86 2 3 4 243
Volunteering, match quality, and internet use 0 0 0 1 2 2 4 14
Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap 2 2 8 48 8 12 25 102
What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions 0 0 0 24 2 5 7 358
Why do referees end their careers and which factors determine the duration of a referee's career? 0 0 0 0 0 0 5 16
Wojna walutowa 0 0 0 14 1 2 3 45
Zivilgesellschaftliches Engagement im Lebenszyklus 0 0 0 0 1 1 1 8
Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung 0 0 0 18 1 1 1 80
Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft 0 0 0 1 0 1 1 9
Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 1 2 0 0 1 12
Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie 0 0 0 17 0 1 1 68
Total Working Papers 3 7 42 11,041 370 744 1,359 41,426

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 2 20 2 5 8 107
A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding 0 0 0 4 1 1 2 42
A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? 0 0 0 8 1 3 4 45
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 1 1 3 8
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality 0 0 0 12 0 2 3 95
A Note on the International Coordination of Antidoping Policies 0 0 0 5 1 1 2 37
A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation 0 0 0 6 0 4 10 30
A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss 0 0 1 17 2 3 5 63
A bootstrap test of the time-varying efficiency of German growth forecasts 0 0 0 0 1 1 1 2
A bootstrap-based efficiency test of growth and inflation forecasts for Germany 0 0 0 2 1 2 5 12
A machine‐learning analysis of the rationality of aggregate stock market forecasts 0 0 0 9 1 4 4 46
A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America 0 0 1 4 0 1 2 48
A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality 0 0 0 13 4 5 9 87
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 3 4 9 26
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 0 4 4 11
A note on the anti-herding instinct of interest rate forecasters 0 0 0 17 1 2 3 78
A note on the directional accuracy of interest-rate forecasts 0 0 0 3 0 1 1 15
A quantile-boosting approach to forecasting gold returns 0 0 0 7 0 2 4 73
A quantile-regression test of economic models of volunteer labor supply 0 0 0 34 0 2 5 94
A real-time quantile-regression approach to forecasting gold returns under asymmetric loss 0 0 0 16 0 3 5 88
A test of the joint efficiency of macroeconomic forecasts using multivariate random forests 0 0 0 3 1 2 4 17
An analytical approximation of target zone exchange rate functions: the technique of collocation 0 0 0 11 0 0 1 87
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data 0 0 2 32 2 3 8 99
Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System 0 0 1 22 1 2 3 62
Are female skins sold at a lower price? Evidence from the Fortnite game 0 0 0 2 0 0 4 24
Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees 0 0 0 15 0 0 7 69
Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen 0 0 0 24 0 1 1 64
Book reviews 0 0 0 3 0 1 1 37
Book reviews 0 0 0 7 1 1 1 30
Business Cycle Volatility in Germany 0 0 0 0 1 3 5 11
Business Cycle Volatility in Germany 0 0 0 53 1 3 5 250
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 3 6 9 18
Business-cycle fluctuations and international equity correlations 0 0 0 40 0 0 0 111
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany 0 0 1 3 2 2 3 9
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 0 0 0 0 0 1 5 5
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 37 1 1 2 136
Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies 0 0 0 0 1 1 1 7
Capital mobility and labor market volatility 0 0 0 28 0 0 1 162
Capital mobility and the effectiveness of fiscal policy in open economies 0 0 0 37 1 2 6 160
Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries 0 1 1 20 0 1 5 54
Central banks’ interest rate projections and forecast coordination 0 0 0 21 0 2 2 90
Change of editorial assistant 0 0 0 7 0 1 2 35
Changes in the international comovement of stock returns and asymmetric macroeconomic shocks 0 0 0 102 4 4 4 288
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 0 3 4 7 12 22
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 1 4 5 5
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 1 2 6 1 4 5 18
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 9 0 2 5 29
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 2 5 2 6 11 19
Climate risks and realized volatility of major commodity currency exchange rates 0 1 2 16 3 8 17 50
Climate risks and state-level stock market realized volatility 0 0 1 2 1 5 9 15
Cointegration of the prices of gold and silver: RALS-based evidence 0 0 3 36 1 2 10 130
Collective Decision-making: FIFA from the Perspective of Public Choice 1 1 2 16 4 9 15 62
Contagious speculative bubbles: A note on the Greek sovereign debt crisis 0 0 0 49 0 2 2 175
Currency crises, uncertain fundamentals and private-sector forecasts 0 0 0 7 1 1 1 40
DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE 0 0 0 0 2 4 8 74
Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? 0 0 0 0 0 1 1 10
Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank 0 0 0 24 0 2 2 88
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 0 0 1 7
Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis 0 0 0 6 1 3 4 19
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 4 9 12 16
Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 0 0 0 29 0 2 2 155
Do inflation targets anchor inflation expectations? 0 0 0 63 2 8 11 153
Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 0 0 0 21 1 2 4 88
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 1 4 9 21
Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries 0 0 1 58 0 1 3 184
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 0 3 7 54
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 0 11 3 6 10 61
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 2 2 9 69 7 15 30 206
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 0 1 3 0 1 4 9
Economic and financial crises and the predictability of U.S. stock returns 0 0 0 59 0 3 7 204
Editorial 0 0 0 1 1 2 2 18
Editorial 0 0 0 2 1 2 2 18
Efficiency wages, financial market integration, and the fiscal multiplier 0 0 1 53 0 0 1 233
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 0 7 3 6 7 19
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 1 8 11 21
Exchange Rate Target Zones and Stock Price Volatility 0 0 0 100 1 1 3 452
Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* 0 0 0 53 1 3 3 177
Exchange rates, interventions, and the predictability of stock returns in Japan 1 1 1 37 1 2 3 133
Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate 0 0 0 59 1 1 2 165
FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION 0 0 1 49 0 3 5 174
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 1 1 2 2 3 5 7 9
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 1 3 7 135
Financial market integration, labor markets, and macroeconomic policies 0 0 0 48 1 1 2 205
Financial openness and business cycle volatility 0 0 1 283 2 5 8 665
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 4 8 10
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 3 8 11 71
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 2 2 4 23
Forecasting Eurozone real-estate returns 0 0 0 12 1 2 2 58
Forecasting Housing Approvals in Australia: Do Forecasters Herd? 0 0 0 3 1 1 1 37
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 7 23 4 8 22 99
Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding 0 0 0 29 0 1 3 99
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 0 0 0 4 9 12 14
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 1 36 1 2 7 122
Forecasting international financial stress: The role of climate risks 0 1 7 10 6 9 36 40
Forecasting metal prices: Do forecasters herd? 0 0 0 34 0 1 4 147
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 1 1 2 6 10 22
Forecasting precious metal returns with multivariate random forests 0 1 2 17 2 5 15 75
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 0 1 17 7 13 19 81
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 0 1 25 0 5 10 102
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 1 1 1 2 3 5 10
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 2 3 6 17
Forecasting stock market volatility with macroeconomic variables in real time 0 1 2 93 2 4 10 383
Forecasting stock prices: Do forecasters herd? 0 0 0 33 1 2 2 112
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 3 17
Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding 0 0 1 16 3 6 8 109
Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality 0 0 0 42 2 3 4 182
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 1 3 5 39
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 1 2 3 16
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 1 5 7 13
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 1 3 6 21
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 4 5 3 4 11 13
Gender and generosity in charitable giving: empirical evidence for the German Red Cross 0 0 0 5 1 3 4 35
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 1 1 10 3 5 11 35
Globalisierung und Konjunkturzyklen 0 0 0 3 2 4 5 33
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 5 7 11 53
Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? 0 0 1 44 0 1 3 148
House Price Forecasts, Forecaster Herding, and the Recent Crisis 0 0 0 32 2 3 4 117
Households' Preferences and Exchange Rate Overshooting 0 0 0 16 0 3 6 72
Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? 0 0 0 11 2 4 6 80
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 1 11 1 2 3 41
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 0 2 6 97
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 0 9 0 2 3 75
International equity flows and the predictability of US stock returns 0 0 0 14 0 1 2 72
Investing in European stock markets for high-technology firms 0 0 0 11 1 1 1 62
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 8 11 2 5 33 49
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 1 1 2 21
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 1 1 1 2 4
Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? 0 0 0 11 0 1 1 43
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions 0 0 0 21 1 4 5 93
Joining the international fight against doping 0 0 1 5 0 0 1 20
LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION 0 0 0 28 1 1 4 67
Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier 0 0 0 16 0 0 1 74
Law of one price: BigMac versus Fortnite - A Note 0 0 1 18 3 5 9 84
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 1 1 13 2 9 14 74
Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment 0 0 1 64 1 2 5 278
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 11 1 4 5 61
Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s 0 0 0 20 2 4 5 76
Modeling the intensity of foreign exchange intervention activity 0 0 1 24 1 1 3 79
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 0 1 2 2 3 7 12 12
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 1 5 8 8
NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE 0 0 0 4 0 0 1 17
New evidence of anti-herding of oil-price forecasters 0 0 1 45 0 2 3 147
Noise trading and delayed exchange rate overshooting 0 0 0 39 2 6 9 167
OPEC news and jumps in the oil market 0 0 1 10 2 3 8 31
Oil price forecasting under asymmetric loss 0 0 0 16 3 4 5 121
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 1 1 3 8
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 1 12
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 1 2 6 17
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 1 7 3 5 9 28
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 0 1 2 50
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 2 11 2 4 9 71
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 3 5 8 77
On the Internal Consistency of Stock Market Forecasts 0 0 0 0 0 0 1 2
On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? 0 0 0 1 1 3 5 25
On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns 0 0 1 5 2 3 10 29
On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s 0 0 1 30 2 2 4 111
On the determinants of sporting success – A note on the Olympic Games 2 3 18 298 2 8 53 829
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 3 4 7
On the directional accuracy of forecasts of emerging market exchange rates 0 0 1 16 0 1 7 69
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 2 3 6 22
On the directional accuracy of survey forecasts: the case of gold and silver 0 0 0 2 1 3 5 70
On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts 0 0 0 0 2 3 3 4
On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection 0 0 0 0 0 0 2 2
On the hump-shaped output effect of monetary policy in an open economy 0 0 0 12 1 3 4 85
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 1 15 0 1 3 73
On the internal consistency of short-term, medium-term and long-term oil price forecasts 0 0 0 0 2 2 3 5
On the internal consistency of the term structure of forecasts of housing starts 0 0 0 3 2 2 2 29
On the loss function of the Bank of Canada: A note 0 0 0 17 2 3 4 79
On the short-term predictability of stock returns: A quantile boosting approach 1 1 3 9 1 5 10 67
Periodically collapsing bubbles in the German stock market, 1876-1913 0 0 0 19 0 0 0 81
Politics and the stock market: Evidence from Germany 0 0 3 88 1 1 7 266
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 1 12
Predicting recessions with boosted regression trees 1 1 3 55 3 4 10 183
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 0 4 7 55
Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply 0 0 1 17 0 2 4 55
Real-time macroeconomic data and ex ante stock return predictability 0 0 0 27 3 4 5 132
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 1 4 5 3 5 14 15
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 2 2 5 7
Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States 0 0 0 19 0 0 1 92
Rezensionen 0 0 0 2 0 1 1 18
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 2 3 4 12
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 1 2 1 3 9 14
Scattered Fiscal Forecasts 0 0 0 12 2 4 6 83
Skewed exchange-rate forecasts 0 0 0 5 1 1 2 33
Sources of Predictability of European Stock Markets for High-technology Firms 0 0 0 32 2 2 3 144
Sources of time-varying exchange rate exposure 0 0 0 33 0 1 1 117
Sports and (real) business cycles 0 0 1 21 1 5 8 148
Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle 0 0 0 15 1 3 3 77
Stock market bubbles and the realized volatility of oil price returns 0 0 1 2 1 7 10 17
Stock market volatility and multi-scale positive and negative bubbles 0 0 2 2 3 5 8 8
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 0 0 1 33 1 7 17 103
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 3 11 0 1 10 56
Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross 0 0 0 9 1 1 2 23
Testing the optimality of inflation forecasts under flexible loss with random forests 0 0 0 15 2 2 8 65
The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis 0 1 1 115 1 14 22 360
The Financial Crisis and the Stock Markets of the CEE Countries 0 0 2 120 2 4 8 353
The Value of Waiting: Russia's Integration into the International Capital Markets 0 0 0 23 0 2 3 103
The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan 0 0 0 19 2 2 2 88
The business cycle and the equity risk premium in real time 0 0 0 48 0 0 2 255
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data 0 0 1 17 1 2 3 122
The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility 0 0 1 61 3 6 7 268
The integration of imperfect financial markets: Implications for business cycle volatility 0 0 0 63 1 4 4 233
The international business cycle and gold-price fluctuations 0 0 1 103 3 8 18 366
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 3 13 1 2 8 37
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 0 8 1 3 4 38
The stance of U.S. monetary policy and the realized variance of gold-price returns 0 1 2 3 1 2 12 17
The term structure of interest rates in a sticky-price target zone model 0 0 0 20 2 2 2 80
The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? 0 0 0 46 0 2 2 145
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 2 2 3 26
Time-varying nonlinear exchange rate exposure 0 0 0 0 0 1 2 3
Time-varying risk aversion and realized gold volatility 0 2 3 11 2 6 9 52
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 0 2 3 19
USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS 0 0 0 3 1 2 5 27
Uncertainty and Forecasts of U.S. Recessions 0 0 0 15 2 5 8 67
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 1 3 3 9
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 1 1 8
Using ROC techniques to measure the effectiveness of foreign exchange market interventions 0 0 0 2 1 2 4 10
Volunteering, Match Quality, and Internet Use 0 0 0 1 0 0 3 11
Who believes in the Taylor principle? Evidence from the Livingston survey 0 0 0 12 1 2 2 57
Why do speculative bubbles gather steam? Some international evidence 0 0 0 7 2 5 6 35
Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen 0 0 0 10 1 2 2 51
Total Journal Articles 9 25 151 4,495 283 680 1,332 18,150
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