Details about Daniel Hartmann

Access statistics for papers by Daniel Hartmann.

Last updated 2008-09-03. Update your information in the RePEc Author Service.

Short-id: pha334

Working Papers

2007

1. Economic and Financial Crises and the Predictability of U.S. Stock Returns
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Journal of Empirical Finance (2008)
2. Nonlinear Links between Stock Returns and Exchange Rate Movements
   MPRA Paper, University Library of Munich, Germany

2006

3. International Equity Flows and the Predictability of U.S. Stock Returns
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Journal of Forecasting (2007)
4. Real-time macroeconomic data and ex ante predictability of stock returns
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre

2005

5. Forecasting stock market volatility with macroeconomic variables in real time
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre
   See also Journal Article in Journal of Economics and Business (2008)

Journal Articles

2008

1. Economic and financial crises and the predictability of U.S. stock returns
   Journal of Empirical Finance, 2008, 15, (3), 468-480
   See also Working Paper (2007)
2. Forecasting stock market volatility with macroeconomic variables in real time
   Journal of Economics and Business, 2008, 60, (3), 256-276
   See also Working Paper (2005)
3. Real-time macroeconomic data and ex ante stock return predictability
   International Review of Financial Analysis, 2008, 17, (2), 274-290

2007

4. Exchange rates, interventions, and the predictability of stock returns in Japan
   Journal of Multinational Financial Management, 2007, 17, (2), 155-172
5. International equity flows and the predictability of US stock returns
   Journal of Forecasting, 2007, 26, (8), 583-599
   See also Working Paper (2006)