Details about Dirk Baur
Access statistics for papers by Dirk Baur.
Last updated 2014-12-11. Update your information in the RePEc Author Service.
Short-id: pba317
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Working Papers
2014
- The Stock Market, the Real Economy and Contagion
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
2012
- A Gold Bubble?
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (15)
- An Empirical Analysis of Australian Gold Mining Firms
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
- No Puzzle: The Foreign Exchange Exposure of Australian Firms
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
- Safe Haven Assets and Investor Behavior Under Uncertainty
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)
Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2012) View citations (9)
- State-dependent Momentum in International Stock Markets
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
- Stock return autocorrelations revisited: A quantile regression approach
University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics View citations (84)
See also Journal Article in Journal of Empirical Finance (2012)
- The Destruction of a Safe Haven Asset?
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (36)
- The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)
- The Structure and Degree of Dependence - A Quantile Regression Approach
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (3)
See also Journal Article in Journal of Banking & Finance (2013)
2010
- Financial Contagion and the Real Economy
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
See also Journal Article in Journal of Banking & Finance (2012)
2009
- The Benefits of Financial Markets: A Case Study of European Football Clubs
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
2008
- House Prices and Economic Risks - Are Irish Households Rational?
The Institute for International Integration Studies Discussion Paper Series, IIIS
- How Bad Must Conditions Be To Make Investors Flee?
The Institute for International Integration Studies Discussion Paper Series, IIIS
2007
- Does the Mobility of Football Players Influence the Success of the National Team?
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (10)
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (17)
See also Journal Article in The Financial Review (2010)
- Stock-bond co-movements and cross-country linkages
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
See also Journal Article in International Journal of Banking, Accounting and Finance (2010)
2006
- ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (5)
- Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (14)
2005
- Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate
International Finance, University Library of Munich, Germany View citations (2)
Also in Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics (2001) View citations (8)
See also Journal Article in Japan and the World Economy (2002)
2002
- The persistence and asymmetry of time-varying correlations
Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics View citations (5)
Undated
- Is gold a safe haven? International evidence
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (601)
See also Journal Article in Journal of Banking & Finance (2010)
Journal Articles
2014
- Gold mining companies and the price of gold
Review of Financial Economics, 2014, 23, (4), 174-181 View citations (10)
- Heterogeneous expectations in the gold market: Specification and estimation
Journal of Economic Dynamics and Control, 2014, 40, (C), 116-133 View citations (27)
2013
- The autumn effect of gold
Research in International Business and Finance, 2013, 27, (1), 1-11 View citations (25)
- The structure and degree of dependence: A quantile regression approach
Journal of Banking & Finance, 2013, 37, (3), 786-798 View citations (122)
See also Working Paper (2012)
2012
- Financial contagion and the real economy
Journal of Banking & Finance, 2012, 36, (10), 2680-2692 View citations (140)
See also Working Paper (2010)
- Stock return autocorrelations revisited: A quantile regression approach
Journal of Empirical Finance, 2012, 19, (2), 254-265 View citations (84)
See also Working Paper (2012)
2011
- Do Football Clubs Benefit from Initial Public Offerings?
International Journal of Sport Finance, 2011, 6, (1), 40-59
- Explanatory mining for gold: Contrasting evidence from simple and multiple regressions
Resources Policy, 2011, 36, (3), 265-275 View citations (29)
2010
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
The Financial Review, 2010, 45, (2), 217-229 View citations (1027)
See also Working Paper (2007)
- Is gold a safe haven? International evidence
Journal of Banking & Finance, 2010, 34, (8), 1886-1898 View citations (781)
See also Working Paper
- Stock-bond co-movements and cross-country linkages
International Journal of Banking, Accounting and Finance, 2010, 2, (2), 111-129 View citations (7)
See also Working Paper (2007)
2009
- Financial market stability--A test
Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 506-519 View citations (11)
- Flights and contagion--An empirical analysis of stock-bond correlations
Journal of Financial Stability, 2009, 5, (4), 339-352 View citations (139)
- Momentum in the Irish stock market
Applied Economics Letters, 2009, 16, (11), 1133-1138
- Multivariate contagion and interdependence
Journal of Asian Economics, 2009, 20, (4), 353-366 View citations (32)
2006
- Multivariate market association and its extremes
Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 355-369 View citations (17)
- Return and volatility linkages between the US and the German stock market
Journal of International Money and Finance, 2006, 25, (4), 598-613 View citations (73)
2005
- Coexceedances in financial markets--a quantile regression analysis of contagion
Emerging Markets Review, 2005, 6, (1), 21-43 View citations (98)
2003
- Testing for contagion--mean and volatility contagion
Journal of Multinational Financial Management, 2003, 13, (4-5), 405-422 View citations (29)
2002
- Purchasing power parity: Granger causality tests for the yen-dollar exchange rate
Japan and the World Economy, 2002, 14, (4), 425-444 View citations (31)
See also Working Paper (2005)
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