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Details about Dirk Baur

E-mail: This e-mail address is bad, please ask Dirk Baur to update the entry in the RePEc Author Service or the correct address.
Postal address:Grosser Grasbrook 17, 20457 Hamburg
Workplace:Kühne Logistics University, (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Dirk Baur.

Last updated 2014-12-11. Update your information in the RePEc Author Service.

Short-id: pba317


Jump to Journal Articles

Working Papers

2014

  1. The Stock Market, the Real Economy and Contagion
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads

2012

  1. A Gold Bubble?
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (14)
  2. An Empirical Analysis of Australian Gold Mining Firms
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  3. No Puzzle: The Foreign Exchange Exposure of Australian Firms
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)
  4. Safe Haven Assets and Investor Behavior Under Uncertainty
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (5)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2012) Downloads View citations (6)
  5. State-dependent Momentum in International Stock Markets
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  6. 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 Downloads View citations (71)
    See also Journal Article in Journal of Empirical Finance (2012)
  7. The Destruction of a Safe Haven Asset?
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (27)
  8. 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 Downloads View citations (5)
  9. The Structure and Degree of Dependence - A Quantile Regression Approach
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2013)

2010

  1. Financial Contagion and the Real Economy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2012)

2009

  1. The Benefits of Financial Markets: A Case Study of European Football Clubs
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (3)

2008

  1. House Prices and Economic Risks - Are Irish Households Rational?
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  2. How Bad Must Conditions Be To Make Investors Flee?
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads

2007

  1. Does the Mobility of Football Players Influence the Success of the National Team?
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (7)
  2. 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 Downloads View citations (14)
    See also Journal Article in The Financial Review (2010)
  3. Stock-bond co-movements and cross-country linkages
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (4)
    See also Journal Article in International Journal of Banking, Accounting and Finance (2010)

2006

  1. ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (4)
  2. Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (14)

2005

  1. Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate
    International Finance, University Library of Munich, Germany Downloads View citations (2)
    Also in Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics (2001) Downloads

    See also Journal Article in Japan and the World Economy (2002)

2002

  1. The persistence and asymmetry of time-varying correlations
    Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics Downloads View citations (5)

Undated

  1. Is gold a safe haven? International evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2010)

Journal Articles

2014

  1. Gold mining companies and the price of gold
    Review of Financial Economics, 2014, 23, (4), 174-181 Downloads View citations (8)
  2. Heterogeneous expectations in the gold market: Specification and estimation
    Journal of Economic Dynamics and Control, 2014, 40, (C), 116-133 Downloads View citations (26)

2013

  1. The autumn effect of gold
    Research in International Business and Finance, 2013, 27, (1), 1-11 Downloads View citations (22)
  2. The structure and degree of dependence: A quantile regression approach
    Journal of Banking & Finance, 2013, 37, (3), 786-798 Downloads View citations (94)
    See also Working Paper (2012)

2012

  1. Financial contagion and the real economy
    Journal of Banking & Finance, 2012, 36, (10), 2680-2692 Downloads View citations (122)
    See also Working Paper (2010)
  2. Stock return autocorrelations revisited: A quantile regression approach
    Journal of Empirical Finance, 2012, 19, (2), 254-265 Downloads View citations (71)
    See also Working Paper (2012)

2011

  1. Do Football Clubs Benefit from Initial Public Offerings?
    International Journal of Sport Finance, 2011, 6, (1), 40-59 Downloads View citations (4)
  2. Explanatory mining for gold: Contrasting evidence from simple and multiple regressions
    Resources Policy, 2011, 36, (3), 265-275 Downloads View citations (26)

2010

  1. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
    The Financial Review, 2010, 45, (2), 217-229 Downloads View citations (794)
    See also Working Paper (2007)
  2. Is gold a safe haven? International evidence
    Journal of Banking & Finance, 2010, 34, (8), 1886-1898 Downloads View citations (618)
    See also Working Paper
  3. Stock-bond co-movements and cross-country linkages
    International Journal of Banking, Accounting and Finance, 2010, 2, (2), 111-129 Downloads View citations (7)
    See also Working Paper (2007)

2009

  1. Financial market stability--A test
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 506-519 Downloads View citations (7)
  2. Flights and contagion--An empirical analysis of stock-bond correlations
    Journal of Financial Stability, 2009, 5, (4), 339-352 Downloads View citations (122)
  3. Momentum in the Irish stock market
    Applied Economics Letters, 2009, 16, (11), 1133-1138 Downloads
  4. Multivariate contagion and interdependence
    Journal of Asian Economics, 2009, 20, (4), 353-366 Downloads View citations (31)

2006

  1. Multivariate market association and its extremes
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 355-369 Downloads View citations (15)
  2. Return and volatility linkages between the US and the German stock market
    Journal of International Money and Finance, 2006, 25, (4), 598-613 Downloads View citations (70)

2005

  1. Coexceedances in financial markets--a quantile regression analysis of contagion
    Emerging Markets Review, 2005, 6, (1), 21-43 Downloads View citations (88)

2003

  1. Testing for contagion--mean and volatility contagion
    Journal of Multinational Financial Management, 2003, 13, (4-5), 405-422 Downloads View citations (26)

2002

  1. Purchasing power parity: Granger causality tests for the yen-dollar exchange rate
    Japan and the World Economy, 2002, 14, (4), 425-444 Downloads View citations (31)
    See also Working Paper (2005)
 
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