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

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 View citations (1)

2012

2. A Gold Bubble?
   Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (16)
3. An Empirical Analysis of Australian Gold Mining Firms
   Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
4. 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)
5. Safe Haven Assets and Investor Behavior Under Uncertainty
   Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (11)
   Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2012) View citations (12)
6. State-dependent Momentum in International Stock Markets
   Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
7. 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 (99)
   See also Journal Article Stock return autocorrelations revisited: A quantile regression approach, Journal of Empirical Finance, Elsevier (2012) View citations (93) (2012)
8. The Destruction of a Safe Haven Asset?
   Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (56)
9. 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)
10. 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 The structure and degree of dependence: A quantile regression approach, Journal of Banking & Finance, Elsevier (2013) View citations (156) (2013)

2010

11. 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 Financial contagion and the real economy, Journal of Banking & Finance, Elsevier (2012) View citations (172) (2012)

2009

12. The Benefits of Financial Markets: A Case Study of European Football Clubs
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (5)

2008

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

2007

15. 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)
16. 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 Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold, The Financial Review, Eastern Finance Association (2010) View citations (1435) (2010)
17. 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 Stock-bond co-movements and cross-country linkages, International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd (2010) View citations (9) (2010)

2006

18. 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)
19. Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (15)

2005

20. 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 Purchasing power parity: Granger causality tests for the yen-dollar exchange rate, Japan and the World Economy, Elsevier (2002) View citations (31) (2002)

2002

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

Undated

22. Is gold a safe haven? International evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (600)
    See also Journal Article Is gold a safe haven? International evidence, Journal of Banking & Finance, Elsevier (2010) View citations (992) (2010)

Journal Articles

2014

1. Gold mining companies and the price of gold
   Review of Financial Economics, 2014, 23, (4), 174-181 View citations (12)
2. Heterogeneous expectations in the gold market: Specification and estimation
   Journal of Economic Dynamics and Control, 2014, 40, (C), 116-133 View citations (30)

2013

3. The autumn effect of gold
   Research in International Business and Finance, 2013, 27, (1), 1-11 View citations (27)
4. The structure and degree of dependence: A quantile regression approach
   Journal of Banking & Finance, 2013, 37, (3), 786-798 View citations (156)
   See also Working Paper The Structure and Degree of Dependence - A Quantile Regression Approach, Working Paper Series (2012) View citations (3) (2012)

2012

5. Financial contagion and the real economy
   Journal of Banking & Finance, 2012, 36, (10), 2680-2692 View citations (172)
   See also Working Paper Financial Contagion and the Real Economy, CAMA Working Papers (2010) View citations (2) (2010)
6. Stock return autocorrelations revisited: A quantile regression approach
   Journal of Empirical Finance, 2012, 19, (2), 254-265 View citations (93)
   See also Working Paper Stock return autocorrelations revisited: A quantile regression approach, University of Tübingen Working Papers in Business and Economics (2012) View citations (99) (2012)

2011

7. Do Football Clubs Benefit from Initial Public Offerings?
   International Journal of Sport Finance, 2011, 6, (1), 40-59
8. Explanatory mining for gold: Contrasting evidence from simple and multiple regressions
   Resources Policy, 2011, 36, (3), 265-275 View citations (35)

2010

9. 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 (1435)
   See also Working Paper Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (17) (2007)
10. Is gold a safe haven? International evidence
    Journal of Banking & Finance, 2010, 34, (8), 1886-1898 View citations (992)
    See also Working Paper Is gold a safe haven? International evidence, The Institute for International Integration Studies Discussion Paper Series View citations (600)
11. Stock-bond co-movements and cross-country linkages
    International Journal of Banking, Accounting and Finance, 2010, 2, (2), 111-129 View citations (9)
    See also Working Paper Stock-bond co-movements and cross-country linkages, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (4) (2007)

2009

12. Financial market stability--A test
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 506-519 View citations (13)
13. Flights and contagion--An empirical analysis of stock-bond correlations
    Journal of Financial Stability, 2009, 5, (4), 339-352 View citations (165)
14. Momentum in the Irish stock market
    Applied Economics Letters, 2009, 16, (11), 1133-1138
15. Multivariate contagion and interdependence
    Journal of Asian Economics, 2009, 20, (4), 353-366 View citations (35)

2006

16. Multivariate market association and its extremes
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 355-369 View citations (18)
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 (77)

2005

18. Coexceedances in financial markets--a quantile regression analysis of contagion
    Emerging Markets Review, 2005, 6, (1), 21-43 View citations (106)

2003

19. Testing for contagion--mean and volatility contagion
    Journal of Multinational Financial Management, 2003, 13, (4-5), 405-422 View citations (30)

2002

20. 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 Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate, International Finance (2005) View citations (2) (2005)