EconPapers    
Economics at your fingertips  
 

Details about Robert Czudaj

E-mail:
Homepage:https://sites.google.com/site/robertczudaj/
Phone:(0049)-371-531-31323
Postal address:Chair for Empirical Economics, Department of Economics, Chemnitz University of Technology, Thüringer Weg 7, D-09126 Chemnitz, Germany
Workplace:Fakultät für Wirtschaftswissenschaften (Faculty of Economics and Business Administration), Technische Universität Chemnitz (Chemnitz University of Technology), (more information at EDIRC)

Access statistics for papers by Robert Czudaj.

Last updated 2019-05-17. Update your information in the RePEc Author Service.

Short-id: pcz10


Jump to Journal Articles

Working Papers

2019

  1. Crude oil futures trading and uncertainty
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads
  2. Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads

2018

  1. Monetary policy shocks, expectations and information rigidities
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads
    Also in Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology (2018) Downloads

    See also Journal Article in Economic Inquiry (2018)

2017

  1. Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads View citations (2)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
  2. Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
    Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2017)
  3. Gold Price Dynamics and the Role of Uncertainty
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads View citations (9)
    See also Journal Article in Quantitative Finance (2019)
  4. Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads
    Also in Post-Print, HAL (2016)

    See also Journal Article in Empirical Economics (2019)
  5. The Relative Valuation of Gold
    Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology Downloads
    Also in Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2016) Downloads

2016

  1. Effective exchange rates, current accounts and global imbalances
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (1)
    Also in Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) Downloads

    See also Journal Article in Review of International Economics (2017)
  2. The impact of uncertainty on professional exchange rate forecasts
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)

2015

  1. Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification
    Post-Print, HAL
    Also in Post-Print, HAL (2015)

2014

  1. Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (11)
    See also Journal Article in Economic Modelling (2015)
  2. Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (7)

2013

  1. Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (39)
    See also Journal Article in Energy Economics (2013)
  2. Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads
    Also in Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads

    See also Journal Article in AStA Advances in Statistical Analysis (2015)

2012

  1. Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (5)
    See also Journal Article in The North American Journal of Economics and Finance (2013)

2010

  1. Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen Downloads View citations (14)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) Downloads View citations (12)

    See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2010)

Journal Articles

2019

  1. An empirical assessment of recent challenges in today's financial markets
    Scottish Journal of Political Economy, 2019, 66, (1), 1-4 Downloads
  2. Gold price dynamics and the role of uncertainty
    Quantitative Finance, 2019, 19, (4), 663-681 Downloads
    See also Working Paper (2017)
  3. Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification
    Empirical Economics, 2019, 56, (3), 1117-1144 Downloads
    See also Working Paper (2017)

2018

  1. Is equity market volatility driven by migration fear?
    Finance Research Letters, 2018, 27, (C), 34-37 Downloads
  2. MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES
    Economic Inquiry, 2018, 56, (4), 2158-2176 Downloads
    See also Working Paper (2018)
  3. The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience
    The World Economy, 2018, 41, (1), 77-99 Downloads

2017

  1. Capital flows and GDP in emerging economies and the role of global spillovers
    Journal of Economic Behavior & Organization, 2017, 142, (C), 140-163 Downloads View citations (2)
    See also Working Paper (2017)
  2. Effective Exchange Rates, Current Accounts and Global Imbalances
    Review of International Economics, 2017, 25, (3), 500-533 Downloads View citations (1)
    See also Working Paper (2016)
  3. Exchange rate expectations and economic policy uncertainty
    European Journal of Political Economy, 2017, 47, (C), 148-162 Downloads View citations (13)
  4. Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
    Journal of International Money and Finance, 2017, 74, (C), 283-300 Downloads View citations (3)
    See also Working Paper (2017)
  5. The impact of uncertainty on professional exchange rate forecasts
    Journal of International Money and Finance, 2017, 73, (PB), 296-316 Downloads View citations (6)
    See also Working Paper (2016)

2016

  1. A melting pot — Gold price forecasts under model and parameter uncertainty
    International Review of Financial Analysis, 2016, 48, (C), 282-291 Downloads View citations (5)
  2. Oil price and FX-rates dependency
    Quantitative Finance, 2016, 16, (3), 477-488 Downloads View citations (10)

2015

  1. Causality and volatility patterns between gold prices and exchange rates
    The North American Journal of Economics and Finance, 2015, 34, (C), 292-300 Downloads View citations (9)
  2. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach
    Economic Modelling, 2015, 48, (C), 16-24 Downloads View citations (57)
    See also Working Paper (2014)
  3. International parity relationships between Germany and the USA revisited: evidence from the post-DM period
    Applied Economics, 2015, 47, (26), 2745-2767 Downloads View citations (3)
  4. Nonstationary-volatility robust panel unit root tests and the great moderation
    AStA Advances in Statistical Analysis, 2015, 99, (2), 161-187 Downloads View citations (1)
    See also Working Paper (2013)
  5. Productivity Shocks and Real Effective Exchange Rates
    Review of Development Economics, 2015, 19, (3), 502-515 Downloads View citations (2)

2014

  1. Does global liquidity drive commodity prices?
    Journal of Banking & Finance, 2014, 48, (C), 224-234 Downloads View citations (25)
  2. Non-linearities in the relationship of agricultural futures prices
    European Review of Agricultural Economics, 2014, 41, (1), 1-23 Downloads View citations (8)
  3. Regime shifts and the Canada/US exchange rate in a multivariate framework
    Economics Letters, 2014, 123, (2), 206-211 Downloads
  4. Regime-dependent adjustment in energy spot and futures markets
    Economic Modelling, 2014, 40, (C), 400-409 Downloads View citations (10)
  5. The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies
    The World Economy, 2014, 37, (8), 1101-1127 Downloads View citations (16)
  6. Volatility transmission in agricultural futures markets
    Economic Modelling, 2014, 36, (C), 541-546 Downloads View citations (28)

2013

  1. Gold as an inflation hedge in a time-varying coefficient framework
    The North American Journal of Economics and Finance, 2013, 24, (C), 208-222 Downloads View citations (68)
    See also Working Paper (2012)
  2. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
    Energy Economics, 2013, 40, (C), 665-678 Downloads View citations (41)
    See also Working Paper (2013)
  3. Oil and gold price dynamics in a multivariate cointegration framework
    International Economics and Economic Policy, 2013, 10, (3), 453-468 Downloads View citations (20)
  4. Oil prices and effective dollar exchange rates
    International Review of Economics & Finance, 2013, 27, (C), 621-636 Downloads View citations (38)
  5. The U.S. Current Account and Real Effective Dollar Exchange Rates
    Credit and Capital Markets, 2013, 46, (2), 213-232
  6. The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis
    International Review of Applied Economics, 2013, 27, (4), 472-490 Downloads View citations (5)

2012

  1. Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
    Economics Bulletin, 2012, 32, (2), 1695-1707 Downloads View citations (2)

2011

  1. P-star in times of crisis - Forecasting inflation for the euro area
    Economic Systems, 2011, 35, (3), 390-407 Downloads View citations (9)

2010

  1. Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2010, 56, (4), 285-315 Downloads View citations (14)
    See also Working Paper (2010)
 
Page updated 2019-05-22