Details about Daniel Hartmann

Access statistics for papers by Daniel Hartmann.

Last updated 2010-12-07. Update your information in the RePEc Author Service.

Short-id: pha334

Working Papers

2006

1. Economic and Financial Crises and the Predictability of U.S. Stock Returns
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Economic and financial crises and the predictability of U.S. stock returns, Journal of Empirical Finance, Elsevier (2008) View citations (12) (2008)
2. Forecasting stock market volatility with macroeconomic variables in real time
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (6)
   See also Journal Article Forecasting stock market volatility with macroeconomic variables in real time, Journal of Economics and Business, Elsevier (2008) View citations (13) (2008)
3. International Equity Flows and the Predictability of U.S. Stock Returns
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article International equity flows and the predictability of US stock returns, Journal of Forecasting, John Wiley & Sons, Ltd. (2007) View citations (3) (2007)
4. Nonlinear Links between Stock Returns and Exchange Rate Movements
   MPRA Paper, University Library of Munich, Germany View citations (1)
5. Real-time macroeconomic data and ex ante predictability of stock returns
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)

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 View citations (12)
   See also Working Paper Economic and Financial Crises and the Predictability of U.S. Stock Returns, MPRA Paper (2006) View citations (2) (2006)
2. Forecasting stock market volatility with macroeconomic variables in real time
   Journal of Economics and Business, 2008, 60, (3), 256-276 View citations (13)
   See also Working Paper Forecasting stock market volatility with macroeconomic variables in real time, Discussion Paper Series 2: Banking and Financial Studies (2006) View citations (6) (2006)
3. Real-time macroeconomic data and ex ante stock return predictability
   International Review of Financial Analysis, 2008, 17, (2), 274-290 View citations (3)

2007

4. Exchange rates, interventions, and the predictability of stock returns in Japan
   Journal of Multinational Financial Management, 2007, 17, (2), 155-172 View citations (1)
5. International equity flows and the predictability of US stock returns
   Journal of Forecasting, 2007, 26, (8), 583-599 View citations (3)
   See also Working Paper International Equity Flows and the Predictability of U.S. Stock Returns, MPRA Paper (2006) (2006)