Details about Christian Pierdzioch
Access statistics for papers by Christian Pierdzioch.
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Short-id: ppi123
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Working Papers
2022
- Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
Working Papers, University of Pretoria, Department of Economics View citations (6)
- Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach
Working Papers, University of Pretoria, Department of Economics
- Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data
Working Papers, University of Pretoria, Department of Economics
2021
- A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Energies (2021)
- Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment
Working Papers, University of Pretoria, Department of Economics
- Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Resources Policy (2022)
- Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century
Working Papers, University of Pretoria, Department of Economics
- Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data
Working Papers, University of Pretoria, Department of Economics
- Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
Working Papers, University of Pretoria, Department of Economics View citations (6)
See also Journal Article in Energies (2021)
- Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries
Working Papers, University of Pretoria, Department of Economics View citations (8)
- El Nino and Forecastability of Oil-Price Realized Volatility
Working Papers, University of Pretoria, Department of Economics View citations (11)
- El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach
Working Papers, University of Pretoria, Department of Economics
- El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Sustainability (2021)
- Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Journal of Forecasting (2022)
- Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
Working Papers, University of Pretoria, Department of Economics
- Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk
Working Papers, University of Pretoria, Department of Economics
- Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
Working Papers, University of Pretoria, Department of Economics View citations (6)
See also Journal Article in Energies (2021)
- Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data
Working Papers, University of Pretoria, Department of Economics View citations (17)
See also Journal Article in Energy (2021)
- Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Law of one price: BigMac versus Fortnite - A note
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 
See also Journal Article in Economics Bulletin (2020)
- Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Finance Research Letters (2022)
- Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks
Working Papers, University of Pretoria, Department of Economics
- Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns
Working Papers, University of Pretoria, Department of Economics
2020
- A Note on Investor Happiness and the Predictability of Realized Volatility of Gold
Working Papers, University of Pretoria, Department of Economics View citations (20)
See also Journal Article in Finance Research Letters (2021)
- A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Applied Economics Letters (2021)
- Are female skins sold for a lower price? Evidence from the Fortnite game
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin 
See also Journal Article in Applied Economics Letters (2022)
- Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Energy Economics (2021)
- Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Experimental Evidence on Forecaster (anti-) Herding in Sports Markets
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
- Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
Working Papers, University of Pretoria, Department of Economics View citations (5)
- Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
Working Papers, University of Pretoria, Department of Economics View citations (6)
See also Journal Article in Computational Economics (2021)
- Investor Happiness and Predictability of the Realized Volatility of Oil Price
Working Papers, University of Pretoria, Department of Economics View citations (19)
See also Journal Article in Sustainability (2020)
- Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in The Journal of Real Estate Finance and Economics (2022)
- OPEC News and Jumps in the Oil Market
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Energy Economics (2021)
- Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Resources Policy (2022)
- Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
Working Papers, University of Pretoria, Department of Economics View citations (1)
- On the efficiency of German growth forecasts: An empirical analysis using quantile random forests
Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin
- The LoP game: BigMac versus Fortnite
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
Working Papers, University of Pretoria, Department of Economics View citations (24)
See also Journal Article in Resources Policy (2020)
- Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Structural Change and Economic Dynamics (2021)
- Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note
Working Papers, University of Pretoria, Department of Economics
2019
- Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?
Working Papers, University of Pretoria, Department of Economics View citations (18)
See also Journal Article in Finance Research Letters (2020)
- Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss
Working Papers, University of Pretoria, Department of Economics View citations (19)
See also Journal Article in Journal of International Money and Finance (2020)
- Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss
Working Papers, University of Pretoria, Department of Economics View citations (3)
See also Journal Article in The European Journal of Finance (2021)
- German sports clubs' recruitment of executive board members
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
- Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests
Working Papers, University of Pretoria, Department of Economics View citations (4)
- The influence of performance parameters on market value
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)
- Time-Varying Risk Aversion and the Predictability of Bond Premia
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Finance Research Letters (2020)
- Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
2018
- Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Forecasting Changes of Economic Inequality: A Boosting Approach
Working Papers, University of Pretoria, Department of Economics
- The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Finance Research Letters (2019)
- Time-Varying Risk Aversion and Realized Gold Volatility
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in The North American Journal of Economics and Finance (2019)
2017
- Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"?
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
Working Papers, University of Pretoria, Department of Economics View citations (4)
- Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
- Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in International Review of Economics & Finance (2019)
- Uncertainty and Forecasts of U.S. Recessions
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2020)
- Why do referees end their careers and which factors determine the duration of a referee's career?
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)
2016
- Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (6)
See also Journal Article in Economics Bulletin (2017)
- Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
Working Papers, University of Pretoria, Department of Economics View citations (9)
- Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in The Quarterly Review of Economics and Finance (2017)
- For the love of football? Using economic models of volunteering to study the motives of German football referees
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (2)
- Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Resources Policy (2018)
- On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in Finance Research Letters (2019)
- Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
Working Papers, University of Pretoria, Department of Economics View citations (17)
See also Journal Article in The European Journal of Finance (2018)
2015
- Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
Working Papers, University of Pretoria, Department of Economics View citations (7)
See also Journal Article in Resources Policy (2016)
- Heteroeneous forecasters and nonlinear expectation formation in US stock market
FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents 
Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (1) Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (1)
- Nonlinear Expectation Formation in the U.S. Stock Market
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
- Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in International Economics and Economic Policy (2017)
- On International Uncertainty Links: BART-Based Empirical Evidence for Canada
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Economics Letters (2016)
- Predicting Recessions With Boosted Regression Trees
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (5)
See also Journal Article in International Journal of Forecasting (2017)
- Predicting Recessions in Germany With Boosted Regression Trees
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (5)
- Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)
- Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
- Volunteering, match quality, and internet use
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken 
See also Journal Article in Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften (2016)
2014
- Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (3)
- Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
- Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (3)
See also Journal Article in Empirical Economics (2016)
- Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
Working Papers, University of Pretoria, Department of Economics
Also in Working Papers, Stellenbosch University, Department of Economics (2014) View citations (1)
See also Journal Article in Economic Systems (2016)
- Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)
- Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
Working Papers, Stellenbosch University, Department of Economics View citations (3)
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2016)
- Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)
- On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
Working Papers, Stellenbosch University, Department of Economics View citations (7)
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
See also Journal Article in Journal of Applied Statistics (2018)
- Zivilgesellschaftliches Engagement im Lebenszyklus
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)
2013
- Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung
(Hooliganism and interventions against football hooliganism: Empirical analysis and socio-economic modelling)
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
- Using forecasts to uncover the loss function of FOMC members
MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (3)
- Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
- Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen
Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)
- Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie
Working Paper, Helmut Schmidt University, Hamburg View citations (1)
2012
- A Note on the International Coordination of Anti-Doping Policies
Working Paper, Helmut Schmidt University, Hamburg 
See also Journal Article in Journal of Sports Economics (2015)
- A note on forecasting emerging market exchange rates: Evidence of anti-herding
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics View citations (12)
See also Journal Article in Review of International Economics (2012)
- Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik
Working Paper, Helmut Schmidt University, Hamburg
- Forecasting U.S. Housing Starts Under Asymmetric Loss
Working Paper, Helmut Schmidt University, Hamburg
- Forecasting metal prices: Do forecasters herd?
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 
See also Journal Article in Journal of Banking & Finance (2013)
- Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (1)
See also Journal Article in International Journal of Forecasting (2015)
- Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics
- House price forecasts in times of crisis: Do forecasters herd?
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- Housing starts in Canada, Japan, and the United States: Do forecasters herd?
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics View citations (4)
See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
- Oil price forecasting under asymmetric loss
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 
See also Journal Article in Applied Economics (2013)
- Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung
Working Paper, Helmut Schmidt University, Hamburg View citations (1)
2011
- Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- Krieg der Währungen
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts
Post-Print, HAL 
Also in WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management (2011) 
See also Journal Article in Applied Economics (2012)
- Wojna walutowa
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
2010
- Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern
Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
- New Evidence of Anti-Herding of Oil-Price Forecasters
WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management View citations (26)
See also Journal Article in Energy Economics (2010)
2009
- Low Skill but High Volatility?
CESifo Working Paper Series, CESifo View citations (3)
2006
- 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 in Journal of Empirical Finance (2008)
- 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 in Journal of Economics and Business (2008)
- International Equity Flows and the Predictability of U.S. Stock Returns
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Journal of Forecasting (2007)
- Nonlinear Links between Stock Returns and Exchange Rate Movements
MPRA Paper, University Library of Munich, Germany View citations (1)
- Real-time forecasting and political stock market anomalies: evidence for the U.S
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
- Real-time macroeconomic data and ex ante predictability of stock returns
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)
2005
- Investing in European Stock Markets for High-Technology Firms
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) 
See also Journal Article in Global Finance Journal (2008)
- Sources of Predictability of European Stock Markets for High-Technology Firms
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) 
See also Journal Article in The European Journal of Finance (2007)
- Underpricing and Index Excess Returns
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
2004
- Business Cycle Fluctuations and International Financial Integration
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
- On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) 
See also Journal Article in International Economics and Economic Policy (2007)
- On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
- Politics and the Stock Market: Evidence from Germany
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
See also Journal Article in European Journal of Political Economy (2006)
- Productivity Shocks and Delayed Exchange-Rate Overshooting
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
2003
- Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
See also Journal Article in Journal of Macroeconomics (2004)
- Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
- Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (5)
- Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
See also Journal Article in International Review of Economics & Finance (2005)
- The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
See also Journal Article in Journal of Policy Modeling (2005)
- The effectiveness of the interventions of the Swiss National Bank: an event-study analysis
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (5)
See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2004)
2002
- Business Cycle Volatility in Germany
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
See also Journal Article in German Economic Review (2004)
- Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Exchange Rate Expectations Redux and Monetary Policy
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Financial Market Integration and Business Cycle Volatility in a Monetary Union
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) 
See also Journal Article in Scottish Journal of Political Economy (2004)
- Financial Openness and Business Cycle Volatility
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (35)
See also Journal Article in Journal of International Money and Finance (2005)
- Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
- Monetary Policy Rules and Oil Price Shocks
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
- The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2004)
2001
- Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?
Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
- Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
- The interventions of the European Central Bank: Effects, effectiveness, and policy implications
Research Notes, Deutsche Bank Research View citations (2)
2000
- Noise Traders? Trigger Rates, FX Options, and Smiles
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2000)
- The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
1999
- Financial market volatility and inflation uncertainty: An empirical investigation
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (5)
1998
- Brokers and business cycles: Does financial market volatility cause real fluctuations?
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
- Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
- Taxing short-term capital flows - An option for transition economies?
Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (15)
- The value of waiting: Russia's integration into the international capital markets
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) 
See also Journal Article in Journal of Comparative Economics (1999)
Journal Articles
2022
- Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Applied Economics Letters, 2022, 29, (10), 867-872 View citations (2)
See also Working Paper (2020)
- Climate risks and forecastability of the realized volatility of gold and other metal prices
Resources Policy, 2022, 77, (C) View citations (6)
See also Working Paper (2021)
- Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis
Journal of Forecasting, 2022, 41, (2), 303-315 View citations (6)
See also Working Paper (2021)
- Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
The Journal of Real Estate Finance and Economics, 2022, 64, (4), 523-545 
See also Working Paper (2020)
- Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†
Scottish Journal of Political Economy, 2022, 69, (2), 169-185 View citations (1)
- Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data
Finance Research Letters, 2022, 46, (PB) View citations (4)
See also Working Paper (2021)
- Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data
Resources Policy, 2022, 77, (C) View citations (3)
See also Working Paper (2020)
- Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆
The North American Journal of Economics and Finance, 2022, 59, (C) View citations (5)
2021
- A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
Energies, 2021, 14, (20), 1-12 View citations (5)
See also Working Paper (2021)
- A note on investor happiness and the predictability of realized volatility of gold
Finance Research Letters, 2021, 39, (C) View citations (6)
See also Working Paper (2020)
- A note on oil price shocks and the forecastability of gold realized volatility
Applied Economics Letters, 2021, 28, (21), 1889-1897 View citations (1)
See also Working Paper (2020)
- Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
Energies, 2021, 14, (23), 1-18 View citations (6)
See also Working Paper (2021)
- Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics
Research in International Business and Finance, 2021, 58, (C) View citations (11)
- Do oil-price shocks predict the realized variance of U.S. REITs?
Energy Economics, 2021, 104, (C) View citations (6)
See also Working Paper (2020)
- El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements
Sustainability, 2021, 13, (14), 1-23 View citations (4)
See also Working Paper (2021)
- Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
Computational Economics, 2021, 57, (1), 29-53 View citations (9)
See also Working Paper (2020)
- Forecasting power of infectious diseases-related uncertainty for gold realized variance
Finance Research Letters, 2021, 42, (C) View citations (17)
- Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
The European Journal of Finance, 2021, 27, (16), 1626-1644 View citations (6)
See also Working Paper (2019)
- Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
Energies, 2021, 14, (14), 1-15 View citations (6)
See also Working Paper (2021)
- Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data
Energy, 2021, 235, (C) View citations (14)
See also Working Paper (2021)
- OPEC news and jumps in the oil market
Energy Economics, 2021, 96, (C) View citations (5)
See also Working Paper (2020)
- Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality
Structural Change and Economic Dynamics, 2021, 57, (C), 87-92 View citations (2)
See also Working Paper (2020)
2020
- Collective Decision-making: FIFA from the Perspective of Public Choice
The Economists' Voice, 2020, 17, (1), 15 View citations (2)
- Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis
Journal of Applied Statistics, 2020, 47, (4), 698-723 View citations (1)
- Forecasting precious metal returns with multivariate random forests
Empirical Economics, 2020, 58, (3), 1167-1184 View citations (8)
- Forecasting realized gold volatility: Is there a role of geopolitical risks?
Finance Research Letters, 2020, 35, (C) View citations (47)
See also Working Paper (2019)
- Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Journal of International Money and Finance, 2020, 104, (C) View citations (65)
See also Working Paper (2019)
- Infectious Diseases, Market Uncertainty and Oil Market Volatility
Energies, 2020, 13, (16), 1-8 View citations (52)
- Investor Happiness and Predictability of the Realized Volatility of Oil Price
Sustainability, 2020, 12, (10), 1-11 View citations (19)
See also Working Paper (2020)
- Law of one price: BigMac versus Fortnite - A Note
Economics Bulletin, 2020, 40, (4), 3338-3348 View citations (1)
See also Working Paper (2021)
- The predictive power of oil price shocks on realized volatility of oil: A note
Resources Policy, 2020, 69, (C) View citations (24)
See also Working Paper (2020)
- Time-varying risk aversion and the predictability of bond premia
Finance Research Letters, 2020, 34, (C) View citations (5)
See also Working Paper (2019)
- Uncertainty and Forecasts of U.S. Recessions
Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 20 View citations (7)
See also Working Paper (2017)
2019
- Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?
Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) View citations (12)
- On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees
Finance Research Letters, 2019, 30, (C), 160-169 View citations (2)
See also Working Paper (2016)
- Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
International Review of Economics & Finance, 2019, 59, (C), 458-467 View citations (5)
See also Working Paper (2017)
- The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
Finance Research Letters, 2019, 29, (C), 315-322 View citations (10)
See also Working Paper (2018)
- Time-varying risk aversion and realized gold volatility
The North American Journal of Economics and Finance, 2019, 50, (C) View citations (34)
See also Working Paper (2018)
2018
- A machine‐learning analysis of the rationality of aggregate stock market forecasts
International Journal of Finance & Economics, 2018, 23, (4), 642-654 View citations (1)
- A test of the joint efficiency of macroeconomic forecasts using multivariate random forests
Journal of Forecasting, 2018, 37, (5), 560-572 View citations (7)
- Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆
The North American Journal of Economics and Finance, 2018, 43, (C), 87-96 View citations (28)
- Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach
Resources Policy, 2018, 57, (C), 196-212 View citations (9)
See also Working Paper (2016)
- On the directional accuracy of inflation forecasts: evidence from South African survey data
Journal of Applied Statistics, 2018, 45, (5), 884-900 View citations (3)
See also Working Paper (2014)
- Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
The European Journal of Finance, 2018, 24, (4), 333-346 View citations (18)
See also Working Paper (2016)
- Testing the optimality of inflation forecasts under flexible loss with random forests
Economic Modelling, 2018, 72, (C), 270-277 View citations (2)
2017
- Animal spirits, the stock market, and the unemployment rate: Some evidence for German data
Economics Bulletin, 2017, 37, (1), 204-213 View citations (1)
See also Working Paper (2016)
- Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System
Economics Bulletin, 2017, 37, (3), 1620-1623
- Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
The Quarterly Review of Economics and Finance, 2017, 65, (C), 276-284 View citations (19)
See also Working Paper (2016)
- On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test
International Economics and Economic Policy, 2017, 14, (4), 691-700 View citations (10)
See also Working Paper (2015)
- On the short-term predictability of stock returns: A quantile boosting approach
Finance Research Letters, 2017, 22, (C), 35-41 View citations (6)
- Predicting recessions with boosted regression trees
International Journal of Forecasting, 2017, 33, (4), 745-759 View citations (38)
See also Working Paper (2015)
2016
- A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation
Applied Economics Letters, 2016, 23, (5), 347-352 View citations (12)
- A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss
Resources Policy, 2016, 47, (C), 95-107 View citations (19)
- A quantile-boosting approach to forecasting gold returns
The North American Journal of Economics and Finance, 2016, 35, (C), 38-55 View citations (18)
- A quantile-regression test of economic models of volunteer labor supply
Economics Bulletin, 2016, 36, (1), 198-204 View citations (1)
- Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees
The North American Journal of Economics and Finance, 2016, 38, (C), 27-38 View citations (21)
- Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
Resources Policy, 2016, 49, (C), 74-80 View citations (135)
See also Working Paper (2015)
- Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy
Empirical Economics, 2016, 51, (4), 1481-1499 View citations (11)
See also Working Paper (2014)
- Forecasting the South African inflation rate: On asymmetric loss and forecast rationality
Economic Systems, 2016, 40, (1), 82-92 View citations (4)
See also Working Paper (2014)
- Inflation forecasts and forecaster herding: Evidence from South African survey data
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2016, 62, (C), 42-50 View citations (6)
See also Working Paper (2014)
- On international uncertainty links: BART-based empirical evidence for Canada
Economics Letters, 2016, 143, (C), 24-27 View citations (25)
See also Working Paper (2015)
- Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply
Review of Economics, 2016, 67, (3), 263-283
- USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS
Macroeconomic Dynamics, 2016, 20, (3), 791-818 View citations (5)
- Using ROC techniques to measure the effectiveness of foreign exchange market interventions
Applied Economics Letters, 2016, 23, (6), 389-393 View citations (1)
- Volunteering, Match Quality, and Internet Use
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2016, 136, (2), 199-226 View citations (2)
See also Working Paper (2015)
2015
- A Note on the International Coordination of Antidoping Policies
Journal of Sports Economics, 2015, 16, (3), 312-321 View citations (1)
See also Working Paper (2012)
- A note on the directional accuracy of interest-rate forecasts
Applied Economics Letters, 2015, 22, (13), 1073-1077 View citations (1)
- A real-time quantile-regression approach to forecasting gold returns under asymmetric loss
Resources Policy, 2015, 45, (C), 299-306 View citations (15)
- Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries
Economics Letters, 2015, 129, (C), 66-70 View citations (5)
- Cointegration of the prices of gold and silver: RALS-based evidence
Finance Research Letters, 2015, 15, (C), 133-137 View citations (16)
- Forecasting gold-price fluctuations: a real-time boosting approach
Applied Economics Letters, 2015, 22, (1), 46-50 View citations (18)
- Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding
International Journal of Forecasting, 2015, 31, (1), 130-139 View citations (22)
See also Working Paper (2012)
- Gender and generosity in charitable giving: empirical evidence for the German Red Cross
Applied Economics Letters, 2015, 22, (13), 1041-1045 View citations (3)
- On the directional accuracy of forecasts of emerging market exchange rates
International Review of Economics & Finance, 2015, 38, (C), 369-376 View citations (12)
- Skewed exchange-rate forecasts
The European Journal of Finance, 2015, 21, (13-14), 1161-1175 View citations (1)
- Sports and (real) business cycles
Applied Economics Letters, 2015, 22, (3), 233-238
- Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross
Applied Economics, 2015, 47, (40), 4247-4259 View citations (8)
2014
- A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
International Economic Journal, 2014, 28, (2), 333-343 View citations (5)
- Central banks’ interest rate projections and forecast coordination
The North American Journal of Economics and Finance, 2014, 28, (C), 130-137 View citations (1)
- Change of editorial assistant
International Economics and Economic Policy, 2014, 11, (3), 451-451
- LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION
Macroeconomic Dynamics, 2014, 18, (5), 1018-1047 View citations (3)
- On the Internal Consistency of Stock Market Forecasts
Journal of Behavioral Finance, 2014, 15, (4), 351-359 View citations (2)
- The international business cycle and gold-price fluctuations
The Quarterly Review of Economics and Finance, 2014, 54, (2), 292-305 View citations (30)
- Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2014, 134, (4), 451-475
2013
- A Note on Corruption and National Olympic Success
Atlantic Economic Journal, 2013, 41, (4), 405-411 View citations (4)
- A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality
Economies, 2013, 1, (1), 1-8 View citations (2)
- A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
The Quarterly Review of Economics and Finance, 2013, 53, (3), 294-301 View citations (4)
- A note on the anti-herding instinct of interest rate forecasters
Empirical Economics, 2013, 45, (2), 665-673 View citations (5)
- Currency crises, uncertain fundamentals and private-sector forecasts
Applied Economics Letters, 2013, 20, (5), 489-494 View citations (2)
- Do inflation targets anchor inflation expectations?
Economic Modelling, 2013, 35, (C), 214-223 View citations (18)
- Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
International Review of Financial Analysis, 2013, 28, (C), 166-173 View citations (3)
- Forecasting metal prices: Do forecasters herd?
Journal of Banking & Finance, 2013, 37, (1), 150-158 View citations (25)
See also Working Paper (2012)
- Joining the international fight against doping
Applied Economics Letters, 2013, 20, (15), 1379-1382 View citations (2)
- Oil price forecasting under asymmetric loss
Applied Economics, 2013, 45, (17), 2371-2379 View citations (6)
See also Working Paper (2012)
- On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?
International Economic Journal, 2013, 27, (3), 415-440
- On the directional accuracy of survey forecasts: the case of gold and silver
Applied Economics Letters, 2013, 20, (12), 1127-1129 View citations (6)
- On the internal consistency of the term structure of forecasts of housing starts
Applied Economics Letters, 2013, 20, (9), 847-851 View citations (5)
2012
- A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding
Review of International Economics, 2012, 20, (5), 974-984 View citations (12)
See also Working Paper (2012)
- Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30
The European Journal of Finance, 2012, 18, (1), 29-39 View citations (1)
- Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate
Applied Economics Letters, 2012, 19, (18), 1759-1763 View citations (6)
- Forecasting Housing Approvals in Australia: Do Forecasters Herd?
Australian Economic Review, 2012, 45, (2), 191-201
- Forecasting stock prices: Do forecasters herd?
Economics Letters, 2012, 116, (3), 326-329 View citations (13)
- Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality
Economics Bulletin, 2012, 32, (3), A213
- House Price Forecasts, Forecaster Herding, and the Recent Crisis
IJFS, 2012, 1, (1), 1-14
- Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?
The Journal of Real Estate Finance and Economics, 2012, 45, (3), 754-773 View citations (4)
See also Working Paper (2012)
- Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?
German Economic Review, 2012, 13, (1), 103-115 
Also in German Economic Review, 2012, 13, (1), 103-115 (2012) View citations (4)
- Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment
Review of Economics & Finance, 2012, 2, 87-96 View citations (1)
- On the determinants of sporting success – A note on the Olympic Games
Economics Bulletin, 2012, 32, (3), 1890-1901 View citations (4)
- On the internal consistency of short-term, medium-term and long-term oil price forecasts
Applied Economics, 2012, 44, (21), 2757-2765 View citations (2)
Also in Applied Economics, 2012, 44, (21), 2757-2765 (2012) View citations (2)
See also Working Paper (2011)
- On the loss function of the Bank of Canada: A note
Economics Letters, 2012, 115, (2), 155-159 View citations (8)
- Who believes in the Taylor principle? Evidence from the Livingston survey
Economics Letters, 2012, 117, (1), 96-98 View citations (2)
- Why do speculative bubbles gather steam? Some international evidence
Applied Economics Letters, 2012, 19, (11), 1089-1093 View citations (3)
2011
- Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2011, 131, (4), 599-623
- Contagious speculative bubbles: A note on the Greek sovereign debt crisis
Economics Bulletin, 2011, 31, (4), A296 View citations (4)
- DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE
Scottish Journal of Political Economy, 2011, 58, (2), 189-199 View citations (3)
- Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries
Applied Economics, 2011, 43, (11), 1365-1373 View citations (17)
- Editorial
International Economics and Economic Policy, 2011, 8, (1), 1-2
- Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding
Japan and the World Economy, 2011, 23, (4), 253-258 View citations (1)
- Scattered Fiscal Forecasts
Economics Bulletin, 2011, 31, (3), 2558-2568 View citations (1)
- Survey Forecasts and Money Demand Functions: Some International Evidence
Applied Economics Quarterly (formerly: Konjunkturpolitik), 2011, 57, (1), 5-14 View citations (1)
- The Financial Crisis and the Stock Markets of the CEE Countries
Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (2), 153-172 View citations (12)
- The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data
Journal of Economics and Business, 2011, 63, (3), 168-186
2010
- Capital mobility and labor market volatility
International Economics and Economic Policy, 2010, 7, (4), 391-409 View citations (3)
- Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30
Financial Markets and Portfolio Management, 2010, 24, (2), 137-158
- Editorial
International Economics and Economic Policy, 2010, 7, (1), 1-2
- Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy
Economic Notes, 2010, 39, (1‐2), 1-25 View citations (1)
- Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2010, 230, (4), 436-453 View citations (1)
- New evidence of anti-herding of oil-price forecasters
Energy Economics, 2010, 32, (6), 1456-1459 View citations (30)
See also Working Paper (2010)
- Periodically collapsing bubbles in the German stock market, 1876-1913
Applied Economics Letters, 2010, 17, (9), 907-908 View citations (4)
- Sources of time-varying exchange rate exposure
International Economics and Economic Policy, 2010, 7, (4), 371-390 View citations (6)
- The business cycle and the equity risk premium in real time
International Review of Economics & Finance, 2010, 19, (4), 711-722 View citations (6)
2009
- Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 289-305 View citations (42)
- Efficiency wages, financial market integration, and the fiscal multiplier
Journal of International Money and Finance, 2009, 28, (5), 853-867 View citations (2)
- Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier
Review of International Economics, 2009, 17, (5), 986-1000 View citations (1)
2008
- 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 (2006)
- Financial market integration, labor markets, and macroeconomic policies
International Review of Economics & Finance, 2008, 17, (3), 467-476
- Forecasting stock market volatility with macroeconomic variables in real time
Journal of Economics and Business, 2008, 60, (3), 256-276 View citations (12)
See also Working Paper (2006)
- Investing in European stock markets for high-technology firms
Global Finance Journal, 2008, 18, (3), 400-415 View citations (2)
See also Working Paper (2005)
- Real-time macroeconomic data and ex ante stock return predictability
International Review of Financial Analysis, 2008, 17, (2), 274-290 View citations (3)
- Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States
The Financial Review, 2008, 43, (3), 323-335 View citations (5)
2007
- Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective*
Review of International Economics, 2007, 15, (2), 252-268 View citations (1)
- Exchange rates, interventions, and the predictability of stock returns in Japan
Journal of Multinational Financial Management, 2007, 17, (2), 155-172 View citations (1)
- Households' Preferences and Exchange Rate Overshooting
International Economic Journal, 2007, 21, (2), 297-316 View citations (1)
- 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 (2006)
- On the hump-shaped output effect of monetary policy in an open economy
International Economics and Economic Policy, 2007, 4, (1), 1-13 
See also Working Paper (2004)
- Sources of Predictability of European Stock Markets for High-technology Firms
The European Journal of Finance, 2007, 13, (1), 1-27 View citations (1)
See also Working Paper (2005)
2006
- Business-cycle fluctuations and international equity correlations
Global Finance Journal, 2006, 17, (2), 252-270 View citations (12)
- Politics and the stock market: Evidence from Germany
European Journal of Political Economy, 2006, 22, (4), 925-943 View citations (28)
See also Working Paper (2004)
- The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?
Journal of Policy Modeling, 2006, 28, (2), 141-156 View citations (4)
2005
- Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies
German Economic Review, 2005, 6, (1), 79-94 View citations (2)
Also in German Economic Review, 2005, 6, (1), 79-94 (2005) View citations (6)
- Financial openness and business cycle volatility
Journal of International Money and Finance, 2005, 24, (5), 744-765 View citations (93)
See also Working Paper (2002)
- Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions
The Quarterly Review of Economics and Finance, 2005, 45, (4-5), 680-698 View citations (9)
- Noise trading and delayed exchange rate overshooting
Journal of Economic Behavior & Organization, 2005, 58, (1), 133-156 View citations (4)
- The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility
International Review of Economics & Finance, 2005, 14, (1), 27-39 View citations (62)
See also Working Paper (2003)
- The integration of imperfect financial markets: Implications for business cycle volatility
Journal of Policy Modeling, 2005, 27, (7), 789-804 View citations (16)
See also Working Paper (2003)
2004
- Business Cycle Volatility in Germany
German Economic Review, 2004, 5, (4), 451-479 View citations (21)
Also in German Economic Review, 2004, 5, (4), 451-479 (2004) View citations (19)
See also Working Paper (2002)
- Capital mobility and the effectiveness of fiscal policy in open economies
Journal of Macroeconomics, 2004, 26, (3), 465-479 View citations (13)
See also Working Paper (2003)
- Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt?
Zeitschrift für Wirtschaftspolitik, 2004, 53, (1), 81-94
- FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION
Scottish Journal of Political Economy, 2004, 51, (3), 422-442 View citations (2)
See also Working Paper (2002)
- Globalisierung und Konjunkturzyklen
Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 2004, 84, (1), 59-64
- Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s
Review of World Economics (Weltwirtschaftliches Archiv), 2004, 140, (3), 709-729 View citations (1)
Also in Review of World Economics (Weltwirtschaftliches Archiv), 2003, 139, (4), 709-729 (2003) View citations (8)
- Modeling the intensity of foreign exchange intervention activity
Economics Letters, 2004, 85, (3), 347-351 View citations (5)
- On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s
Review of Financial Economics, 2004, 13, (3), 231-243 View citations (5)
Also in Review of Financial Economics, 2004, 13, (3), 231-243 (2004)
- The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis
Swiss Journal of Economics and Statistics (SJES), 2004, 140, (II), 229-244 View citations (7)
See also Working Paper (2003)
- The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan
Journal of International Financial Markets, Institutions and Money, 2004, 14, (1), 25-36 View citations (20)
See also Working Paper (2002)
2003
- Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für Deutschland
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2003, 223, (2), 136-158 View citations (7)
2002
- Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank
Perspektiven der Wirtschaftspolitik, 2002, 3, (1), 49-68 View citations (1)
2001
- Book reviews
Review of World Economics (Weltwirtschaftliches Archiv), 2001, 137, (3), 549-560
- NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE
International Economic Journal, 2001, 17, (2), 55-64 View citations (1)
2000
- Book reviews
Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (3), 560-571
- Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle
Swiss Journal of Economics and Statistics (SJES), 2000, 136, (IV), 531-555 View citations (2)
See also Working Paper (2000)
1999
- Exchange Rate Target Zones and Stock Price Volatility
International Journal of Finance & Economics, 1999, 4, (4), 297-311 View citations (1)
- The Value of Waiting: Russia's Integration into the International Capital Markets
Journal of Comparative Economics, 1999, 27, (2), 209-230 
See also Working Paper (1998)
- The term structure of interest rates in a sticky-price target zone model
Journal of International Money and Finance, 1999, 18, (5), 817-834 View citations (5)
1998
- Rezensionen
Review of World Economics (Weltwirtschaftliches Archiv), 1998, 134, (4), 741-754
1997
- An analytical approximation of target zone exchange rate functions: the technique of collocation
Economics Letters, 1997, 57, (3), 339-343 View citations (4)
Books
2012
- Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft, vol 2
Schriften des Europäischen Instituts für Sozioökonomie e.V., European Institute for Socioeconomics (EIS), Saarbrücken View citations (4)
2011
- Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie, vol 1
Schriften des Europäischen Instituts für Sozioökonomie e.V., European Institute for Socioeconomics (EIS), Saarbrücken View citations (4)
Edited books
2015
- Falsches Spiel im Sport: Analysen zu Wettbewerbsverzerrungen, vol 10
Schriften des Europäischen Instituts für Sozioökonomie e.V., European Institute for Socioeconomics (EIS), Saarbrücken View citations (3)
Editor
- International Economics and Economic Policy
Springer
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