Details about Christian Pierdzioch

Workplace:

Fächergruppe Volkswirtschaftslehre (Economics Group), Helmut Schmidt Universität Hamburg (Helmut Schmidt University), (more information at EDIRC)

Access statistics for papers by Christian Pierdzioch.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: ppi123

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Working Papers

2024

1. Climate Policy Uncertainty and Financial Stress: Evidence for China
   Working Papers, University of Pretoria, Department of Economics
2. Climate Risks and Real Gold Returns over 750 Years
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Climate Risks and Real Gold Returns over 750 Years, Forecasting, MDPI (2024) (2024)
3. Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection
   Working Papers, University of Pretoria, Department of Economics
4. Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention
   Working Papers, University of Pretoria, Department of Economics
5. Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?
   Working Papers, University of Pretoria, Department of Economics
6. Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks
   Working Papers, University of Pretoria, Department of Economics
7. Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments
   Working Papers, University of Pretoria, Department of Economics
8. Gasoline Prices and Presidential Approval Ratings of the United States
   Working Papers, University of Pretoria, Department of Economics
9. Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?
   Working Papers, University of Pretoria, Department of Economics
10. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices, Mathematics, MDPI (2024) (2024)
11. Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes
    Working Papers, University of Pretoria, Department of Economics

2023

12. Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics
13. Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment
    Working Papers, University of Pretoria, Department of Economics
14. Financial Stress and Realized Volatility: The Case of Agricultural Commodities
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Financial stress and realized volatility: The case of agricultural commodities, Research in International Business and Finance, Elsevier (2024) (2024)
15. Forecasting International Financial Stress: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting international financial stress: The role of climate risks, Journal of International Financial Markets, Institutions and Money, Elsevier (2024) View citations (8) (2024)
16. Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023, Finance Research Letters, Elsevier (2023) (2023)
17. Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
18. Realized Stock Market Volatility of the United States: The Role of Employee Sentiment
    Working Papers, University of Pretoria, Department of Economics
19. Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article Realized Stock-Market Volatility of the United States and the Presidential Approval Rating, Mathematics, MDPI (2023) View citations (3) (2023)
20. Stock Market Bubbles and the Realized Volatility of Oil Price Returns
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Stock market bubbles and the realized volatility of oil price returns, Energy Economics, Elsevier (2024) (2024)
21. Stock Market Volatility and Multi-Scale Positive and Negative Bubbles
    Working Papers, University of Pretoria, Department of Economics

2022

22. Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Business applications and state‐level stock market realized volatility: A forecasting experiment, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
23. Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
24. Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article Climate risks and realized volatility of major commodity currency exchange rates, Journal of Financial Markets, Elsevier (2023) View citations (14) (2023)
25. Climate Risks and State-Level Stock-Market Realized Volatility
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Climate risks and state-level stock market realized volatility, Journal of Financial Markets, Elsevier (2023) View citations (7) (2023)
26. Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data
    Working Papers, University of Pretoria, Department of Economics
27. 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
28. Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
29. 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 (9)
    See also Journal Article Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?, Energy Economics, Elsevier (2022) View citations (5) (2022)
30. 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 (4)
    See also Journal Article Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data, Energies, MDPI (2022) View citations (2) (2022)
31. 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
    See also Journal Article Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data, Computational Economics, Springer (2024) (2024)

2021

32. 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 (8)
    See also Journal Article 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, MDPI (2021) View citations (6) (2021)
33. Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment
    Working Papers, University of Pretoria, Department of Economics
34. 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 Climate risks and forecastability of the realized volatility of gold and other metal prices, Resources Policy, Elsevier (2022) View citations (10) (2022)
35. Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century, Mathematics, MDPI (2023) View citations (7) (2023)
36. 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
    See also Journal Article Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data, International Review of Finance, International Review of Finance Ltd. (2023) View citations (8) (2023)
37. 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 (14)
    See also Journal Article Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment, Energies, MDPI (2021) View citations (14) (2021)
38. 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 (9)
39. El Nino and Forecastability of Oil-Price Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (17)
40. 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
    See also Journal Article El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) View citations (2) (2023)
41. 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 (3)
    See also Journal Article El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements, Sustainability, MDPI (2021) View citations (5) (2021)
42. 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 Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis, Journal of Forecasting, John Wiley & Sons, Ltd. (2022) View citations (11) (2022)
43. 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
    See also Journal Article 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, International Review of Financial Analysis, Elsevier (2022) View citations (7) (2022)
44. 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
45. Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
    Working Papers, University of Pretoria, Department of Economics View citations (8)
    See also Journal Article Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers, Energies, MDPI (2021) View citations (6) (2021)
46. 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 (28)
    See also Journal Article Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data, Energy, Elsevier (2021) View citations (15) (2021)
47. Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning, Journal of Behavioral Finance, Taylor & Francis Journals (2023) View citations (6) (2023)
48. 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 Law of one price: BigMac versus Fortnite - A Note, Economics Bulletin, AccessEcon (2020) View citations (1) (2020)
49. 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 Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data, Finance Research Letters, Elsevier (2022) View citations (6) (2022)
50. 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
51. 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)
52. Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2020

53. A Note on Investor Happiness and the Predictability of Realized Volatility of Gold
    Working Papers, University of Pretoria, Department of Economics View citations (24)
    See also Journal Article A note on investor happiness and the predictability of realized volatility of gold, Finance Research Letters, Elsevier (2021) View citations (9) (2021)
54. 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 A note on oil price shocks and the forecastability of gold realized volatility, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (3) (2021)
55. 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
56. 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 Business-cycle reports and the efficiency of macroeconomic forecasts for Germany, Applied Economics Letters, Taylor & Francis Journals (2022) View citations (3) (2022)
57. Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Do oil-price shocks predict the realized variance of U.S. REITs?, Energy Economics, Elsevier (2021) View citations (11) (2021)
58. 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)
59. 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)
60. Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (5)
61. Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?
    Working Papers, University of Pretoria, Department of Economics View citations (2)
62. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    See also Journal Article Forecasting Realized Volatility of Bitcoin: The Role of the Trade War, Computational Economics, Springer (2021) View citations (12) (2021)
63. Investor Happiness and Predictability of the Realized Volatility of Oil Price
    Working Papers, University of Pretoria, Department of Economics View citations (23)
    See also Journal Article Investor Happiness and Predictability of the Realized Volatility of Oil Price, Sustainability, MDPI (2020) View citations (19) (2020)
64. 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 Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty, The Journal of Real Estate Finance and Economics, Springer (2022) (2022)
65. OPEC News and Jumps in the Oil Market
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article OPEC news and jumps in the oil market, Energy Economics, Elsevier (2021) View citations (8) (2021)
66. 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 Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data, Resources Policy, Elsevier (2022) View citations (11) (2022)
67. 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)
68. 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
69. The LoP game: BigMac versus Fortnite
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
70. The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
    Working Papers, University of Pretoria, Department of Economics View citations (30)
    See also Journal Article The predictive power of oil price shocks on realized volatility of oil: A note, Resources Policy, Elsevier (2020) View citations (24) (2020)
71. 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 Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality, Structural Change and Economic Dynamics, Elsevier (2021) View citations (4) (2021)
72. 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

73. 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 Forecasting realized gold volatility: Is there a role of geopolitical risks?, Finance Research Letters, Elsevier (2020) View citations (59) (2020)
74. 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 Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss, Journal of International Money and Finance, Elsevier (2020) View citations (78) (2020)
75. 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 Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss, The European Journal of Finance, Taylor & Francis Journals (2021) View citations (10) (2021)
76. German sports clubs' recruitment of executive board members
    Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
77. 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)
    See also Journal Article Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests, Journal of the Operational Research Society, Taylor & Francis Journals (2022) View citations (4) (2022)
78. 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)
79. 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 Time-varying risk aversion and the predictability of bond premia, Finance Research Letters, Elsevier (2020) View citations (6) (2020)
80. 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

81. 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)
82. Forecasting Changes of Economic Inequality: A Boosting Approach
    Working Papers, University of Pretoria, Department of Economics
83. 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 The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests, Finance Research Letters, Elsevier (2019) View citations (10) (2019)
84. Time-Varying Risk Aversion and Realized Gold Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Time-varying risk aversion and realized gold volatility, The North American Journal of Economics and Finance, Elsevier (2019) View citations (38) (2019)

2017

85. Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"?
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
86. 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)
87. 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
88. 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 Predicting stock market movements with a time-varying consumption-aggregate wealth ratio, International Review of Economics & Finance, Elsevier (2019) View citations (5) (2019)
89. Uncertainty and Forecasts of U.S. Recessions
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Uncertainty and Forecasts of U.S. Recessions, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2020) View citations (7) (2020)
90. 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

91. 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 Animal spirits, the stock market, and the unemployment rate: Some evidence for German data, Economics Bulletin, AccessEcon (2017) View citations (1) (2017)
92. 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)
93. 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 Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach, The Quarterly Review of Economics and Finance, Elsevier (2017) View citations (20) (2017)
94. 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)
95. 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 Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach, Resources Policy, Elsevier (2018) View citations (10) (2018)
96. 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 On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees, Finance Research Letters, Elsevier (2019) View citations (2) (2019)
97. 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 Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries, The European Journal of Finance, Taylor & Francis Journals (2018) View citations (25) (2018)

2015

98. 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 Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test, Resources Policy, Elsevier (2016) View citations (154) (2016)
99. 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)
100. 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
101. 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)
102. 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 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, Springer (2017) View citations (10) (2017)
103. 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 On international uncertainty links: BART-based empirical evidence for Canada, Economics Letters, Elsevier (2016) View citations (25) (2016)
104. 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 Predicting recessions with boosted regression trees, International Journal of Forecasting, Elsevier (2017) View citations (42) (2017)
105. Predicting Recessions in Germany With Boosted Regression Trees
     Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (5)
106. 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)
107. Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld
     Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
108. Volunteering, match quality, and internet use
     Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
     See also Journal Article Volunteering, Match Quality, and Internet Use, Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin (2016) View citations (2) (2016)

2014

109. 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)
110. 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
111. 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 Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy, Empirical Economics, Springer (2016) View citations (11) (2016)
112. Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
     Working Papers, Stellenbosch University, Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2014)
     See also Journal Article Forecasting the South African inflation rate: On asymmetric loss and forecast rationality, Economic Systems, Elsevier (2016) View citations (4) (2016)
113. 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)
114. Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     Also in Working Papers, Stellenbosch University, Department of Economics (2014) View citations (3)
     See also Journal Article Inflation forecasts and forecaster herding: Evidence from South African survey data, Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier (2016) View citations (6) (2016)
115. 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)
116. 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 On the directional accuracy of inflation forecasts: evidence from South African survey data, Journal of Applied Statistics, Taylor & Francis Journals (2018) View citations (3) (2018)
117. Zivilgesellschaftliches Engagement im Lebenszyklus
     Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken View citations (1)

2013

118. 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
119. 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)
120. Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft
     Working Papers of the European Institute for Socioeconomics, European Institute for Socioeconomics (EIS), Saarbrücken
121. 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)
122. Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie
     Working Paper, Helmut Schmidt University, Hamburg View citations (1)

2012

123. A Note on the International Coordination of Anti-Doping Policies
     Working Paper, Helmut Schmidt University, Hamburg
     See also Journal Article A Note on the International Coordination of Antidoping Policies, Journal of Sports Economics (2015) View citations (1) (2015)
124. 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 A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding, Review of International Economics, Wiley Blackwell (2012) View citations (12) (2012)
125. Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik
     Working Paper, Helmut Schmidt University, Hamburg
126. Forecasting U.S. Housing Starts Under Asymmetric Loss
     Working Paper, Helmut Schmidt University, Hamburg
     See also Journal Article Forecasting US housing starts under asymmetric loss, Applied Financial Economics, Taylor & Francis Journals (2013) View citations (3) (2013)
127. Forecasting metal prices: Do forecasters herd?
     Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
     See also Journal Article Forecasting metal prices: Do forecasters herd?, Journal of Banking & Finance, Elsevier (2013) View citations (26) (2013)
128. 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 Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding, International Journal of Forecasting, Elsevier (2015) View citations (22) (2015)
129. Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
     Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics
130. House price forecasts in times of crisis: Do forecasters herd?
     Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
131. 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 Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?, The Journal of Real Estate Finance and Economics, Springer (2012) View citations (4) (2012)
132. Oil price forecasting under asymmetric loss
     Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
     See also Journal Article Oil price forecasting under asymmetric loss, Applied Economics, Taylor & Francis Journals (2013) View citations (6) (2013)
133. Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung
     Working Paper, Helmut Schmidt University, Hamburg View citations (1)

2011

134. 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
135. Krieg der Währungen
     Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
136. On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts
     WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management
     Also in Post-Print, HAL (2011)
     See also Journal Article On the internal consistency of short-term, medium-term and long-term oil price forecasts, Applied Economics, Taylor & Francis Journals (2012) View citations (2) (2012)
137. Wojna walutowa
     Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics

2010

138. 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
139. 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 New evidence of anti-herding of oil-price forecasters, Energy Economics, Elsevier (2010) View citations (30) (2010)

2009

140. Low Skill but High Volatility?
     CESifo Working Paper Series, CESifo View citations (3)

2006

141. 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)
142. 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)
143. 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)
144. Nonlinear Links between Stock Returns and Exchange Rate Movements
     MPRA Paper, University Library of Munich, Germany View citations (1)
145. Real-time forecasting and political stock market anomalies: evidence for the U.S
     Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
146. Real-time macroeconomic data and ex ante predictability of stock returns
     Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)

2005

147. Investing in European Stock Markets for High-Technology Firms
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
     See also Journal Article Investing in European stock markets for high-technology firms, Global Finance Journal, Elsevier (2008) View citations (2) (2008)
148. 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 Sources of Predictability of European Stock Markets for High-technology Firms, The European Journal of Finance, Taylor & Francis Journals (2007) View citations (1) (2007)
149. Underpricing and Index Excess Returns
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)

2004

150. Business Cycle Fluctuations and International Financial Integration
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
151. 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)
152. 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 On the hump-shaped output effect of monetary policy in an open economy, International Economics and Economic Policy, Springer (2007) (2007)
153. 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)
154. 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 Politics and the stock market: Evidence from Germany, European Journal of Political Economy, Elsevier (2006) View citations (28) (2006)
155. Productivity Shocks and Delayed Exchange-Rate Overshooting
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)

2003

156. 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 Capital mobility and the effectiveness of fiscal policy in open economies, Journal of Macroeconomics, Elsevier (2004) View citations (14) (2004)
157. 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)
158. 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)
159. 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)
160. 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 The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility, International Review of Economics & Finance, Elsevier (2005) View citations (61) (2005)
161. 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 The integration of imperfect financial markets: Implications for business cycle volatility, Journal of Policy Modeling, Elsevier (2005) View citations (16) (2005)
162. 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 The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2004) View citations (7) (2004)

2002

163. Business Cycle Volatility in Germany
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
     See also Journal Article Business Cycle Volatility in Germany, German Economic Review, Verein für Socialpolitik (2004) View citations (22) (2004)
164. Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
165. 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)
166. Exchange Rate Expectations Redux and Monetary Policy
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
167. 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 FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION, Scottish Journal of Political Economy, Scottish Economic Society (2004) View citations (2) (2004)
168. Financial Openness and Business Cycle Volatility
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (35)
     See also Journal Article Financial openness and business cycle volatility, Journal of International Money and Finance, Elsevier (2005) View citations (93) (2005)
169. 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)
170. Monetary Policy Rules and Oil Price Shocks
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
171. 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 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan, Journal of International Financial Markets, Institutions and Money, Elsevier (2004) View citations (20) (2004)

2001

172. Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?
     Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
173. 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)
174. The interventions of the European Central Bank: Effects, effectiveness, and policy implications
     Research Notes, Deutsche Bank Research View citations (2)

2000

175. Noise Traders? Trigger Rates, FX Options, and Smiles
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
176. 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 Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2000) View citations (2) (2000)
177. 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

178. Financial market volatility and inflation uncertainty: An empirical investigation
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
179. Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
180. 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

181. Brokers and business cycles: Does financial market volatility cause real fluctuations?
     Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel)
182. 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)
183. Taxing short-term capital flows - An option for transition economies?
     Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (15)
184. 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 The Value of Waiting: Russia's Integration into the International Capital Markets, Journal of Comparative Economics, Elsevier (1999) (1999)

Journal Articles

2024

1. Business applications and state‐level stock market realized volatility: A forecasting experiment
   Journal of Forecasting, 2024, 43, (2), 456-472
   See also Working Paper Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment, Working Papers (2022) (2022)
2. Climate Risks and Real Gold Returns over 750 Years
   Forecasting, 2024, 6, (4), 1-16
   See also Working Paper Climate Risks and Real Gold Returns over 750 Years, Working Papers (2024) (2024)
3. Financial stress and realized volatility: The case of agricultural commodities
   Research in International Business and Finance, 2024, 71, (C)
   See also Working Paper Financial Stress and Realized Volatility: The Case of Agricultural Commodities, Working Papers (2023) (2023)
4. Forecasting international financial stress: The role of climate risks
   Journal of International Financial Markets, Institutions and Money, 2024, 92, (C) View citations (8)
   See also Working Paper Forecasting International Financial Stress: The Role of Climate Risks, Working Papers (2023) (2023)
5. Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?
   Journal of Forecasting, 2024, 43, (6), 2088-2125
   See also Working Paper Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?, Working Papers (2023) (2023)
6. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices
   Mathematics, 2024, 12, (18), 1-26
   See also Working Paper Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices, Working Papers (2024) (2024)
7. On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection
   Applied Economics Letters, 2024, 31, (18), 1804-1807
8. Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data
   Computational Economics, 2024, 64, (1), 487-513
   See also Working Paper Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data, Working Papers (2022) (2022)
9. Stock market bubbles and the realized volatility of oil price returns
   Energy Economics, 2024, 132, (C)
   See also Working Paper Stock Market Bubbles and the Realized Volatility of Oil Price Returns, Working Papers (2023) View citations (1) (2023)

2023

10. A bootstrap test of the time-varying efficiency of German growth forecasts
    Economics Bulletin, 2023, 43, (1), 679 - 687
11. A bootstrap-based efficiency test of growth and inflation forecasts for Germany
    Economics Letters, 2023, 224, (C)
12. Are female skins sold at a lower price? Evidence from the Fortnite game
    Applied Economics Letters, 2023, 30, (16), 2282-2287
13. Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century
    Mathematics, 2023, 11, (9), 1-21 View citations (7)
    See also Working Paper Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century, Working Papers (2021) (2021)
14. Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data
    International Review of Finance, 2023, 23, (2), 228-244 View citations (8)
    See also Working Paper Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data, Working Papers (2021) (2021)
15. Climate risks and realized volatility of major commodity currency exchange rates
    Journal of Financial Markets, 2023, 62, (C) View citations (14)
    See also Working Paper Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates, Working Papers (2022) View citations (9) (2022)
16. Climate risks and state-level stock market realized volatility
    Journal of Financial Markets, 2023, 66, (C) View citations (7)
    See also Working Paper Climate Risks and State-Level Stock-Market Realized Volatility, Working Papers (2022) (2022)
17. Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
    Financial Innovation, 2023, 9, (1), 1-22 View citations (1)
18. Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment
    Mathematics, 2023, 11, (6), 1-26 View citations (1)
19. El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach
    Journal of Forecasting, 2023, 42, (4), 785-801 View citations (2)
    See also Working Paper El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach, Working Papers (2021) (2021)
20. Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023
    Finance Research Letters, 2023, 58, (PC)
    See also Working Paper Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023, Working Papers (2023) (2023)
21. Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
    Journal of Behavioral Finance, 2023, 24, (1), 111-122 View citations (6)
    See also Working Paper Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning, Working Papers (2021) View citations (4) (2021)
22. On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns
    Annals of Financial Economics (AFE), 2023, 18, (01), 1-16
23. Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
    Mathematics, 2023, 11, (13), 1-27 View citations (3)
    See also Working Paper Realized Stock-Market Volatility of the United States and the Presidential Approval Rating, Working Papers (2023) View citations (3) (2023)
24. The stance of U.S. monetary policy and the realized variance of gold-price returns
    Economics Bulletin, 2023, 43, (2), 719 - 732

2022

25. Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
    Applied Economics Letters, 2022, 29, (10), 867-872 View citations (3)
    See also Working Paper Business-cycle reports and the efficiency of macroeconomic forecasts for Germany, Working Papers (2020) (2020)
26. Climate risks and forecastability of the realized volatility of gold and other metal prices
    Resources Policy, 2022, 77, (C) View citations (10)
    See also Working Paper Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices, Working Papers (2021) (2021)
27. Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis
    Journal of Forecasting, 2022, 41, (2), 303-315 View citations (11)
    See also Working Paper Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis, Working Papers (2021) View citations (2) (2021)
28. 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
    International Review of Financial Analysis, 2022, 83, (C) View citations (7)
    See also Working Paper 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 (2021) (2021)
29. Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?
    Energy Economics, 2022, 114, (C) View citations (5)
    See also Working Paper Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?, Working Papers (2022) View citations (9) (2022)
30. 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 Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty, Working Papers (2020) View citations (1) (2020)
31. 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 (2)
32. 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 (6)
    See also Working Paper Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data, Working Papers (2021) View citations (1) (2021)
33. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data
    Energies, 2022, 15, (22), 1-26 View citations (2)
    See also Working Paper Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data, Working Papers (2022) View citations (4) (2022)
34. 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 (11)
    See also Working Paper Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data, Working Papers (2020) View citations (1) (2020)
35. On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts
    Applied Economics Letters, 2022, 29, (17), 1644-1653 View citations (3)
36. 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)
37. Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests
    Journal of the Operational Research Society, 2022, 73, (8), 1755-1767 View citations (4)
    See also Working Paper Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests, Working Papers (2019) View citations (4) (2019)
38. Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning
    Journal of Forecasting, 2022, 41, (6), 1049-1064 View citations (2)
39. Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note
    International Review of Finance, 2022, 22, (3), 540-550

2021

40. 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 (6)
    See also Working Paper 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 (2021) View citations (8) (2021)
41. A note on investor happiness and the predictability of realized volatility of gold
    Finance Research Letters, 2021, 39, (C) View citations (9)
    See also Working Paper A Note on Investor Happiness and the Predictability of Realized Volatility of Gold, Working Papers (2020) View citations (24) (2020)
42. A note on oil price shocks and the forecastability of gold realized volatility
    Applied Economics Letters, 2021, 28, (21), 1889-1897 View citations (3)
    See also Working Paper A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility, Working Papers (2020) View citations (5) (2020)
43. 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 (14)
    See also Working Paper Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment, Working Papers (2021) View citations (14) (2021)
44. 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 (13)
45. Do oil-price shocks predict the realized variance of U.S. REITs?
    Energy Economics, 2021, 104, (C) View citations (11)
    See also Working Paper Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?, Working Papers (2020) (2020)
46. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements
    Sustainability, 2021, 13, (14), 1-23 View citations (5)
    See also Working Paper El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements, Working Papers (2021) View citations (3) (2021)
47. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
    Computational Economics, 2021, 57, (1), 29-53 View citations (12)
    See also Working Paper Forecasting Realized Volatility of Bitcoin: The Role of the Trade War, Working Papers (2020) View citations (7) (2020)
48. Forecasting power of infectious diseases-related uncertainty for gold realized variance
    Finance Research Letters, 2021, 42, (C) View citations (22)
49. Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
    The European Journal of Finance, 2021, 27, (16), 1626-1644 View citations (10)
    See also Working Paper Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss, Working Papers (2019) View citations (3) (2019)
50. 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 Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers, Working Papers (2021) View citations (8) (2021)
51. 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 (15)
    See also Working Paper Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data, Working Papers (2021) View citations (28) (2021)
52. OPEC news and jumps in the oil market
    Energy Economics, 2021, 96, (C) View citations (8)
    See also Working Paper OPEC News and Jumps in the Oil Market, Working Papers (2020) (2020)
53. 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 (4)
    See also Working Paper Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality, Working Papers (2020) (2020)

2020

54. Collective Decision-making: FIFA from the Perspective of Public Choice
    The Economists' Voice, 2020, 17, (1), 15 View citations (2)
55. 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 (2)
56. Forecasting precious metal returns with multivariate random forests
    Empirical Economics, 2020, 58, (3), 1167-1184 View citations (10)
57. Forecasting realized gold volatility: Is there a role of geopolitical risks?
    Finance Research Letters, 2020, 35, (C) View citations (59)
    See also Working Paper Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?, Working Papers (2019) View citations (18) (2019)
58. Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
    Journal of International Money and Finance, 2020, 104, (C) View citations (78)
    See also Working Paper Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss, Working Papers (2019) View citations (19) (2019)
59. Infectious Diseases, Market Uncertainty and Oil Market Volatility
    Energies, 2020, 13, (16), 1-8 View citations (57)
60. Investor Happiness and Predictability of the Realized Volatility of Oil Price
    Sustainability, 2020, 12, (10), 1-11 View citations (19)
    See also Working Paper Investor Happiness and Predictability of the Realized Volatility of Oil Price, Working Papers (2020) View citations (23) (2020)
61. Law of one price: BigMac versus Fortnite - A Note
    Economics Bulletin, 2020, 40, (4), 3338-3348 View citations (1)
    See also Working Paper Law of one price: BigMac versus Fortnite - A note, Discussion Papers (2021) (2021)
62. 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 The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note, Working Papers (2020) View citations (30) (2020)
63. Time-varying risk aversion and the predictability of bond premia
    Finance Research Letters, 2020, 34, (C) View citations (6)
    See also Working Paper Time-Varying Risk Aversion and the Predictability of Bond Premia, Working Papers (2019) View citations (5) (2019)
64. Uncertainty and Forecasts of U.S. Recessions
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 20 View citations (7)
    See also Working Paper Uncertainty and Forecasts of U.S. Recessions, Working Papers (2017) View citations (4) (2017)

2019

65. 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 (14)
66. 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 On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees, Working Papers (2016) View citations (4) (2016)
67. 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 Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio, Working Papers (2017) View citations (1) (2017)
68. 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 The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests, Working Papers (2018) View citations (5) (2018)
69. Time-varying risk aversion and realized gold volatility
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (38)
    See also Working Paper Time-Varying Risk Aversion and Realized Gold Volatility, Working Papers (2018) View citations (2) (2018)

2018

70. A machine‐learning analysis of the rationality of aggregate stock market forecasts
    International Journal of Finance & Economics, 2018, 23, (4), 642-654 View citations (2)
71. A test of the joint efficiency of macroeconomic forecasts using multivariate random forests
    Journal of Forecasting, 2018, 37, (5), 560-572 View citations (7)
72. 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)
73. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach
    Resources Policy, 2018, 57, (C), 196-212 View citations (10)
    See also Working Paper Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach, Working Papers (2016) (2016)
74. 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 On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data, Working Papers (2014) View citations (7) (2014)
75. 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 (25)
    See also Working Paper Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries, Working Papers (2016) View citations (17) (2016)
76. Testing the optimality of inflation forecasts under flexible loss with random forests
    Economic Modelling, 2018, 72, (C), 270-277 View citations (4)

2017

77. 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 Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data, Macroeconomics and Finance Series (2016) View citations (6) (2016)
78. Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System
    Economics Bulletin, 2017, 37, (3), 1620-1623
79. 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 (20)
    See also Working Paper Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach, Working Papers (2016) View citations (4) (2016)
80. 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 On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test, Working Papers (2015) (2015)
81. On the short-term predictability of stock returns: A quantile boosting approach
    Finance Research Letters, 2017, 22, (C), 35-41 View citations (6)
82. Predicting recessions with boosted regression trees
    International Journal of Forecasting, 2017, 33, (4), 745-759 View citations (42)
    See also Working Paper Predicting Recessions With Boosted Regression Trees, Working Papers (2015) View citations (5) (2015)

2016

83. A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation
    Applied Economics Letters, 2016, 23, (5), 347-352 View citations (13)
84. A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss
    Resources Policy, 2016, 47, (C), 95-107 View citations (20)
85. A quantile-boosting approach to forecasting gold returns
    The North American Journal of Economics and Finance, 2016, 35, (C), 38-55 View citations (21)
86. A quantile-regression test of economic models of volunteer labor supply
    Economics Bulletin, 2016, 36, (1), 198-204 View citations (1)
87. 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 (24)
88. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
    Resources Policy, 2016, 49, (C), 74-80 View citations (154)
    See also Working Paper Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2015) View citations (7) (2015)
89. 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 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 (2014) View citations (3) (2014)
90. 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 Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality, Working Papers (2014) View citations (1) (2014)
91. 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 Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data, Working Papers (2014) View citations (3) (2014)
92. On international uncertainty links: BART-based empirical evidence for Canada
    Economics Letters, 2016, 143, (C), 24-27 View citations (25)
    See also Working Paper On International Uncertainty Links: BART-Based Empirical Evidence for Canada, Working Papers (2015) View citations (5) (2015)
93. Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply
    Review of Economics, 2016, 67, (3), 263-283
94. USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS
    Macroeconomic Dynamics, 2016, 20, (3), 791-818 View citations (6)
95. Using ROC techniques to measure the effectiveness of foreign exchange market interventions
    Applied Economics Letters, 2016, 23, (6), 389-393 View citations (2)
96. 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 Volunteering, match quality, and internet use, Working Papers of the European Institute for Socioeconomics (2015) (2015)

2015

97. 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 A Note on the International Coordination of Anti-Doping Policies, Working Paper (2012) (2012)
98. A note on the directional accuracy of interest-rate forecasts
    Applied Economics Letters, 2015, 22, (13), 1073-1077 View citations (1)
99. A real-time quantile-regression approach to forecasting gold returns under asymmetric loss
    Resources Policy, 2015, 45, (C), 299-306 View citations (17)
100. Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries
     Economics Letters, 2015, 129, (C), 66-70 View citations (5)
101. Cointegration of the prices of gold and silver: RALS-based evidence
     Finance Research Letters, 2015, 15, (C), 133-137 View citations (17)
102. Forecasting gold-price fluctuations: a real-time boosting approach
     Applied Economics Letters, 2015, 22, (1), 46-50 View citations (21)
103. 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 Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding, Macroeconomics and Finance Series (2012) View citations (1) (2012)
104. Gender and generosity in charitable giving: empirical evidence for the German Red Cross
     Applied Economics Letters, 2015, 22, (13), 1041-1045 View citations (3)
105. On the directional accuracy of forecasts of emerging market exchange rates
     International Review of Economics & Finance, 2015, 38, (C), 369-376 View citations (12)
106. Skewed exchange-rate forecasts
     The European Journal of Finance, 2015, 21, (13-14), 1161-1175 View citations (1)
107. Sports and (real) business cycles
     Applied Economics Letters, 2015, 22, (3), 233-238
108. 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

109. A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
     International Economic Journal, 2014, 28, (2), 333-343 View citations (5)
110. Central banks’ interest rate projections and forecast coordination
     The North American Journal of Economics and Finance, 2014, 28, (C), 130-137 View citations (1)
111. Change of editorial assistant
     International Economics and Economic Policy, 2014, 11, (3), 451-451
112. LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION
     Macroeconomic Dynamics, 2014, 18, (5), 1018-1047 View citations (3)
113. On the Internal Consistency of Stock Market Forecasts
     Journal of Behavioral Finance, 2014, 15, (4), 351-359 View citations (2)
114. The international business cycle and gold-price fluctuations
     The Quarterly Review of Economics and Finance, 2014, 54, (2), 292-305 View citations (34)
115. 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

116. A Note on Corruption and National Olympic Success
     Atlantic Economic Journal, 2013, 41, (4), 405-411 View citations (4)
117. 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)
118. A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America
     Applied Financial Economics, 2013, 23, (13), 1057-1065
119. 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)
120. A note on the anti-herding instinct of interest rate forecasters
     Empirical Economics, 2013, 45, (2), 665-673 View citations (5)
121. Currency crises, uncertain fundamentals and private-sector forecasts
     Applied Economics Letters, 2013, 20, (5), 489-494 View citations (2)
122. Do inflation targets anchor inflation expectations?
     Economic Modelling, 2013, 35, (C), 214-223 View citations (18)
123. 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)
124. Forecasting Eurozone real-estate returns
     Applied Financial Economics, 2013, 23, (14), 1185-1196 View citations (1)
125. Forecasting US housing starts under asymmetric loss
     Applied Financial Economics, 2013, 23, (6), 505-513 View citations (3)
     See also Working Paper Forecasting U.S. Housing Starts Under Asymmetric Loss, Working Paper (2012) (2012)
126. Forecasting metal prices: Do forecasters herd?
     Journal of Banking & Finance, 2013, 37, (1), 150-158 View citations (26)
     See also Working Paper Forecasting metal prices: Do forecasters herd?, Discussion Papers (2012) (2012)
127. Joining the international fight against doping
     Applied Economics Letters, 2013, 20, (15), 1379-1382 View citations (2)
128. Oil price forecasting under asymmetric loss
     Applied Economics, 2013, 45, (17), 2371-2379 View citations (6)
     See also Working Paper Oil price forecasting under asymmetric loss, Discussion Papers (2012) (2012)
129. On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?
     International Economic Journal, 2013, 27, (3), 415-440
130. On the directional accuracy of survey forecasts: the case of gold and silver
     Applied Economics Letters, 2013, 20, (12), 1127-1129 View citations (6)
131. 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

132. 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 A note on forecasting emerging market exchange rates: Evidence of anti-herding, Discussion Papers (2012) View citations (12) (2012)
133. 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)
134. 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)
135. Forecasting Housing Approvals in Australia: Do Forecasters Herd?
     Australian Economic Review, 2012, 45, (2), 191-201
136. Forecasting stock prices: Do forecasters herd?
     Economics Letters, 2012, 116, (3), 326-329 View citations (14)
137. Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality
     Economics Bulletin, 2012, 32, (3), A213
138. House Price Forecasts, Forecaster Herding, and the Recent Crisis
     IJFS, 2012, 1, (1), 1-14
139. 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 Housing starts in Canada, Japan, and the United States: Do forecasters herd?, Discussion Papers (2012) View citations (4) (2012)
140. 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)
141. 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)
142. On the determinants of sporting success – A note on the Olympic Games
     Economics Bulletin, 2012, 32, (3), 1890-1901 View citations (4)
143. 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 On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts, WHU Working Paper Series - Economics Group (2011) (2011)
144. On the loss function of the Bank of Canada: A note
     Economics Letters, 2012, 115, (2), 155-159 View citations (8)
145. Who believes in the Taylor principle? Evidence from the Livingston survey
     Economics Letters, 2012, 117, (1), 96-98 View citations (3)
146. Why do speculative bubbles gather steam? Some international evidence
     Applied Economics Letters, 2012, 19, (11), 1089-1093 View citations (3)

2011

147. 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
148. Contagious speculative bubbles: A note on the Greek sovereign debt crisis
     Economics Bulletin, 2011, 31, (4), A296 View citations (4)
149. DOES THE ECB HAVE A TIME‐INCONSISTENCY PROBLEM? A NOTE
     Scottish Journal of Political Economy, 2011, 58, (2), 189-199 View citations (3)
150. Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries
     Applied Economics, 2011, 43, (11), 1365-1373 View citations (17)
151. Editorial
     International Economics and Economic Policy, 2011, 8, (1), 1-2
152. 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)
153. Scattered Fiscal Forecasts
     Economics Bulletin, 2011, 31, (3), 2558-2568 View citations (1)
154. Survey Forecasts and Money Demand Functions: Some International Evidence
     Applied Economics Quarterly (formerly: Konjunkturpolitik), 2011, 57, (1), 5-14
155. 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)
156. 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

157. Capital mobility and labor market volatility
     International Economics and Economic Policy, 2010, 7, (4), 391-409 View citations (3)
158. 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
159. Editorial
     International Economics and Economic Policy, 2010, 7, (1), 1-2
160. Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy
     Economic Notes, 2010, 39, (1‐2), 1-25 View citations (1)
161. 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)
162. New evidence of anti-herding of oil-price forecasters
     Energy Economics, 2010, 32, (6), 1456-1459 View citations (30)
     See also Working Paper New Evidence of Anti-Herding of Oil-Price Forecasters, WHU Working Paper Series - Economics Group (2010) View citations (26) (2010)
163. Periodically collapsing bubbles in the German stock market, 1876-1913
     Applied Economics Letters, 2010, 17, (9), 907-908 View citations (4)
164. Sources of time-varying exchange rate exposure
     International Economics and Economic Policy, 2010, 7, (4), 371-390 View citations (6)
165. 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

166. 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 (43)
167. Efficiency wages, financial market integration, and the fiscal multiplier
     Journal of International Money and Finance, 2009, 28, (5), 853-867 View citations (2)
168. Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier
     Review of International Economics, 2009, 17, (5), 986-1000 View citations (1)

2008

169. 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)
170. Financial market integration, labor markets, and macroeconomic policies
     International Review of Economics & Finance, 2008, 17, (3), 467-476
171. 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)
172. Investing in European stock markets for high-technology firms
     Global Finance Journal, 2008, 18, (3), 400-415 View citations (2)
     See also Working Paper Investing in European Stock Markets for High-Technology Firms, Kiel Working Papers (2005) (2005)
173. Real-time macroeconomic data and ex ante stock return predictability
     International Review of Financial Analysis, 2008, 17, (2), 274-290 View citations (3)
174. 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

175. Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective*
     Review of International Economics, 2007, 15, (2), 252-268 View citations (1)
176. Exchange rates, interventions, and the predictability of stock returns in Japan
     Journal of Multinational Financial Management, 2007, 17, (2), 155-172 View citations (1)
177. Households' Preferences and Exchange Rate Overshooting
     International Economic Journal, 2007, 21, (2), 297-316 View citations (1)
178. 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)
179. 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 On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy, Kiel Working Papers (2004) (2004)
180. 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 Sources of Predictability of European Stock Markets for High-Technology Firms, Kiel Working Papers (2005) (2005)
181. Stock returns, exchange rate movements and central bank interventions
     Applied Financial Economics Letters, 2007, 3, (3), 191-195
182. Time-varying nonlinear exchange rate exposure
     Applied Financial Economics Letters, 2007, 3, (6), 385-389

2006

183. Business-cycle fluctuations and international equity correlations
     Global Finance Journal, 2006, 17, (2), 252-270 View citations (12)
184. 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 Politics and the Stock Market: Evidence from Germany, Kiel Working Papers (2004) View citations (1) (2004)
185. 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

186. 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)
187. Financial openness and business cycle volatility
     Journal of International Money and Finance, 2005, 24, (5), 744-765 View citations (93)
     See also Working Paper Financial Openness and Business Cycle Volatility, Kiel Working Papers (2002) View citations (35) (2002)
188. 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)
189. Noise trading and delayed exchange rate overshooting
     Journal of Economic Behavior & Organization, 2005, 58, (1), 133-156 View citations (4)
190. 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 (61)
     See also Working Paper The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility, Kiel Working Papers (2003) View citations (16) (2003)
191. 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 The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility, Kiel Working Papers (2003) View citations (6) (2003)

2004

192. Business Cycle Volatility in Germany
     German Economic Review, 2004, 5, (4), 451-479 View citations (22)
     Also in German Economic Review, 2004, 5, (4), 451-479 (2004) View citations (20)
     See also Working Paper Business Cycle Volatility in Germany, Kiel Working Papers (2002) View citations (6) (2002)
193. Capital mobility and the effectiveness of fiscal policy in open economies
     Journal of Macroeconomics, 2004, 26, (3), 465-479 View citations (14)
     See also Working Paper Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies, Kiel Working Papers (2003) View citations (2) (2003)
194. Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt?
     Zeitschrift für Wirtschaftspolitik, 2004, 53, (1), 81-94
195. 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 Financial Market Integration and Business Cycle Volatility in a Monetary Union, Kiel Working Papers (2002) (2002)
196. Globalisierung und Konjunkturzyklen
     Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 2004, 84, (1), 59-64
197. 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)
198. Modeling the intensity of foreign exchange intervention activity
     Economics Letters, 2004, 85, (3), 347-351 View citations (5)
199. 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)
200. 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 The effectiveness of the interventions of the Swiss National Bank: an event-study analysis, Kiel Working Papers (2003) View citations (5) (2003)
201. 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 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan, Kiel Working Papers (2002) View citations (1) (2002)

2003

202. 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

203. Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank
     Perspektiven der Wirtschaftspolitik, 2002, 3, (1), 49-68 View citations (1)

2001

204. Book reviews
     Review of World Economics (Weltwirtschaftliches Archiv), 2001, 137, (3), 549-560
205. 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

206. Book reviews
     Review of World Economics (Weltwirtschaftliches Archiv), 2000, 136, (3), 560-571
207. 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 Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle, Kiel Working Papers (2000) View citations (2) (2000)

1999

208. Exchange Rate Target Zones and Stock Price Volatility
     International Journal of Finance & Economics, 1999, 4, (4), 297-311 View citations (1)
209. 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 The value of waiting: Russia's integration into the international capital markets, Kiel Working Papers (1998) (1998)
210. 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

211. Rezensionen
     Review of World Economics (Weltwirtschaftliches Archiv), 1998, 134, (4), 741-754

1997

212. 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

1. 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

2. 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

1. 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

1. International Economics and Economic Policy
   Springer