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Information about:
Daniel Hartmann

Personal Details | Affiliation | Works
This is information that was supplied by Daniel Hartmann in registering through RePEc. If you are Daniel Hartmann , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Daniel
Middle Name:
Last Name: Hartmann
Suffix:

RePEc Short-ID: pha334

Email: [This author has chosen not to make the email address public]
Homepage: http://www.wiwi.uni-sb.de/lst/iwb/team.htm
Postal Address: Building C3 1, P.O.B. 15 11 50, 66041 Saarbruecken, Germany
Phone: +49 (681) 302-58194

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hartmann, Daniel & Pierdzioch, Christian, 2006. "Nonlinear Links between Stock Returns and Exchange Rate Movements," MPRA Paper 558, University Library of Munich, Germany, revised Apr 2007. [Downloadable!]

  2. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006. "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper 561, University Library of Munich, Germany, revised Apr 2007. [Downloadable!]
    Published as:

  3. Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank, Research Centre. [Downloadable!]

  4. Hartmann, Daniel & Pierdzioch, Christian, 2006. "International Equity Flows and the Predictability of U.S. Stock Returns," MPRA Paper 562, University Library of Munich, Germany, revised Apr 2006. [Downloadable!]
    Published as:

  5. Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2005. "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies 2006,01, Deutsche Bundesbank, Research Centre. [Downloadable!]
    Published as:

Articles

  1. Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276. [Downloadable!] (restricted)
    Other versions:

  2. Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008. "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 468-480, June. [Downloadable!] (restricted)
    Other versions:

  3. Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2008. "Real-time macroeconomic data and ex ante stock return predictability," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 274-290. [Downloadable!] (restricted)

  4. Hartmann, Daniel & Pierdzioch, Christian, 2007. "Exchange rates, interventions, and the predictability of stock returns in Japan," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 155-172, April. [Downloadable!] (restricted)

  5. Daniel Hartmann & Christian Pierdzioch, 2007. "International equity flows and the predictability of US stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 583-599. [Downloadable!]
    Other versions:

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-11-12
  2. NEP-ECM: Econometrics (1) 2006-08-05
  3. NEP-ETS: Econometric Time Series (3) 2006-08-05 2006-11-12 2006-11-12 Author is listed
  4. NEP-FIN: Finance (2) 2006-08-05 2006-08-05 Author is listed
  5. NEP-FMK: Financial Markets (2) 2006-08-05 2006-08-05 Author is listed
  6. NEP-FOR: Forecasting (3) 2006-08-05 2006-11-12 2006-11-12 Author is listed
  7. NEP-IFN: International Finance (1) 2006-11-12
  8. NEP-MAC: Macroeconomics (5) 2006-08-05 2006-08-05 2006-11-12 2006-11-12 2006-11-12 Author is listed
  9. NEP-RMG: Risk Management (3) 2006-11-12 2006-11-12 2006-11-12 Author is listed
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This page was last updated on 2009-12-13.

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