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Daniel Hartmann

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

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

Works

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Working papers

  1. 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.
  2. 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.
  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.
  4. Hartmann, Daniel & Pierdzioch, Christian, 2006. "Nonlinear Links between Stock Returns and Exchange Rate Movements," MPRA Paper 558, University Library of Munich, Germany.
  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.

Articles

  1. 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.
  2. 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.
  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.
  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.
  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.
  6. Daniel Hartmann & Christian Pierdzioch, 2007. "Stock returns, exchange rate movements and central bank interventions," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(3), pages 191-195.

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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