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Publications

by alumni of

Universität Erfurt → Staatswissenschaftliche Fakultät, Wirtschaftswissenschaft

University of Erfurt → Faculty of Economics, Law and Social Sciences, Economics Division

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2020

  1. Johannes Bleher & Michael Bleher & Thomas Dimpfl, 2020, "From orders to prices: A stochastic description of the limit order book to forecast intraday returns," Papers, arXiv.org, number 2004.11953, Apr, revised May 2021.

2018

  1. Pagnottoni, Paolo & Baur, Dirk G. & Dimpfl, Thomas, 2018, "Price Discovery on Bitcoin Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-014.

2015

  1. Dimpfl, Thomas & Langen, Tobias, 2015, "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112921.

2014

  1. Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 70.
  2. Becker, Gideon & Dimpfl, Thomas, 2014, "Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 72.

2012

  1. Dirk G Baur & Thomas Dimpfl, 2012, "State-dependent Momentum in International Stock Markets," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 169, Aug.
  2. Dimpfl, Thomas & Peter, Franziska J., 2012, "Using transfer entropy to measure information flows between financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-051.
  3. Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012, "Stock return autocorrelations revisited: A quantile regression approach," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 24.

2011

  1. Thomas Dimpfl & Robert Jung, 2011, "Financial market spillovers around the globe," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 20-2011, Aug.
  2. Dimpfl, Thomas & Jank, Stephan, 2011, "Can internet search queries help to predict stock market volatility?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-15.

Journal articles

2025

  1. Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
  2. Cagli, Efe C. & Dimpfl, Thomas, 2025, "Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107993.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Koch, Sophia & Dimpfl, Thomas, 2023, "Attention and retail investor herding in cryptocurrency markets," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103474.
  2. Dimpfl, Thomas & Schweikert, Karsten, 2023, "Information shares for markets with partially overlapping trading hours," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106970.

2022

  1. Bleher, Johannes & Dimpfl, Thomas, 2022, "Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 1-26, DOI: 10.1016/j.ecosta.2021.10.006.
  2. Thomas Dimpfl & Jantje Sönksen & Ingo Bechmann & Joachim Grammig, 2022, "Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave
    [Vergleich europäischer Gesundheitssysteme in der COVID-19-Pandemie]    ," The Econometrics Journal, Royal Economic Society, volume 25, issue 2, pages 515-530.

2021

  1. Dimpfl, Thomas & Peter, Franziska J., 2021, "Nothing but noise? Price discovery across cryptocurrency exchanges," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100584.
  2. Thomas Dimpfl & Dalia Elshiaty, 2021, "Volatility discovery in cryptocurrency markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 313-331, September, DOI: 10.1108/JRF-11-2020-0238.
  3. Thomas Dimpfl & Alexander Reining, 2021, "Price Discovery and Learning during the German 5G Auction," JRFM, MDPI, volume 14, issue 6, pages 1-17, June.
  4. Dirk G. Baur & Thomas Dimpfl, 2021, "The volatility of Bitcoin and its role as a medium of exchange and a store of value," Empirical Economics, Springer, volume 61, issue 5, pages 2663-2683, November, DOI: 10.1007/s00181-020-01990-5.

2020

  1. Thomas Dimpfl & Stefania Odelli, 2020, "Bitcoin Price Risk—A Durations Perspective," JRFM, MDPI, volume 13, issue 7, pages 1-18, July.

2019

  1. Thomas Dimpfl & Vladislav Kleiman, 2019, "Investor Pessimism and the German Stock Market: Exploring Google Search Queries," German Economic Review, Verein für Socialpolitik, volume 20, issue 1, pages 1-28, February, DOI: 10.1111/geer.12137.
  2. Baur Dirk G. & Dimpfl Thomas, 2019, "Think again: volatility asymmetry and volatility persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-19, February, DOI: 10.1515/snde-2017-0020.
  3. Bleher, Johannes & Dimpfl, Thomas, 2019, "Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 147-159, DOI: 10.1016/j.irfa.2019.03.003.
  4. Dimpfl, Thomas & Peter, Franziska J., 2019, "Group transfer entropy with an application to cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 516, issue C, pages 543-551, DOI: 10.1016/j.physa.2018.10.048.
  5. Thomas Dimpfl & Tobias Langen, 2019, "How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 2, pages 551-573, August, DOI: 10.1007/s10614-018-9840-7.
  6. Dirk G Baur & Thomas Dimpfl, 2019, "A Quantile Regression Approach to Estimate the Variance of Financial Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 616-644.
  7. Paolo Pagnottoni & Thomas Dimpfl, 2019, "Price discovery on Bitcoin markets," Digital Finance, Springer, volume 1, issue 1, pages 139-161, November, DOI: 10.1007/s42521-019-00006-x.
  8. Dirk G. Baur & Thomas Dimpfl, 2019, "Price discovery in bitcoin spot or futures?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 7, pages 803-817, July, DOI: 10.1002/fut.22004.

2018

  1. Baur, Dirk G. & Dimpfl, Thomas, 2018, "Asymmetric volatility in cryptocurrencies," Economics Letters, Elsevier, volume 173, issue C, pages 148-151, DOI: 10.1016/j.econlet.2018.10.008.
  2. Dimpfl, Thomas & Peter, Franziska J., 2018, "Analyzing volatility transmission using group transfer entropy," Energy Economics, Elsevier, volume 75, issue C, pages 368-376, DOI: 10.1016/j.eneco.2018.08.008.
  3. Baur, Dirk G. & Dimpfl, Thomas, 2018, "The asymmetric return-volatility relationship of commodity prices," Energy Economics, Elsevier, volume 76, issue C, pages 378-387, DOI: 10.1016/j.eneco.2018.10.022.
  4. Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin, 2018, "Bitcoin, gold and the US dollar – A replication and extension," Finance Research Letters, Elsevier, volume 25, issue C, pages 103-110, DOI: 10.1016/j.frl.2017.10.012.

2017

  1. Dimpfl, Thomas & Flad, Michael & Jung, Robert C., 2017, "Price discovery in agricultural commodity markets in the presence of futures speculation," Journal of Commodity Markets, Elsevier, volume 5, issue C, pages 50-62, DOI: 10.1016/j.jcomm.2017.01.002.

2016

  1. Thomas Dimpfl & Stephan Jank, 2016, "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, volume 22, issue 2, pages 171-192, March, DOI: 10.1111/eufm.12058.
  2. Dimpfl Thomas & Peter Franziska J., 2016, "Price discovery in the markets for credit risk: a Markov switching approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 233-249, June, DOI: 10.1515/snde-2015-0032.
  3. Baur, Dirk G. & Dimpfl, Thomas, 2016, "Googling gold and mining bad news," Resources Policy, Elsevier, volume 50, issue C, pages 306-311, DOI: 10.1016/j.resourpol.2016.10.013.
  4. Gideon Becker & Thomas Dimpfl, 2016, "Labor income risk and households’ risky asset holdings," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 262-280, June, DOI: 10.1108/SEF-09-2014-0168.

2014

  1. Dimpfl, Thomas, 2014, "A note on cointegration of international stock market indices," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 10-16, DOI: 10.1016/j.irfa.2013.07.005.
  2. Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 1-13, DOI: 10.1016/j.intfin.2014.03.004.

2013

  1. Dimpfl Thomas & Peter Franziska Julia, 2013, "Using transfer entropy to measure information flows between financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 85-102, February, DOI: 10.1515/snde-2012-0044.

2012

  1. Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012, "Stock return autocorrelations revisited: A quantile regression approach," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 254-265, DOI: 10.1016/j.jempfin.2011.12.002.
  2. Thomas Dimpfl & Robert C. Jung, 2012, "Financial market spillovers around the globe," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 1, pages 45-57, January, DOI: 10.1080/09603107.2011.597721.

2011

  1. Dimpfl, Thomas, 2011, "The impact of US news on the German stock market—An event study analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 389-398, DOI: 10.1016/j.qref.2011.07.005.

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