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Dirk Baur

Personal Details

First Name:Dirk
Middle Name:G.
Last Name:Baur
Suffix:
RePEc Short-ID:pba317
Grosser Grasbrook 17, 20457 Hamburg

Affiliation

(90%) Kühne Logistics University

Hamburg, Germany
http://www.the-klu.org/
RePEc:edi:kluhhde (more details at EDIRC)

(10%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dirk G Baur & Isaac Miyakawa, 2014. "The Stock Market, the Real Economy and Contagion," Working Paper Series 179, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. 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 24, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  3. Dirk G Baur & Duy T. Tran, 2012. "The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises," Working Paper Series 172, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Dirk G Baur, 2012. "The Structure and Degree of Dependence - A Quantile Regression Approach," Working Paper Series 170, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Dirk G Baur & Kristoffer Glover, 2012. "A Gold Bubble?," Working Paper Series 175, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Dirk G Baur & Kristoffer Glover, 2012. "The Destruction of a Safe Haven Asset?," Working Paper Series 174, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  7. Dirk G Baur, 2012. "An Empirical Analysis of Australian Gold Mining Firms," Working Paper Series 171, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  8. Dirk G Baur & Isaac Miyakawa, 2012. "No Puzzle: The Foreign Exchange Exposure of Australian Firms," Working Paper Series 168, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  9. Dirk G Baur & Thomas Dimpfl, 2012. "State-dependent Momentum in International Stock Markets," Working Paper Series 169, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Dirk G. Baur & Thomas K.J. McDermott, 2011. "Safe Haven Assets and Investor Behaviour Under Uncertainty," The Institute for International Integration Studies Discussion Paper Series iiisdp392, IIIS, revised Feb 2012.
  11. Dirk G. Baur, 2010. "Financial Contagion and the Real Economy," CAMA Working Papers 2010-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Dirk G. Baur and Conor McKeating, 2009. "The Benefits of Financial Markets: A Case Study of European Football Clubs," The Institute for International Integration Studies Discussion Paper Series iiisdp283, IIIS.
  13. Dirk G. Baur, 2008. "How Bad Must Conditions Be To Make Investors Flee?," The Institute for International Integration Studies Discussion Paper Series iiisdp246, IIIS.
  14. Dirk G. Baur and Conor McKeating, 2008. "House Prices and Economic Risks - Are Irish Households Rational?," The Institute for International Integration Studies Discussion Paper Series iiisdp252, IIIS.
  15. Dirk G. Baur & Sibylle Lehmann, 2007. "Does the Mobility of Football Players Influence the Success of the National Team?," The Institute for International Integration Studies Discussion Paper Series iiisdp217, IIIS.
  16. Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS.
  17. Dirk G. Baur, 2007. "Stock-bond co-movements and cross-country linkages," The Institute for International Integration Studies Discussion Paper Series iiisdp216, IIIS.
  18. Dirk Baur & Brian M. Lucey, 2006. "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series iiisdp122, IIIS.
  19. Dirk Baur & Renee Fry, 2006. "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers 2006-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  20. Gunther Schnabl & Dirk Baur, 2005. "Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate," International Finance 0506006, University Library of Munich, Germany.
  21. Baur, Dirk, 2002. "The persistence and asymmetry of time-varying correlations," Tübinger Diskussionsbeiträge 232, University of Tübingen, School of Business and Economics.
  22. Dirk G. Baur & Thomas K. McDermott, "undated". "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp310, IIIS.

Articles

  1. Baur, Dirk G. & Glover, Kristoffer J., 2014. "Heterogeneous expectations in the gold market: Specification and estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 116-133.
  2. Baur, Dirk G., 2014. "Gold mining companies and the price of gold," Review of Financial Economics, Elsevier, vol. 23(4), pages 174-181.
  3. Baur, Dirk G., 2013. "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 786-798.
  4. Baur, Dirk G., 2013. "The autumn effect of gold," Research in International Business and Finance, Elsevier, vol. 27(1), pages 1-11.
  5. Baur, Dirk G., 2012. "Financial contagion and the real economy," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2680-2692.
  6. Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012. "Stock return autocorrelations revisited: A quantile regression approach," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 254-265.
  7. Baur, Dirk G., 2011. "Explanatory mining for gold: Contrasting evidence from simple and multiple regressions," Resources Policy, Elsevier, vol. 36(3), pages 265-275, September.
  8. Dirk G. Baur & Conor McKeating, 2011. "Do Football Clubs Benefit from Initial Public Offerings?," International Journal of Sport Finance, Fitness Information Technology, vol. 6(1), pages 40-59, February.
  9. Dirk G. Baur, 2010. "Stock-bond co-movements and cross-country linkages," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 111-129.
  10. Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
  11. Dirk G. Baur & Brian M. Lucey, 2010. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Financial Review, Eastern Finance Association, vol. 45(2), pages 217-229, May.
  12. Baur, Dirk G. & Fry, Renée A., 2009. "Multivariate contagion and interdependence," Journal of Asian Economics, Elsevier, vol. 20(4), pages 353-366, September.
  13. Baur, Dirk G. & Schulze, Niels, 2009. "Financial market stability--A test," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 506-519, July.
  14. Baur, Dirk G. & Lucey, Brian M., 2009. "Flights and contagion--An empirical analysis of stock-bond correlations," Journal of Financial Stability, Elsevier, vol. 5(4), pages 339-352, December.
  15. Dan O'Donnell & Dirk Baur, 2009. "Momentum in the Irish stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1133-1138.
  16. Baur, Dirk, 2006. "Multivariate market association and its extremes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 355-369, October.
  17. Baur, Dirk & Jung, Robert C., 2006. "Return and volatility linkages between the US and the German stock market," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 598-613, June.
  18. Baur, Dirk & Schulze, Niels, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion," Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April.
  19. Baur, Dirk, 2003. "Testing for contagion--mean and volatility contagion," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 405-422, December.
  20. Schnabl, Gunther & Baur, Dirk, 2002. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Japan and the World Economy, Elsevier, vol. 14(4), pages 425-444, December.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Number of Abstract Views in RePEc Services over the past 12 months
  14. Number of Downloads through RePEc Services over the past 12 months
  15. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  16. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  17. Euclidian citation score
  18. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (7) 2006-04-22 2007-01-23 2009-02-28 2012-02-01 2012-09-03 2012-09-03 2014-03-30. Author is listed
  2. NEP-EEC: European Economics (3) 2006-04-22 2008-07-05 2009-02-28
  3. NEP-FDG: Financial Development and Growth (2) 2012-09-03 2014-03-30
  4. NEP-MAC: Macroeconomics (2) 2008-07-05 2014-03-30
  5. NEP-SPO: Sports and Economics (2) 2007-04-09 2009-02-28
  6. NEP-CBA: Central Banking (1) 2010-05-15
  7. NEP-ECM: Econometrics (1) 2012-09-03
  8. NEP-ETS: Econometric Time Series (1) 2006-04-22
  9. NEP-FIN: Finance (1) 2006-04-22
  10. NEP-FOR: Forecasting (1) 2014-03-30
  11. NEP-HIS: Business, Economic and Financial History (1) 2012-09-03
  12. NEP-IFN: International Finance (1) 2005-06-27
  13. NEP-MON: Monetary Economics (1) 2005-06-27
  14. NEP-RMG: Risk Management (1) 2012-09-03
  15. NEP-UPT: Utility Models and Prospect Theory (1) 2012-09-03
  16. NEP-URE: Urban and Real Estate Economics (1) 2008-07-05

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