Folgen
Thomas Dimpfl
Thomas Dimpfl
Bestätigte E-Mail-Adresse bei uni-hohenheim.de
Titel
Zitiert von
Zitiert von
Jahr
Bitcoin, gold and the US dollar–A replication and extension
DG Baur, T Dimpfl, K Kuck
Finance research letters 25, 103-110, 2018
5842018
Can internet search queries help to predict stock market volatility?
T Dimpfl, S Jank
European Financial Management 22 (2), 171-192, 2011
452*2011
Asymmetric volatility in cryptocurrencies
DG Baur, T Dimpfl
Economics Letters 173, 148-151, 2018
3482018
Using transfer entropy to measure information flows between financial markets
T Dimpfl, FJ Peter
Studies in Nonlinear Dynamics & Econometrics 17 (1), 85-102, 2013
2402013
The volatility of Bitcoin and its role as a medium of exchange and a store of value
DG Baur, T Dimpfl
Empirical Economics 61 (5), 2663-2683, 2021
1992021
Stock return autocorrelations revisited: A quantile regression approach
DG Baur, T Dimpfl, RC Jung
Journal of Empirical Finance 19 (2), 254-265, 2012
1922012
RTransferEntropy—Quantifying information flow between different time series using effective transfer entropy
S Behrendt, T Dimpfl, FJ Peter, DJ Zimmermann
SoftwareX 10, 100265, 2019
1492019
Price discovery in bitcoin spot or futures?
DG Baur, T Dimpfl
Journal of Futures Markets 39 (7), 803-817, 2019
1302019
The impact of the financial crisis on transatlantic information flows: An intraday analysis
T Dimpfl, FJ Peter
Journal of International Financial Markets, Institutions and Money 31, 1-13, 2014
1062014
Price discovery in agricultural commodity markets in the presence of futures speculation
T Dimpfl, M Flad, RC Jung
Journal of Commodity Markets 5, 50-62, 2017
982017
Today I got a million, tomorrow, I don't know: on the predictability of cryptocurrencies by means of Google search volume
J Bleher, T Dimpfl
International Review of Financial Analysis 63, 147-159, 2019
722019
Financial market spillovers around the globe
T Dimpfl, RC Jung
Applied Financial Economics 22 (1), 45-57, 2012
652012
Price discovery on Bitcoin markets
P Pagnottoni, T Dimpfl
Digital Finance 1 (1), 139-161, 2019
612019
The impact of US news on the German stock market—An event study analysis
T Dimpfl
The Quarterly Review of Economics and Finance 51 (4), 389-398, 2011
592011
Nothing but noise? Price discovery across cryptocurrency exchanges
T Dimpfl, FJ Peter
Journal of Financial Markets 54, 100584, 2021
58*2021
Analyzing volatility transmission using group transfer entropy
T Dimpfl, FJ Peter
Energy Economics 75, 368-376, 2018
542018
Realized bitcoin volatility
DG Baur, T Dimpfl
SSRN 2949754, 1-26, 2017
542017
The asymmetric return-volatility relationship of commodity prices
DG Baur, T Dimpfl
Energy Economics 76, 378-387, 2018
522018
Investor pessimism and the German stock market: Exploring Google search queries
T Dimpfl, V Kleiman
German Economic Review 20 (1), 1-28, 2019
432019
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422021
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20