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Labor market volatility, skills, and financial globalization
Buch, Claudia M.; Pierdzioch, Christian - In: Macroeconomic dynamics 18 (2014) 5, pp. 1018-1047
Persistent link: https://www.econbiz.de/10010467617
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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Forecasting precious metal returns with multivariate random forests
Pierdzioch, Christian; Risse, Marian - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1167-1184
Persistent link: https://www.econbiz.de/10012219543
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Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
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On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
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Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
Kizys, Renatas; Pierdzioch, Christian - In: Journal of international financial markets, … 19 (2009) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10003799797
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Sources of time-varying exchange rate exposure
Pierdzioch, Christian; Kizys, Renatas - In: International economics and economic policy : IEEP 7 (2010) 4, pp. 371-390
Persistent link: https://www.econbiz.de/10008695331
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Forecasting Eurozone real-estate returns
Pierdzioch, Christian; Hartmann, Daniel - In: Applied financial economics 23 (2013) 13/15, pp. 1185-1196
Persistent link: https://www.econbiz.de/10010204784