Similar Search Results - EconBiz

On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns

Pierdzioch, Christian; Rohloff, Sebastian; Campe, Roland von - In: Annals of financial economics 18 (2023) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014442354

A Bayesian Analysis of the Efficiency of Growth and Inflation Forecasts for Germany

Behrens, Christoph; Pierdzioch, Christian; Risse, Marian - In: SSRN eLibrary (2018)

We use Bayesian additive regression trees to reexamine the efficiency of growth and inflation forecasts for Germany. To this end, we use forecasts of four leading German economic research institutes for the sample period from 1970 to 2016. We reject the strong form of forecasts efficiency and...

Persistent link: https://www.econbiz.de/10012822387

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

Periodically collapsing bubbles in the German stock market, 1876 - 1913

Pierdzioch, Christian - In: Applied economics letters 17 (2010) 7/9, pp. 907-908

Persistent link: https://www.econbiz.de/10003997002

A bootstrap-based efficiency test of growth and inflation forecasts for Germany

Pierdzioch, Christian - In: Economics letters 224 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014307781

On the efficiency of growth forecasts for Germany : an application of forward and backward predictor variable selection

Pierdzioch, Christian - In: Applied economics letters 31 (2024) 18, pp. 1804-1807

Persistent link: https://www.econbiz.de/10015084398

The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10001465153

Stock market dispersion, sectoral shocks, and the German business cycle

Döpke, Jörg; Pierdzioch, Christian - In: Swiss journal of economics and statistics 136 (2000) 4, pp. 531-555

Persistent link: https://www.econbiz.de/10001554649

The effectiveness of the interventions of the Swiss National Bank : an event-study analysis

Pierdzioch, Christian; Stadtmann, Georg - 2003

Persistent link: https://www.econbiz.de/10001760330

The integration of imperfect financial markets : implications for business cycle volatility

Buch, Claudia M.; Pierdzioch, Christian - 2003

Persistent link: https://www.econbiz.de/10001760360

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