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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality

Balcilar, Mehmet; Berisha, Edmond; Gupta, Rangan; … - In: Structural change and economic dynamics : SC+ED 57 (2021), pp. 87-92

Persistent link: https://www.econbiz.de/10012648494

Real-time forecasting and political stock market anomalies : evidence for the United States

Bohl, Martin T.; Döpke, Jörg; Pierdzioch, Christian - In: The financial review : the official publication of the … 43 (2008) 3, pp. 323-335

Persistent link: https://www.econbiz.de/10003755362

Economic and financial crises and the predictability of US stock returns

Hartmann, Daniel; Kempa, Bernd; Pierdzioch, Christian - In: Journal of empirical finance 15 (2008) 3, pp. 468-480

Persistent link: https://www.econbiz.de/10003759550

The financial crisis and the stock markets of the CEE countries

Kizys, Renatas; Pierdzioch, Christian - In: Finance a úvěr 61 (2011) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10009373936

Contagious speculative bubbles in equity markets : did the recent financial crisis spread to South-East Asia?

Pierdzioch, Christian - In: The empirical economics letters : a monthly … 11 (2012) 2, pp. 103-110

Persistent link: https://www.econbiz.de/10009758252

Financial crises, the decoupling-recoupling hypothesis, and the risk premium on the Greek stock index futures market

Floros, Christos; Kizys, Renatas; Pierdzioch, Christian - In: International review of financial analysis 28 (2013), pp. 166-173

Persistent link: https://www.econbiz.de/10009762680

A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065

Persistent link: https://www.econbiz.de/10010204811

House price forecasts, forecaster herding, and the recent crisis

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: International Journal of Financial Studies : open … 1 (2013) 1, pp. 16-29

We used the Wall Street Journal survey data for the period 2006–2012 to analyze whether forecasts of house prices and housing starts provide evidence of (anti-)herding of forecasters. Forecasts are consistent with herding (anti-herding) of forecasters if forecasts are biased towards (away...

Persistent link: https://www.econbiz.de/10009742853

Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of international money and finance 104 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012395236