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International equity flows and the predictability of US stock returns

Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599

Persistent link: https://www.econbiz.de/10003608154

The growth and volatility of international capital flows : reconciling the evidence

Buch, Claudia M.; Pierdzioch, Christian - In: The world's new financial landscape : challenges for …, (pp. 3-53). 2001

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Investing in European stock markets for high-technology firms

Pierdzioch, Christian; Schertler, Andrea - In: Global finance journal 18 (2008) 3, pp. 400-415

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Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10013261076

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

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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

Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022

Persistent link: https://www.econbiz.de/10013387607

Stock market bubbles and the realized volatility of oil price returns

Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015047521

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

Real-time forecasting and political stock market anomalies : evidence for the U.S.

Bohl, Martin T. (contributor); Döpke, Jörg (contributor); … - 2006

Using monthly data for the period 19532003, we apply a real-time modeling approach to investigate the implications of U …, selected on the basis of widely used model selection criteria, are often included in real-time forecasting models. However …

Persistent link: https://www.econbiz.de/10003359007