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Animal spirits, the stock market, and the unemployment rate : some evidence for German data

Fritsche, Ulrich; Pierdzioch, Christian - 2016 - First version: January 2016

Models recently studied by Farmer (2012, 2013, 2015) predict that, due to labor-market frictions and "animal spirits", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger-causality tests on more than half a century of data of German...

Persistent link: https://www.econbiz.de/10011415821

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Exchange rate target zones and stock price volatility

Kempa, Bernd; Nelles, Michael; Pierdzioch, Christian - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 297-311

Persistent link: https://www.econbiz.de/10001447130

Realized stock market volatility of the United States : the role of employee sentiment

Gupta, Rangan; Hall, Savanah; Pierdzioch, Christian - In: Annals of financial economics 19 (2024) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10015323584

Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung

Pierdzioch, Christian - 1999

Persistent link: https://www.econbiz.de/10013261024

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

Döpke, Jörg - 2000

Persistent link: https://www.econbiz.de/10013261073

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

On the linkages of the stock markets of the NAFTA countries : fundamentals or speculative bubbles?

Pierdzioch, Christian; Kizys, Renatas - In: International economic journal 27 (2013) 3, pp. 415-440

Persistent link: https://www.econbiz.de/10009791562

Stock prices, output, and rational bubbles : evidence for the US stock market

Kizys, Renatas; Pierdzioch, Christian - In: The empirical economics letters : a monthly … 11 (2012) 5, pp. 467-471

Persistent link: https://www.econbiz.de/10009758166

Heterogeneous forecasters and nonlinear expectation formation in the US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...

Persistent link: https://www.econbiz.de/10010384168