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

Döpke, Jörg; Pierdzioch, Christian - 2000

. The empirical evidence is obtained by calculating cross-correlation coefficients of sectoral stock market returns with …

Persistent link: https://www.econbiz.de/10011476130

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

Döpke, Jörg - 2000

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

Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30

Hendriks, Torben W.; Kempa, Bernd; Pierdzioch, Christian - In: The European journal of finance 18 (2012) 1/2, pp. 29-39

Persistent link: https://www.econbiz.de/10009565257

Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa

Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023

Persistent link: https://www.econbiz.de/10014336437

Forecasting stock returns volatility of the G7 over centuries : the role of climate risks

Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024

Persistent link: https://www.econbiz.de/10014553267

Business-cycle fluctuations and international equity correlations

Kizys, Renatas; Pierdzioch, Christian - In: Global finance journal 17 (2006) 2, pp. 252-270

Persistent link: https://www.econbiz.de/10003395948

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

Sector-specific shocks, stock market returns, and business cycle fluctuations in EMU : a note

Döpke, Jörg; Pierdzioch, Christian - In: Konjunkturpolitik : applied economics quarterly ; … 47 (2001) 3, pp. 200-213

Persistent link: https://www.econbiz.de/10001680940

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

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