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A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352

Persistent link: https://www.econbiz.de/10011430599

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1481-1499

Persistent link: https://www.econbiz.de/10011647138

Cointegration of the prices of gold and silver : RALS-based evidence

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Finance research letters 15 (2015), pp. 133-137

Persistent link: https://www.econbiz.de/10011553019

On the efficiency of the gold market : results of a real-time forecasting approach

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: International review of financial analysis 32 (2014), pp. 95-108

Persistent link: https://www.econbiz.de/10010461517

Forecasting gold-price fluctuations : a real-time boosting approach

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 22 (2015) 1/3, pp. 46-50

Persistent link: https://www.econbiz.de/10010482090

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy : conference paper

Pierdzioch, Christian; Rohloff, Sebastian; Risse, Marian - 2014

Economic theory predicts that, in a small open economy, the dynamics of the real price of gold should be linked to real interest rates and the rate of change of the real exchange rate. Using data for Australia, we use a real-time forecasting approach to analyze whether real interest rates and...

Persistent link: https://www.econbiz.de/10010485282

The international business cycle and gold-price fluctuations

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 292-305

Persistent link: https://www.econbiz.de/10010468016

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

Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The North American journal of economics and finance : a … 38 (2016), pp. 27-38

Persistent link: https://www.econbiz.de/10011673292

Geldpolitik mit PEPP

Pierdzioch, Christian; Rohloff, Sebastian; Campe, Roland von - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 51 (2022) 8/9, pp. 950-955

Persistent link: https://www.econbiz.de/10013368975