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Using transfer entropy to measure information flows between financial markets
Dimpfl, Thomas; Peter, Franziska Julia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10010118261
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Financial market spillovers around the globe
Dimpfl, Thomas; Jung, Robert C. - In: Applied financial economics 22 (2012) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10009818882
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Stock return autocorrelations revisited: A quantile regression approach
Baur, Dirk G.; Dimpfl, Thomas; Jung, Robert C. - In: Journal of empirical finance 19 (2012) 2, pp. 254-266
Persistent link: https://www.econbiz.de/10009838597
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The impact of US news on the German stock market—An event study analysis
Dimpfl, Thomas - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 389-399
Persistent link: https://www.econbiz.de/10009807633