Christian Pierdzioch

Names

Identifer

Contact

Affiliations

• Helmut Schmidt Universität Hamburg / Fächergruppe Volkswirtschaftslehre
  • EDIRC entry
  • location:

Research profile

author of:

• Survey Forecasts and Money Demand Functions: Some International Evidence (RePEc:aeq:aeqaeq:v57_y2011_i1_q1_p5-14)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen (RePEc:aeq:aeqsjb:v131_y2011_i4_q4_p599-623)
  by Jens Flatau & Christian Pierdzioch & Werner Pitsch & Eike Emrich
• Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment (RePEc:bap:journl:120208)
  by Christian Pierdzioch
• Forecasting Housing Approvals in Australia: Do Forecasters Herd? (RePEc:bla:ausecr:v:45:y:2012:i:2:p:191-201)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy (RePEc:bla:ecnote:v:39:y:2010:i:1-2:p:1-25)
  by M. Alper Çenesiz & Christian Pierdzioch
• Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States (RePEc:bla:finrev:v:43:y:2008:i:3:p:323-335)
  by Martin T. Bohl & Jörg Döpke & Christian Pierdzioch
• Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? (RePEc:bla:germec:v:13:y:2012:i:1:p:103-115)
  by Christian Pierdzioch & Jan‐Christoph Rülke & Georg Stadtmann
• Business Cycle Volatility in Germany (RePEc:bla:germec:v:5:y:2004:i:4:p:451-479)
  by Claudia M. Buch & Joerg Doepke & Christian Pierdzioch
• Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies (RePEc:bla:germec:v:6:y:2005:i:1:p:79-94)
  by Christian Pierdzioch
• Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note (RePEc:bla:irvfin:v:22:y:2022:i:3:p:540-550)
  by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch
• Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data (RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden
• Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank (RePEc:bla:perwir:v:3:y:2002:i:1:p:49-68)
  by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
• Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective (RePEc:bla:reviec:v:15:y:2007:i:2:p:252-268)
  by Christian Pierdzioch & Georg Stadtmann
• Labor‐Market Search, Financial Market Integration, and the Fiscal Multiplier (RePEc:bla:reviec:v:17:y:2009:i:5:p:986-1000)
  by M. Alper Çenesiz & Christian Pierdzioch
• A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding (RePEc:bla:reviec:v:20:y:2012:i:5:p:974-984)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• Financial Market Integration And Business Cycle Volatility In A Monetary Union (RePEc:bla:scotjp:v:51:y:2004:i:3:p:422-442)
  by Christian Pierdzioch
• Does The Ecb Have A Time‐Inconsistency Problem? A Note (RePEc:bla:scotjp:v:58:y:2011:i:2:p:189-199)
  by Christian Pierdzioch & Georg Stadtmann
• Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† (RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185)
  by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch
• Collective Decision-making: FIFA from the Perspective of Public Choice (RePEc:bpj:evoice:v:17:y:2020:i:1:p:15:n:2)
  by Follert Florian & Richau Lukas & Emrich Eike & Pierdzioch Christian
• Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? (RePEc:bpj:germec:v:13:y:2012:i:1:p:103-115)
  by Pierdzioch Christian & Stadtmann Georg & Rülke Jan-Christoph
• Business Cycle Volatility in Germany (RePEc:bpj:germec:v:5:y:2004:i:4:p:451-479)
  by Buch Claudia M. & Pierdzioch Christian & Doepke Joerg
• Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies (RePEc:bpj:germec:v:6:y:2005:i:1:p:79-94)
  by Pierdzioch Christian
• Uncertainty and Forecasts of U.S. Recessions (RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1)
  by Pierdzioch Christian & Gupta Rangan
• Low Skill but High Volatility? (RePEc:ces:ceswps:_2665)
  by Claudia M. Buch & Christian Pierdzioch
• Labor Market Volatility, Skills, And Financial Globalization (RePEc:cup:macdyn:v:18:y:2014:i:05:p:1018-1047_00)
  by Buch, Claudia M. & Pierdzioch, Christian
• Using Forecasts To Uncover The Loss Function Of Federal Open Market Committee Members (RePEc:cup:macdyn:v:20:y:2016:i:03:p:791-818_00)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Tillmann, Peter
• Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen (RePEc:dah:aeqsjb:v134_y2014_i4_q4_p451-475)
  by Jens Flatau & Eike Emrich & Christian Pierdzioch
• Volunteering, Match Quality, and Internet Use (RePEc:dah:aeqsjb:v136_y2016_i2_q2_p199-226)
  by Eike Emrich & Christian Pierdzioch
• Scattered Fiscal Forecasts (RePEc:ebl:ecbull:eb-11-00353)
  by Georg Stadtmann & Christian Pierdzioch & Jan Ruelke
• Contagious speculative bubbles: A note on the Greek sovereign debt crisis (RePEc:ebl:ecbull:eb-11-00547)
  by Renatas Kizys & Christian Pierdzioch
• On the determinants of sporting success – A note on the Olympic Games (RePEc:ebl:ecbull:eb-11-00722)
  by Eike Emrich & Markus Klein & Werner Pitsch & Christian Pierdzioch
• Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality (RePEc:ebl:ecbull:eb-11-00862)
  by Christian Pierdzioch & Jan C Rülke & Georg Stadtmann
• A quantile-regression test of economic models of volunteer labor supply (RePEc:ebl:ecbull:eb-15-00274)
  by Eike Emrich & Christian Pierdzioch
• Animal spirits, the stock market, and the unemployment rate: Some evidence for German data (RePEc:ebl:ecbull:eb-16-00779)
  by Ulrich Fritsche & Christian Pierdzioch
• Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System (RePEc:ebl:ecbull:eb-17-00362)
  by Eike Emrich & Freya Gassmann & Christian Pierdzioch
• Law of one price: BigMac versus Fortnite - A Note (RePEc:ebl:ecbull:eb-20-00179)
  by Georg Stadtmann & Christian Pierdzioch & Timo Schöber
• The stance of U.S. monetary policy and the realized variance of gold-price returns (RePEc:ebl:ecbull:eb-22-00723)
  by Christian Pierdzioch & Sebastian Rohloff & Roland von Campe
• A bootstrap test of the time-varying efficiency of German growth forecasts (RePEc:ebl:ecbull:eb-22-00768)
  by Christian Pierdzioch
• Do inflation targets anchor inflation expectations? (RePEc:eee:ecmode:v:35:y:2013:i:c:p:214-223)
  by Pierdzioch, Christian & Rülke, Jan-Christoph
• Testing the optimality of inflation forecasts under flexible loss with random forests (RePEc:eee:ecmode:v:72:y:2018:i:c:p:270-277)
  by Behrens, Christoph & Pierdzioch, Christian & Risse, Marian
• Central banks’ interest rate projections and forecast coordination (RePEc:eee:ecofin:v:28:y:2014:i:c:p:130-137)
  by Pierdzioch, Christian & Rülke, Jan-Christoph
• A quantile-boosting approach to forecasting gold returns (RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees (RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ (RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96)
  by Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E.
• Time-varying risk aversion and realized gold volatility (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399)
  by Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163)
  by Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian
• On the loss function of the Bank of Canada: A note (RePEc:eee:ecolet:v:115:y:2012:i:2:p:155-159)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• Forecasting stock prices: Do forecasters herd? (RePEc:eee:ecolet:v:116:y:2012:i:3:p:326-329)
  by Pierdzioch, Christian & Rülke, Jan-Christoph
• Who believes in the Taylor principle? Evidence from the Livingston survey (RePEc:eee:ecolet:v:117:y:2012:i:1:p:96-98)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries (RePEc:eee:ecolet:v:129:y:2015:i:c:p:66-70)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• On international uncertainty links: BART-based empirical evidence for Canada (RePEc:eee:ecolet:v:143:y:2016:i:c:p:24-27)
  by Gupta, Rangan & Pierdzioch, Christian & Risse, Marian
• A bootstrap-based efficiency test of growth and inflation forecasts for Germany (RePEc:eee:ecolet:v:224:y:2023:i:c:s016517652300054x)
  by Pierdzioch, Christian
• An analytical approximation of target zone exchange rate functions: the technique of collocation (RePEc:eee:ecolet:v:57:y:1997:i:3:p:339-343)
  by Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian
• Modeling the intensity of foreign exchange intervention activity (RePEc:eee:ecolet:v:85:y:2004:i:3:p:347-351)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• Forecasting the South African inflation rate: On asymmetric loss and forecast rationality (RePEc:eee:ecosys:v:40:y:2016:i:1:p:82-92)
  by Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan
• Economic and financial crises and the predictability of U.S. stock returns (RePEc:eee:empfin:v:15:y:2008:i:3:p:468-480)
  by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian
• Do oil-price shocks predict the realized variance of U.S. REITs? (RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429)
  by Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian
• Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? (RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723)
  by Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian
• Stock market bubbles and the realized volatility of oil price returns (RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403)
  by Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian
• New evidence of anti-herding of oil-price forecasters (RePEc:eee:eneeco:v:32:y:2010:i:6:p:1456-1459)
  by Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg
• OPEC news and jumps in the oil market (RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min
• Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data (RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814)
  by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan
• Real-time macroeconomic data and ex ante stock return predictability (RePEc:eee:finana:v:17:y:2008:i:2:p:274-290)
  by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian
• Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market (RePEc:eee:finana:v:28:y:2013:i:c:p:166-173)
  by Floros, Christos & Kizys, Renatas & Pierdzioch, Christian
• Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios (RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x)
  by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David
• Cointegration of the prices of gold and silver: RALS-based evidence (RePEc:eee:finlet:v:15:y:2015:i:c:p:133-137)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• On the short-term predictability of stock returns: A quantile boosting approach (RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41)
  by Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng
• The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests (RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322)
  by Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E.
• On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees (RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169)
  by Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy
• Time-varying risk aversion and the predictability of bond premia (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301217)
  by Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian
• Forecasting realized gold volatility: Is there a role of geopolitical risks? (RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930529x)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• A note on investor happiness and the predictability of realized volatility of gold (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524)
  by Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Forecasting power of infectious diseases-related uncertainty for gold realized variance (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179)
  by Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data (RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003809)
  by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan
• Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735)
  by Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios
• Climate risks and realized volatility of major commodity currency exchange rates (RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Climate risks and state-level stock market realized volatility (RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Business-cycle fluctuations and international equity correlations (RePEc:eee:glofin:v:17:y:2006:i:2:p:252-270)
  by Kizys, Renatas & Pierdzioch, Christian
• Investing in European stock markets for high-technology firms (RePEc:eee:glofin:v:18:y:2008:i:3:p:400-415)
  by Pierdzioch, Christian & Schertler, Andrea
• The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan (RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• Changes in the international comovement of stock returns and asymmetric macroeconomic shocks (RePEc:eee:intfin:v:19:y:2009:i:2:p:289-305)
  by Kizys, Renatas & Pierdzioch, Christian
• Forecasting international financial stress: The role of climate risks (RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416)
  by Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia
• Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding (RePEc:eee:intfor:v:31:y:2015:i:1:p:130-139)
  by Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• Predicting recessions with boosted regression trees (RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759)
  by Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian
• Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding (RePEc:eee:japwor:v:23:y:2011:i:4:p:253-258)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• Forecasting metal prices: Do forecasters herd? (RePEc:eee:jbfina:v:37:y:2013:i:1:p:150-158)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• The Value of Waiting: Russia's Integration into the International Capital Markets (RePEc:eee:jcecon:v:27:y:1999:i:2:p:209-230)
  by Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian
• Noise trading and delayed exchange rate overshooting (RePEc:eee:jeborg:v:58:y:2005:i:1:p:133-156)
  by Pierdzioch, Christian
• Forecasting stock market volatility with macroeconomic variables in real time (RePEc:eee:jebusi:v:60:y:2008:i:3:p:256-276)
  by Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel
• The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data (RePEc:eee:jebusi:v:63:y:2011:i:3:p:168-186)
  by Kizys, Renatas & Pierdzioch, Christian
• Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• The term structure of interest rates in a sticky-price target zone model (RePEc:eee:jimfin:v:18:y:1999:i:5:p:817-834)
  by Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian
• Financial openness and business cycle volatility (RePEc:eee:jimfin:v:24:y:2005:i:5:p:744-765)
  by Buch, Claudia M. & Doepke, Joerg & Pierdzioch, Christian
• Efficiency wages, financial market integration, and the fiscal multiplier (RePEc:eee:jimfin:v:28:y:2009:i:5:p:853-867)
  by Alper Çenesiz, M. & Pierdzioch, Christian
• Capital mobility and the effectiveness of fiscal policy in open economies (RePEc:eee:jmacro:v:26:y:2004:i:3:p:465-479)
  by Pierdzioch, Christian
• The integration of imperfect financial markets: Implications for business cycle volatility (RePEc:eee:jpolmo:v:27:y:2005:i:7:p:789-804)
  by Buch, Claudia M. & Pierdzioch, Christian
• The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? (RePEc:eee:jpolmo:v:28:y:2006:i:2:p:141-156)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• A real-time quantile-regression approach to forecasting gold returns under asymmetric loss (RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss (RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80)
  by Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian
• Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach (RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212)
  by Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian
• The predictive power of oil price shocks on realized volatility of oil: A note (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874)
  by Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain
• Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001106)
  by Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A.
• Climate risks and forecastability of the realized volatility of gold and other metal prices (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001295)
  by Gupta, Rangan & Pierdzioch, Christian
• Exchange rates, interventions, and the predictability of stock returns in Japan (RePEc:eee:mulfin:v:17:y:2007:i:2:p:155-172)
  by Hartmann, Daniel & Pierdzioch, Christian
• Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? (RePEc:eee:phsmap:v:532:y:2019:i:c:s0378437119310957)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Politics and the stock market: Evidence from Germany (RePEc:eee:poleco:v:22:y:2006:i:4:p:925-943)
  by Dopke, Jorg & Pierdzioch, Christian
• Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions (RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:680-698)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality (RePEc:eee:quaeco:v:53:y:2013:i:3:p:294-301)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• The international business cycle and gold-price fluctuations (RePEc:eee:quaeco:v:54:y:2014:i:2:p:292-305)
  by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
• Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach (RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284)
  by Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E.
• The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility (RePEc:eee:reveco:v:14:y:2005:i:1:p:27-39)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• Financial market integration, labor markets, and macroeconomic policies (RePEc:eee:reveco:v:17:y:2008:i:3:p:467-476)
  by Çenesiz, M. Alper & Pierdzioch, Christian
• The business cycle and the equity risk premium in real time (RePEc:eee:reveco:v:19:y:2010:i:4:p:711-722)
  by Kizys, Renatas & Pierdzioch, Christian
• On the directional accuracy of forecasts of emerging market exchange rates (RePEc:eee:reveco:v:38:y:2015:i:c:p:369-376)
  by Pierdzioch, Christian & Rülke, Jan-Christoph
• Predicting stock market movements with a time-varying consumption-aggregate wealth ratio (RePEc:eee:reveco:v:59:y:2019:i:c:p:458-467)
  by Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian
• On the determinants of "small" and "large" foreign exchange market interventions: The case of the Japanese interventions in the 1990s (RePEc:eee:revfin:v:13:y:2004:i:3:p:231-243)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001367)
  by Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang
• Financial stress and realized volatility: The case of agricultural commodities (RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Inflation forecasts and forecaster herding: Evidence from South African survey data (RePEc:eee:soceco:v:62:y:2016:i:c:p:42-50)
  by Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan
• Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality (RePEc:eee:streco:v:57:y:2021:i:c:p:87-92)
  by Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian
• The Financial Crisis and the Stock Markets of the CEE Countries (RePEc:fau:fauart:v:61:y:2011:i:2:p:153-172)
  by Renatas Kizys & Christian Pierdzioch
• A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality (RePEc:gam:jecomi:v:1:y:2013:i:1:p:6-13:d:24612)
  by Christian Pierdzioch & Jan-Christoph Rülke
• Infectious Diseases, Market Uncertainty and Oil Market Volatility (RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers (RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975)
  by Rangan Gupta & Christian Pierdzioch
• A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457)
  by Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong
• Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment (RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917)
  by Rangan Gupta & Christian Pierdzioch
• Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data (RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Climate Risks and Real Gold Returns over 750 Years (RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762)
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat
• House Price Forecasts, Forecaster Herding, and the Recent Crisis (RePEc:gam:jijfss:v:1:y:2012:i:1:p:16-29:d:21172)
  by Christian Pierdzioch & Jan Christoph Rülke & Georg Stadtmann
• Realized Stock-Market Volatility of the United States and the Presidential Approval Rating (RePEc:gam:jmathe:v:11:y:2023:i:13:p:2964-:d:1185878)
  by Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden
• Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment (RePEc:gam:jmathe:v:11:y:2023:i:6:p:1371-:d:1094820)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century (RePEc:gam:jmathe:v:11:y:2023:i:9:p:2077-:d:1134393)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices (RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479)
  by Rangan Gupta & Christian Pierdzioch
• Investor Happiness and Predictability of the Realized Volatility of Oil Price (RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539)
  by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements (RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch
• Predicting Recessions With Boosted Regression Trees (RePEc:gwc:wpaper:2015-004)
  by Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch
• On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts (RePEc:hal:journl:hal-00708542)
  by Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann
• Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? (RePEc:hep:macppr:201201)
  by Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann
• Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding (RePEc:hep:macppr:201202)
  by Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann
• Predicting Recessions in Germany With Boosted Regression Trees (RePEc:hep:macppr:201505)
  by Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch
• Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data (RePEc:hep:macppr:201601)
  by Ulrich Fritsche & Christian Pierdzioch
• Exchange Rate Target Zones and Stock Price Volatility (RePEc:ijf:ijfiec:v:4:y:1999:i:4:p:297-311)
  by Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian
• Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für De (RePEc:jns:jbstat:v:223:y:2003:i:2:p:136-158)
  by Döpke Jörg & Pierdzioch Christian
• Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? (RePEc:jns:jbstat:v:230:y:2010:i:4:p:436-453)
  by Pierdzioch Christian & Stadtmann Georg
• International equity flows and the predictability of US stock returns (RePEc:jof:jforec:v:26:y:2007:i:8:p:583-599)
  by Daniel Hartmann & Christian Pierdzioch
• A Note on Corruption and National Olympic Success (RePEc:kap:atlecj:v:41:y:2013:i:4:p:405-411)
  by Christian Pierdzioch & Eike Emrich
• Forecasting Realized Volatility of Bitcoin: The Role of the Trade War (RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data (RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10452-w)
  by Rangan Gupta & Sayar Karmakar & Christian Pierdzioch
• Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 (RePEc:kap:fmktpm:v:24:y:2010:i:2:p:137-158)
  by T. Hendricks & B. Kempa & C. Pierdzioch
• International Economics and Economic Policy (RePEc:kap:iecepo)
  from Springer as editor
• Change of editorial assistant (RePEc:kap:iecepo:v:11:y:2014:i:3:p:451-451)
  by Christian Pierdzioch & Christian Richter & Paul Welfens & Holger Wolf
• On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test (RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• On the hump-shaped output effect of monetary policy in an open economy (RePEc:kap:iecepo:v:4:y:2007:i:1:p:1-13)
  by Christian Pierdzioch & Serkan Yener
• Editorial (RePEc:kap:iecepo:v:7:y:2010:i:1:p:1-2)
  by Christian Pierdzioch & Paul Welfens & Holger Wolf & Jürgen Wolters
• Sources of time-varying exchange rate exposure (RePEc:kap:iecepo:v:7:y:2010:i:4:p:371-390)
  by Christian Pierdzioch & Renatas Kizys
• Capital mobility and labor market volatility (RePEc:kap:iecepo:v:7:y:2010:i:4:p:391-409)
  by M. Alper Çenesiz & Christian Pierdzioch
• Editorial (RePEc:kap:iecepo:v:8:y:2011:i:1:p:1-2)
  by Christian Pierdzioch & Paul Welfens & Holger Wolf
• Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? (RePEc:kap:jrefec:v:45:y:2012:i:3:p:754-773)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (RePEc:kap:jrefec:v:64:y:2022:i:4:d:10.1007_s11146-020-09813-1)
  by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu
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• Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply (RePEc:lus:reveco:v:67:y:2016:i:3:p:263-283:n:1)
  by Emrich Eike & Pierdzioch Christian
• Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? (RePEc:lus:zwipol:v:53:y:2004:i:1:p:81-94:n:5)
  by Buch Claudia M. & Döpke Jörg & Pierdzioch Christian
• Using forecasts to uncover the loss function of FOMC members (RePEc:mar:magkse:201302)
  by Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann
• Experimental Evidence on Forecaster (anti-) Herding in Sports Markets (RePEc:mar:magkse:202038)
  by Christoph Buehren & Tim Meyer & Christian Pierdzioch
• Nonlinear Links between Stock Returns and Exchange Rate Movements (RePEc:pra:mprapa:558)
  by Hartmann, Daniel & Pierdzioch, Christian
• Economic and Financial Crises and the Predictability of U.S. Stock Returns (RePEc:pra:mprapa:561)
  by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian
• International Equity Flows and the Predictability of U.S. Stock Returns (RePEc:pra:mprapa:562)
  by Hartmann, Daniel & Pierdzioch, Christian
• Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data (RePEc:pre:wpaper:201455)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data (RePEc:pre:wpaper:201463)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality (RePEc:pre:wpaper:201475)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201592)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• On International Uncertainty Links: BART-Based Empirical Evidence for Canada (RePEc:pre:wpaper:201594)
  by Rangan Gupta & Christian Pierdzioch & Marian Risse
• On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201598)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries (RePEc:pre:wpaper:201608)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis (RePEc:pre:wpaper:201615)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach (RePEc:pre:wpaper:201626)
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar
• Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach (RePEc:pre:wpaper:201645)
  by Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees (RePEc:pre:wpaper:201677)
  by Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo
• Uncertainty and Forecasts of U.S. Recessions (RePEc:pre:wpaper:201732)
  by Christian Pierdzioch & Rangan Gupta
• Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model (RePEc:pre:wpaper:201744)
  by Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar
• Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio (RePEc:pre:wpaper:201756)
  by Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch
• The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests (RePEc:pre:wpaper:201809)
  by Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar
• Forecasting Changes of Economic Inequality: A Boosting Approach (RePEc:pre:wpaper:201868)
  by Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva
• Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? (RePEc:pre:wpaper:201879)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Time-Varying Risk Aversion and Realized Gold Volatility (RePEc:pre:wpaper:201881)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss (RePEc:pre:wpaper:201903)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss (RePEc:pre:wpaper:201905)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Time-Varying Risk Aversion and the Predictability of Bond Premia (RePEc:pre:wpaper:201906)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? (RePEc:pre:wpaper:201943)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests (RePEc:pre:wpaper:201972)
  by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized Volatility of Bitcoin: The Role of the Trade War (RePEc:pre:wpaper:202003)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• A Note on Investor Happiness and the Predictability of Realized Volatility of Gold (RePEc:pre:wpaper:202004)
  by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Investor Happiness and Predictability of the Realized Volatility of Oil Price (RePEc:pre:wpaper:202009)
  by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility (RePEc:pre:wpaper:202010)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
• Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? (RePEc:pre:wpaper:2020100)
  by Matteo Bonato & Rangan Gupta & Christian Pierdzioch
• Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data (RePEc:pre:wpaper:2020104)
  by Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? (RePEc:pre:wpaper:2020107)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data (RePEc:pre:wpaper:202031)
  by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch
• The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note (RePEc:pre:wpaper:202044)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
• Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility (RePEc:pre:wpaper:202049)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• OPEC News and Jumps in the Oil Market (RePEc:pre:wpaper:202053)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon
• Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality (RePEc:pre:wpaper:202054)
  by Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch
• Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (RePEc:pre:wpaper:202077)
  by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu
• Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data (RePEc:pre:wpaper:202095)
  by Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
• Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note (RePEc:pre:wpaper:202099)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• El Nino and Forecastability of Oil-Price Realized Volatility (RePEc:pre:wpaper:202105)
  by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
• Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries (RePEc:pre:wpaper:202106)
  by Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji
• Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning (RePEc:pre:wpaper:202111)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis (RePEc:pre:wpaper:202114)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning (RePEc:pre:wpaper:202118)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data (RePEc:pre:wpaper:202122)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta
• Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks (RePEc:pre:wpaper:202127)
  by Afees A. Salisu & Rangan Gupta & Christian Pierdzioch
• Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers (RePEc:pre:wpaper:202135)
  by Rangan Gupta & Christian Pierdzioch
• Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns (RePEc:pre:wpaper:202137)
  by Rangan Gupta & Christian Pierdzioch
• El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements (RePEc:pre:wpaper:202138)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch
• Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data (RePEc:pre:wpaper:202146)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta
• A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:pre:wpaper:202158)
  by Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong
• Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:pre:wpaper:202161)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer
• Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data (RePEc:pre:wpaper:202165)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden
• Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices (RePEc:pre:wpaper:202172)
  by Rangan Gupta & Christian Pierdzioch
• Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment (RePEc:pre:wpaper:202175)
  by Rangan Gupta & Christian Pierdzioch
• Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk (RePEc:pre:wpaper:202176)
  by Rangan Gupta & Christian Pierdzioch
• Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment (RePEc:pre:wpaper:202177)
  by Rangan Gupta & Christian Pierdzioch
• El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach (RePEc:pre:wpaper:202179)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century (RePEc:pre:wpaper:202183)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data (RePEc:pre:wpaper:202201)
  by Rangan Gupta & Sayar Karmakar & Christian Pierdzioch
• Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? (RePEc:pre:wpaper:202205)
  by Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch
• Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates (RePEc:pre:wpaper:202210)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach (RePEc:pre:wpaper:202216)
  by Rangan Gupta & Christian Pierdzioch
• Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data (RePEc:pre:wpaper:202217)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks (RePEc:pre:wpaper:202238)
  by Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch
• Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data (RePEc:pre:wpaper:202242)
  by Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch
• Climate Risks and State-Level Stock-Market Realized Volatility (RePEc:pre:wpaper:202246)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment (RePEc:pre:wpaper:202247)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data (RePEc:pre:wpaper:202250)
  by Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch
• Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment (RePEc:pre:wpaper:202303)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Stock Market Volatility and Multi-Scale Positive and Negative Bubbles (RePEc:pre:wpaper:202310)
  by Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch
• Realized Stock-Market Volatility of the United States and the Presidential Approval Rating (RePEc:pre:wpaper:202311)
  by Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden
• Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? (RePEc:pre:wpaper:202316)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 (RePEc:pre:wpaper:202318)
  by Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras
• Realized Stock Market Volatility of the United States: The Role of Employee Sentiment (RePEc:pre:wpaper:202319)
  by Rangan Gupta & Savanah Hall & Christian Pierdzioch
• Financial Stress and Realized Volatility: The Case of Agricultural Commodities (RePEc:pre:wpaper:202320)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Stock Market Bubbles and the Realized Volatility of Oil Price Returns (RePEc:pre:wpaper:202325)
  by Rangan Gupta & Joshua Nielsen & Christian Pierdzioch
• Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa (RePEc:pre:wpaper:202326)
  by Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch
• Forecasting International Financial Stress: The Role of Climate Risks (RePEc:pre:wpaper:202329)
  by Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone
• Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention (RePEc:pre:wpaper:202401)
  by Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? (RePEc:pre:wpaper:202406)
  by Elie Bouri & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? (RePEc:pre:wpaper:202408)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes (RePEc:pre:wpaper:202414)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices (RePEc:pre:wpaper:202423)
  by Rangan Gupta & Christian Pierdzioch
• Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks (RePEc:pre:wpaper:202424)
  by Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch
• Gasoline Prices and Presidential Approval Ratings of the United States (RePEc:pre:wpaper:202427)
  by Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari
• Climate Policy Uncertainty and Financial Stress: Evidence for China (RePEc:pre:wpaper:202428)
  by Rangan Gupta & Qiang Ji & Christian Pierdzioch
• Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments (RePEc:pre:wpaper:202435)
  by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat
• Climate Risks and Real Gold Returns over 750 Years (RePEc:pre:wpaper:202436)
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat
• Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection (RePEc:pre:wpaper:202441)
  by O-Chia Chuang & Rangan Gupta & Christian Pierdzioch
• Forecasting U.S. Housing Starts Under Asymmetric Loss (RePEc:ris:vhsuwp:2012_118)
  by Christian , Pierdzioch & Rülke, Jan-Christoph & Stadtmann, Georg
• Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik (RePEc:ris:vhsuwp:2012_120)
  by Pitsch, Werner & Emrich, Eike & Pierdzioch , Christian
• Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung (RePEc:ris:vhsuwp:2012_122)
  by Flatau, Jens & Emrich, Eike & Pierdzioch, Christian
• A Note on the International Coordination of Anti-Doping Policies (RePEc:ris:vhsuwp:2012_126)
  by Emrich, Eike & Pierdzioch, Christian
• Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie (RePEc:ris:vhsuwp:2013_134)
  by Emrich, Eike & Pierdzioch , Christian & Rullang, Christian
• A Note on the International Coordination of Antidoping Policies (RePEc:sae:jospec:v:16:y:2015:i:3:p:312-321)
  by Eike Emrich & Christian Pierdzioch
• Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle (RePEc:ses:arsjes:2000-iv-3)
  by Jörg Döpke & Christian Pierdzioch
• The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis (RePEc:ses:arsjes:2004-ii-3)
  by Christian Pierdzioch & Georg Stadtmann
• A note on the anti-herding instinct of interest rate forecasters (RePEc:spr:empeco:v:45:y:2013:i:2:p:665-673)
  by Christian Pierdzioch & Jan-Christoph Rülke
• Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy (RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1053-5)
  by Christian Pierdzioch & Marian Risse & Sebastian Rohloff
• Forecasting precious metal returns with multivariate random forests (RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1558-9)
  by Christian Pierdzioch & Marian Risse
• Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5)
  by Rangan Gupta & Christian Pierdzioch
• Rezensionen (RePEc:spr:weltar:v:134:y:1998:i:4:p:741-754)
  by Christian Pierdzioch & Michael Carlberg & Hans-Jürgen Wagener & Katja Gerling & Birgit Sander & Hubert Strauß
• Book reviews (RePEc:spr:weltar:v:136:y:2000:i:3:p:560-571)
  by Claus-Friedrich Laaser & Franco Reither & Holger Görg & Udo Broll & Christian Pierdzioch
• Book reviews (RePEc:spr:weltar:v:137:y:2001:i:3:p:549-560)
  by Michael Stolpe & Pontus Braunerhjelm & Helmut Wagner & Christian Pierdzioch
• Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s (RePEc:spr:weltar:v:139:y:2003:i:4:p:709-729)
  by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
• Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s (RePEc:spr:weltar:v:140:y:2004:i:3:p:709-729)
  by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
• Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data (RePEc:sza:wpaper:wpapers226)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data (RePEc:sza:wpaper:wpapers229)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality (RePEc:sza:wpaper:wpapers231)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Periodically collapsing bubbles in the German stock market, 1876-1913 (RePEc:taf:apeclt:v:17:y:2010:i:9:p:907-908)
  by Christian Pierdzioch
• Why do speculative bubbles gather steam? Some international evidence (RePEc:taf:apeclt:v:19:y:2012:i:11:p:1089-1093)
  by Renatas Kizys & Christian Pierdzioch
• Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate (RePEc:taf:apeclt:v:19:y:2012:i:18:p:1759-1763)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• On the directional accuracy of survey forecasts: the case of gold and silver (RePEc:taf:apeclt:v:20:y:2013:i:12:p:1127-1129)
  by Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph R�lke & Georg Stadtmann
• Joining the international fight against doping (RePEc:taf:apeclt:v:20:y:2013:i:15:p:1379-1382)
  by Eike Emrich & Christian Pierdzioch
• Currency crises, uncertain fundamentals and private-sector forecasts (RePEc:taf:apeclt:v:20:y:2013:i:5:p:489-494)
  by Jan-Christoph Rülke & Christian Pierdzioch
• On the internal consistency of the term structure of forecasts of housing starts (RePEc:taf:apeclt:v:20:y:2013:i:9:p:847-851)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• Forecasting gold-price fluctuations: a real-time boosting approach (RePEc:taf:apeclt:v:22:y:2015:i:1:p:46-50)
  by Christian Pierdzioch & Marian Risse & Sebastian Rohloff
• Gender and generosity in charitable giving: empirical evidence for the German Red Cross (RePEc:taf:apeclt:v:22:y:2015:i:13:p:1041-1045)
  by Eike Emrich & Christian Pierdzioch
• A note on the directional accuracy of interest-rate forecasts (RePEc:taf:apeclt:v:22:y:2015:i:13:p:1073-1077)
  by Christian Pierdzioch
• Sports and (real) business cycles (RePEc:taf:apeclt:v:22:y:2015:i:3:p:233-238)
  by M. Alper Ҫenesiz & Christian Pierdzioch
• A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation (RePEc:taf:apeclt:v:23:y:2016:i:5:p:347-352)
  by Christian Pierdzioch & Marian Risse & Sebastian Rohloff
• Using ROC techniques to measure the effectiveness of foreign exchange market interventions (RePEc:taf:apeclt:v:23:y:2016:i:6:p:389-393)
  by Christian Pierdzioch
• A note on oil price shocks and the forecastability of gold realized volatility (RePEc:taf:apeclt:v:28:y:2021:i:21:p:1889-1897)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
• Business-cycle reports and the efficiency of macroeconomic forecasts for Germany (RePEc:taf:apeclt:v:29:y:2022:i:10:p:867-872)
  by Alexander Foltas & Christian Pierdzioch
• On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts (RePEc:taf:apeclt:v:29:y:2022:i:17:p:1644-1653)
  by Alexander Foltas & Christian Pierdzioch
• Are female skins sold at a lower price? Evidence from the Fortnite game (RePEc:taf:apeclt:v:30:y:2023:i:16:p:2282-2287)
  by Georg Stadtmann & Aynur Dilan Tosun & Christian Pierdzioch
• On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection (RePEc:taf:apeclt:v:31:y:2024:i:18:p:1804-1807)
  by Christian Pierdzioch
• Unknown item RePEc:taf:apfelt:v:3:y:2007:i:3:p:191-195 (article)
• Unknown item RePEc:taf:apfelt:v:3:y:2007:i:6:p:385-389 (article)
• Unknown item RePEc:taf:apfiec:v:23:y:2013:i:13:p:1057-1065 (article)
• Unknown item RePEc:taf:apfiec:v:23:y:2013:i:14:p:1185-1196 (article)
• Unknown item RePEc:taf:apfiec:v:23:y:2013:i:6:p:505-513 (article)
• On the internal consistency of short-term, medium-term and long-term oil price forecasts (RePEc:taf:applec:44:y:2012:i:21:p:2757-2765)
  by Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann
• Oil price forecasting under asymmetric loss (RePEc:taf:applec:45:y:2013:i:17:p:2371-2379)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• Do professional economists' forecasts reflect Okun's law? Some evidence for the G7 countries (RePEc:taf:applec:v:43:y:2011:i:11:p:1365-1373)
  by Christian Pierdzioch & Jan-Christoph Rulke & Georg Stadtmann
• On the internal consistency of short-term, medium-term and long-term oil price forecasts (RePEc:taf:applec:v:44:y:2012:i:21:p:2757-2765)
  by Jan Christoph Ruelke & Christian Pierdzioch & Georg Stadtmann
• Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross (RePEc:taf:applec:v:47:y:2015:i:40:p:4247-4259)
  by Eike Emrich & Christian Pierdzioch
• Sources of Predictability of European Stock Markets for High-technology Firms (RePEc:taf:eurjfi:v:13:y:2007:i:1:p:1-27)
  by Christian Pierdzioch & Andrea Schertler
• Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 (RePEc:taf:eurjfi:v:18:y:2012:i:1:p:29-39)
  by Torben W. Hendricks & Bernd Kempa & Christian Pierdzioch
• Skewed exchange-rate forecasts (RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1161-1175)
  by Christian Pierdzioch & Georg Stadtmann
• Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries (RePEc:taf:eurjfi:v:24:y:2018:i:4:p:333-346)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar
• Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss (RePEc:taf:eurjfi:v:27:y:2021:i:16:p:1626-1644)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• On the Internal Consistency of Stock Market Forecasts (RePEc:taf:hbhfxx:v:15:y:2014:i:4:p:351-359)
  by Christian Pierdzioch & Jan-Christoph Rülke
• Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning (RePEc:taf:hbhfxx:v:24:y:2023:i:1:p:111-122)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Non-Separable Consumption-Labor Choice And The International Transmission Of Monetary Policy Shocks: A Note (RePEc:taf:intecj:v:17:y:2001:i:2:p:55-64)
  by Christian Pierdzioch
• Households' Preferences and Exchange Rate Overshooting (RePEc:taf:intecj:v:21:y:2007:i:2:p:297-316)
  by Christian Pierdzioch
• On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? (RePEc:taf:intecj:v:27:y:2013:i:3:p:415-440)
  by Christian Pierdzioch & Renatas Kizys
• A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? (RePEc:taf:intecj:v:28:y:2013:i:2:p:333-343)
  by Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph R�lke & Georg Stadtmann
• On the directional accuracy of inflation forecasts: evidence from South African survey data (RePEc:taf:japsta:v:45:y:2018:i:5:p:884-900)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis (RePEc:taf:japsta:v:47:y:2020:i:4:p:698-723)
  by Christoph Behrens & Christian Pierdzioch & Marian Risse
• Stock returns, exchange rate movements and central bank interventions (RePEc:taf:raflxx:v:3:y:2007:i:3:p:191-195)
  by Daniel Hartmann & Christian Pierdzioch
• Time-varying nonlinear exchange rate exposure (RePEc:taf:raflxx:v:3:y:2007:i:6:p:385-389)
  by Renatas Kizys & Christian Pierdzioch
• Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests (RePEc:taf:tjorxx:v:73:y:2022:i:8:p:1755-1767)
  by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• New Evidence of Anti-Herding of Oil-Price Forecasters (RePEc:whu:wpaper:10-04)
  by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann
• On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts (RePEc:whu:wpaper:11-02)
  by Christian Pierdzioch & JanChristoph Rülke & Georg Stadtmann
• A machine‐learning analysis of the rationality of aggregate stock market forecasts (RePEc:wly:ijfiec:v:23:y:2018:i:4:p:642-654)
  by Christian Pierdzioch & Marian Risse
• A test of the joint efficiency of macroeconomic forecasts using multivariate random forests (RePEc:wly:jforec:v:37:y:2018:i:5:p:560-572)
  by Christoph Behrens & Christian Pierdzioch & Marian Risse
• Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis (RePEc:wly:jforec:v:41:y:2022:i:2:p:303-315)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning (RePEc:wly:jforec:v:41:y:2022:i:6:p:1049-1064)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach (RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801)
  by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch
• Business applications and state‐level stock market realized volatility: A forecasting experiment (RePEc:wly:jforec:v:43:y:2024:i:2:p:456-472)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? (RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s (RePEc:wly:revfec:v:13:y:2004:i:3:p:231-243)
  by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
• On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns (RePEc:wsi:afexxx:v:18:y:2023:i:01:n:s2010495222410019)
  by Christian Pierdzioch & Sebastian Rohloff & Roland Von Campe
• Real-time macroeconomic data and ex ante predictability of stock returns (RePEc:zbw:bubdp1:4247)
  by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian
• Real-time forecasting and political stock market anomalies: evidence for the U.S (RePEc:zbw:bubdp1:4723)
  by Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian
• Forecasting stock market volatility with macroeconomic variables in real time (RePEc:zbw:bubdp2:4357)
  by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian
• The interventions of the European Central Bank: Effects, effectiveness, and policy implications (RePEc:zbw:dbrrns:012)
  by Frenkel, Michael & Stadtmann, Georg & Pierdzioch, Christian
• Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie (RePEc:zbw:eissch:1)
  by Emrich, Eike & Pierdzioch, Christian
• Falsches Spiel im Sport: Analysen zu Wettbewerbsverzerrungen (RePEc:zbw:eissch:10)
  by None
• Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft (RePEc:zbw:eissch:2)
  by Emrich, Eike & Pierdzioch, Christian
• Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung
  [Hooliganism and interventions against football hooliganism: Empirical analysis and (RePEc:zbw:eiswps:1)
  by Anthonj, Pierre & Emrich, Eike & Pierdzioch, Christian
• Die "Marke" Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral (RePEc:zbw:eiswps:11)
  by Emrich, Eike & Pierdzioch, Christian & Pitsch, Werner
• Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld (RePEc:zbw:eiswps:13)
  by Emrich, Eike & Pierdzioch, Christian
• Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply (RePEc:zbw:eiswps:14)
  by Emrich, Eike & Pierdzioch, Christian
• Volunteering, match quality, and internet use (RePEc:zbw:eiswps:15)
  by Emrich, Eike & Pierdzioch, Christian
• For the love of football? Using economic models of volunteering to study the motives of German football referees (RePEc:zbw:eiswps:16)
  by Emrich, Eike & Pierdzioch, Christian & Rullang, Christian
• Why do referees end their careers and which factors determine the duration of a referee's career? (RePEc:zbw:eiswps:19)
  by Rullang, Christian & Emrich, Eike & Pierdzioch, Christian
• Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen (RePEc:zbw:eiswps:2)
  by Flatau, Jens & Emrich, Eike & Pierdzioch, Christian
• Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs (RePEc:zbw:eiswps:21)
  by Behrens, Christoph & Emrich, Eike & Hämmerle, Martin & Pierdzioch, Christian
• Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft (RePEc:zbw:eiswps:3)
  by Dessauer, Benedict & Emrich, Eike & Klein, Markus & Pierdzioch, Christian
• The influence of performance parameters on market value (RePEc:zbw:eiswps:30)
  by Frenger, Monika & Emrich, Eike & Geber, Sebastian & Follert, Florian & Pierdzioch, Christian
• German sports clubs' recruitment of executive board members (RePEc:zbw:eiswps:31)
  by Emrich, Eike & Frenger, Monika & Gassmann, Freya & Hämmerle, Martin & Pierdzioch, Christian
• Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes (RePEc:zbw:eiswps:5)
  by Pierdzioch, Christian & Emrich, Eike
• Zivilgesellschaftliches Engagement im Lebenszyklus (RePEc:zbw:eiswps:6)
  by Pierdzioch, Christian & Emrich, Eike
• Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung (RePEc:zbw:eiswps:8)
  by Hämmerle, Martin & Rullang, Christian & Pierdzioch, Christian & Emrich, Eike
• Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern (RePEc:zbw:euvwdp:287)
  by Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg
• Krieg der Währungen (RePEc:zbw:euvwdp:298)
  by Pierdzioch, Christian & Stadtmann, Georg
• Wojna walutowa (RePEc:zbw:euvwdp:301)
  by Kowalewski, Oskar & Pierdzioch, Christian & Stadtmann, Georg
• Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg (RePEc:zbw:euvwdp:306)
  by Decker, Philipp & Pierdzioch, Christian & Stadtmann, Georg
• Oil price forecasting under asymmetric loss (RePEc:zbw:euvwdp:314)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• House price forecasts in times of crisis: Do forecasters herd? (RePEc:zbw:euvwdp:318)
  by Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg
• Housing starts in Canada, Japan, and the United States: Do forecasters herd? (RePEc:zbw:euvwdp:320)
  by Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg
• A note on forecasting emerging market exchange rates: Evidence of anti-herding (RePEc:zbw:euvwdp:324)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• Forecasting metal prices: Do forecasters herd? (RePEc:zbw:euvwdp:325)
  by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
• Auswirkungen einer Importsteuer in den USA - Wer zahlt für die "Mauer"? (RePEc:zbw:euvwdp:395)
  by Pierdzioch, Christian & Stadtmann, Georg
• Wer "verdient" was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap (RePEc:zbw:euvwdp:408)
  by Pierdzioch, Christian & Stadtmann, Georg
• The LoP game: BigMac versus Fortnite (RePEc:zbw:euvwdp:417)
  by Pierdzioch, Christian & Schöber, Timo & Stadtmann, Georg
• Are female skins sold for a lower price? Evidence from the Fortnite game (RePEc:zbw:euvwdp:420)
  by Stadtmann, Georg & Tosun, Aynur Dilan & Pierdzioch, Christian
• Law of one price: BigMac versus Fortnite - A note (RePEc:zbw:euvwdp:421)
  by Pierdzioch, Christian & Schöber, Timo & Stadtmann, Georg
• Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market (RePEc:zbw:fmpwps:11)
  by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph
• Heteroeneous forecasters and nonlinear expectation formation in US stock market (RePEc:zbw:fmpwps:29)
  by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph
• Taxing short-term capital flows - An option for transition economies? (RePEc:zbw:ifwkdp:321)
  by Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian
• Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? (RePEc:zbw:ifwkdp:381)
  by Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian
• Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany (RePEc:zbw:ifwkwp:1059)
  by Döpke, Jörg & Pierdzioch, Christian
• Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank (RePEc:zbw:ifwkwp:1089)
  by Pierdzioch, Christian & Kamps, Christophe
• Monetary Policy Rules and Oil Price Shocks (RePEc:zbw:ifwkwp:1090)
  by Pierdzioch, Christian & Kamps, Christophe
• The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan (RePEc:zbw:ifwkwp:1108)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• Exchange Rate Expectations Redux and Monetary Policy (RePEc:zbw:ifwkwp:1109)
  by Pierdzioch, Christian
• Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies (RePEc:zbw:ifwkwp:1110)
  by Pierdzioch, Christian
• Financial Market Integration and Business Cycle Volatility in a Monetary Union (RePEc:zbw:ifwkwp:1115)
  by Pierdzioch, Christian
• Financial Openness and Business Cycle Volatility (RePEc:zbw:ifwkwp:1121)
  by Pierdzioch, Christian & Döpke, Jörg & Buch, Claudia M.
• Business Cycle Volatility in Germany (RePEc:zbw:ifwkwp:1129)
  by Buch, Claudia M. & Doepke, Joerg & Pierdzioch, Christian
• Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence (RePEc:zbw:ifwkwp:1131)
  by Pierdzioch, Christian & Doepke, Joerg & Buch, Claudia M.
• Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates (RePEc:zbw:ifwkwp:1140)
  by Pierdzioch, Christian
• Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies (RePEc:zbw:ifwkwp:1141)
  by Pierdzioch, Christian
• The effectiveness of the interventions of the Swiss National Bank: an event-study analysis (RePEc:zbw:ifwkwp:1160)
  by Pierdzioch, Christian & Stadtmann, Georg
• The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility (RePEc:zbw:ifwkwp:1161)
  by Buch, Claudia M. & Pierdzioch, Christian
• Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies (RePEc:zbw:ifwkwp:1164)
  by Pierdzioch, Christian
• The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility (RePEc:zbw:ifwkwp:1165)
  by Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg
• Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies (RePEc:zbw:ifwkwp:1166)
  by Pierdzioch, Christian
• Business Cycle Fluctuations and International Financial Integration (RePEc:zbw:ifwkwp:1197)
  by Kizys, Renatas & Pierdzioch, Christian
• On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World (RePEc:zbw:ifwkwp:1198)
  by Pierdzioch, Christian & Yener, Serkan
• Productivity Shocks and Delayed Exchange-Rate Overshooting (RePEc:zbw:ifwkwp:1199)
  by Pierdzioch, Christian
• Politics and the Stock Market: Evidence from Germany (RePEc:zbw:ifwkwp:1203)
  by Pierdzioch, Christian & Döpke, Jörg
• Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 (RePEc:zbw:ifwkwp:1213)
  by Pierdzioch, Christian
• On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy (RePEc:zbw:ifwkwp:1214)
  by Pierdzioch, Christian & Yener, Serkan
• Sources of Predictability of European Stock Markets for High-Technology Firms (RePEc:zbw:ifwkwp:1235)
  by Pierdzioch, Christian & Schertler, Andrea
• Underpricing and Index Excess Returns (RePEc:zbw:ifwkwp:1259)
  by Nippel, Peter & Pierdzioch, Christian & Schertler, Andrea
• Investing in European Stock Markets for High-Technology Firms (RePEc:zbw:ifwkwp:1265)
  by Pierdzioch, Christian & Schertler, Andrea
• Heterogeneous forecasters and nonlinear expectation formation in the US stock market (RePEc:zbw:ifwkwp:1947)
  by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph
• Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey (RePEc:zbw:ifwkwp:1947r)
  by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph
• Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm (RePEc:zbw:ifwkwp:847)
  by Pierdzioch, Christian
• The value of waiting: Russia's integration into the international capital markets (RePEc:zbw:ifwkwp:860)
  by Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian
• Brokers and business cycles: Does financial market volatility cause real fluctuations? (RePEc:zbw:ifwkwp:899)
  by Döpke, Jörg & Pierdzioch, Christian
• Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung (RePEc:zbw:ifwkwp:911)
  by Pierdzioch, Christian & Stadtmann, Georg
• Financial market volatility and inflation uncertainty: An empirical investigation (RePEc:zbw:ifwkwp:913)
  by Döpke, Jörg & Pierdzioch, Christian
• What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions (RePEc:zbw:ifwkwp:955)
  by Döpke, Jörg & Pierdzioch, Christian
• Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle (RePEc:zbw:ifwkwp:966)
  by Döpke, Jörg & Pierdzioch, Christian
• Noise Traders? Trigger Rates, FX Options, and Smiles (RePEc:zbw:ifwkwp:970)
  by Pierdzioch, Christian
• The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis (RePEc:zbw:ifwkwp:971)
  by Pierdzioch, Christian
• On the efficiency of German growth forecasts: An empirical analysis using quantile random forests (RePEc:zbw:pp1859:21)
  by Foltas, Alexander & Pierdzioch, Christian
• Business-cycle reports and the efficiency of macroeconomic forecasts for Germany (RePEc:zbw:pp1859:22)
  by Foltas, Alexander & Pierdzioch, Christian
• Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence (RePEc:zbw:vfsc14:100317)
  by Rülke, Jan-Christoph & Pierdzioch, Christian
• Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy (RePEc:zbw:vfsc14:100429)
  by Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian
• Nonlinear Expectation Formation in the U.S. Stock Market (RePEc:zbw:vfsc15:113210)
  by Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph
• Globalisierung und Konjunkturzyklen (RePEc:zbw:wirtdi:42315)
  by Buch, Claudia M. & Döpke, Jörg & Pierdzioch, Christian