Thomas Walther
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Thomas |
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Walther |
Identifer
Contact
Affiliations
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Universiteit Utrecht
/ School of Economics
Research profile
author of:
- Environmental Hazards And Risk Management In The Financial Sector: A Systematic Literature Review (RePEc:bla:jecsur:v:35:y:2021:i:2:p:512-538)
by Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther - Relative Investor Sentiment Measurement (RePEc:cpr:ceprdp:17370)
by Gao, Xiang & Koedijk, Kees & Walther, Thomas & Wang, Zhan - Contingent convertible bonds and their impact on risk-taking of managers (RePEc:cud:journl:v:38:y:2015:i:106:p:54-64)
by Thomas Walther & Tony Klein - Oil price volatility forecast with mixture memory GARCH (RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58)
by Klein, Tony & Walther, Thomas - Reviewing the oil price–GDP growth relationship: A replication study (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262)
by Charfeddine, Lanouar & Klein, Tony & Walther, Thomas - Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (RePEc:eee:finana:v:59:y:2018:i:c:p:105-116)
by Klein, Tony & Pham Thu, Hien & Walther, Thomas - Fast fractional differencing in modeling long memory of conditional variance for high-frequency data (RePEc:eee:finlet:v:22:y:2017:i:c:p:274-279)
by Klein, Tony & Walther, Thomas - Can Bitcoin Investors Profit from Predictions by Crypto Experts? (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003081)
by Gerritsen, Dirk F. & Lugtigheid, Rick A.C. & Walther, Thomas - Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting (RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446)
by Walther, Thomas & Klein, Tony & Bouri, Elie - Forecasting realized volatility of agricultural commodities (RePEc:eee:intfor:v:38:y:2022:i:1:p:74-96)
by Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas - True or spurious long memory in European non-EMU currencies (RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230)
by Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof - Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH (RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:18-:d:139768)
by Paul Bui Quang & Tony Klein & Nam H. Nguyen & Thomas Walther - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Economic drivers of volatility and correlation in precious metal markets (RePEc:hal:wpaper:halshs-03672469)
by Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (RePEc:ipg:wpaper:2020-009)
by Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther - Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue (RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y)
by Toan Luu Duc Huynh & Thomas Walther & Sebastian Utz - Empirical analysis of the illiquidity premia of German real estate securities (RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00398-0)
by Thomas Paul & Thomas Walther & André Küster-Simic - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (RePEc:pra:mprapa:101763)
by Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas - Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (RePEc:pra:mprapa:103870)
by Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas - Modeling and forecasting commodity market volatility with long-term economic and financial variables (RePEc:pra:mprapa:84464)
by Nguyen, Duc Khuong & Walther, Thomas - Forecasting Realized Volatility of Agricultural Commodities (RePEc:pra:mprapa:96267)
by Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (RePEc:use:tkiwps:2002)
by Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther - Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance (RePEc:usg:sfwpfi:2018:12)
by Thomas Walther & Tony Klein & Hien Pham Thu - Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting (RePEc:usg:sfwpfi:2018:15)
by Thomas Walther & Tony Klein - Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? (RePEc:usg:sfwpfi:2018:16)
by Thomas Walther & Lanouar Charfeddine & Tony Klein - Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables (RePEc:usg:sfwpfi:2018:24)
by Thomas Walther & Duc Khuong Nguyen - Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review (RePEc:usg:sfwpfi:2019:10)
by Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther - Modeling and forecasting commodity market volatility with long‐term economic and financial variables (RePEc:wly:jforec:v:39:y:2020:i:2:p:126-142)
by Duc Khuong Nguyen & Thomas Walther - Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge (RePEc:wsi:wsbook:q0351)
by None - Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach (RePEc:wsi:wschap:9781800611917_0020)
by Tony Klein & Thomas Walther - Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance (RePEc:zbw:irtgdp:2018015)
by Klein, Tony & Thu, Hien Pham & Walther, Thomas