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Thomas Dimpfl
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Bitcoin, gold and the US dollar–A replication and extension
DG Baur, T Dimpfl, K Kuck
Finance research letters 25, 103-110, 2018
4532018
Can internet search queries help to predict stock market volatility?
T Dimpfl, S Jank
European Financial Management 22 (2), 171-192, 2011
391*2011
Asymmetric volatility in cryptocurrencies
DG Baur, T Dimpfl
Economics Letters 173, 148-151, 2018
2172018
Using transfer entropy to measure information flows between financial markets
T Dimpfl, FJ Peter
Studies in Nonlinear Dynamics & Econometrics 17 (1), 85-102, 2013
1902013
Stock return autocorrelations revisited: A quantile regression approach
DG Baur, T Dimpfl, RC Jung
Journal of Empirical Finance 19 (2), 254-265, 2012
1732012
RTransferEntropy—Quantifying information flow between different time series using effective transfer entropy
S Behrendt, T Dimpfl, FJ Peter, DJ Zimmermann
SoftwareX 10, 100265, 2019
1022019
Price discovery in bitcoin spot or futures?
DG Baur, T Dimpfl
Journal of Futures Markets 39 (7), 803-817, 2019
982019
The impact of the financial crisis on transatlantic information flows: An intraday analysis
T Dimpfl, FJ Peter
Journal of International Financial Markets, Institutions and Money 31, 1-13, 2014
912014
The volatility of Bitcoin and its role as a medium of exchange and a store of value
DG Baur, T Dimpfl
Empirical Economics 61 (5), 2663-2683, 2021
782021
Price discovery in agricultural commodity markets in the presence of futures speculation
T Dimpfl, M Flad, RC Jung
Journal of Commodity Markets 5, 50-62, 2017
722017
Financial market spillovers around the globe
T Dimpfl, RC Jung
Applied Financial Economics 22 (1), 45-57, 2012
572012
Price discovery on Bitcoin markets
P Pagnottoni, T Dimpfl
Digital Finance 1 (1), 139-161, 2019
502019
The impact of US news on the German stock market—An event study analysis
T Dimpfl
The Quarterly Review of Economics and Finance 51 (4), 389-398, 2011
482011
Today I got a million, tomorrow, I don't know: on the predictability of cryptocurrencies by means of Google search volume
J Bleher, T Dimpfl
International Review of Financial Analysis 63, 147-159, 2019
432019
Realized bitcoin volatility
DG Baur, T Dimpfl
SSRN 2949754, 1-26, 2017
422017
The asymmetric return-volatility relationship of commodity prices
DG Baur, T Dimpfl
Energy Economics 76, 378-387, 2018
402018
Analyzing volatility transmission using group transfer entropy
T Dimpfl, FJ Peter
Energy Economics 75, 368-376, 2018
372018
Investor pessimism and the German stock market: Exploring Google search queries
T Dimpfl, V Kleiman
German Economic Review 20 (1), 1-28, 2019
322019
Nothing but noise? Price discovery across cryptocurrency exchanges
T Dimpfl, FJ Peter
Journal of Financial Markets 54, 100584, 2021
312021
Googling Gold and Mining Bad News
DG Baur, T Dimpfl
Resources Policy 50, 306-311, 2016
282016
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