0 works0 citations0 h-index

Christian Pierdzioch

Helmut Schmidt University(DE)

Publications by Year

Research Areas

Monetary Policy and Economic Impact, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Global Financial Crisis and Policies

Most-Cited Works

→ Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test(2016)314 cited
→ Financial openness and business cycle volatility(2005)154 cited
→ Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss(2020)148 cited
→ Forecasting realized gold volatility: Is there a role of geopolitical risks?(2019)124 cited
→ Predicting recessions with boosted regression trees(2017)117 cited
→ Infectious Diseases, Market Uncertainty and Oil Market Volatility(2020)114 cited
→ The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility

(2004)

104 cited

→ Politics and the stock market: Evidence from Germany(2006)90 cited

→ On the efficiency of the gold market: Results of a real-time forecasting approach(2014)90 cited

→ Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries(2016)90 cited