Publications
| Title | Year | Publication type | Author(s) |
|---|---|---|---|
Retrieval Practice in Higher Education: Causality and Content Transfer Effects in a Gateway Math Course | 2026 | Journal article (peer-reviewed) | Jakob Schwerter, Fani Lauermann, Thomas Dimpfl, Matthew L. Bernacki |
Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty | 2025 | Journal article (peer-reviewed) | Efe C. Cagli, Thomas Dimpfl |
A Safe Haven Index | 2025 | Journal article (peer-reviewed) | Thomas Dimpfl, Dirk G. Baur, Javier Pena |
Nonstandard Errors | 2024 | Journal article (peer-reviewed) | Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Thomas Dimpfl et al. |
Cut your losses and let your profits run | 2023 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
Information shares for markets with partially overlapping trading hours | 2023 | Journal article (peer-reviewed) | Karsten Schweikert, Thomas Dimpfl |
Attention and Retail Investor Herding in Cryptocurrency Markets | 2023 | Journal article (peer-reviewed) | Sophia Koch, Thomas Dimpfl |
| Future portfolio returns and the VIX term structure Journal of Risk, Volume 24 (5) | 2022 | Journal article (peer-reviewed) | David Yechiam Aharon, Thomas Dimpfl |
| Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany's first wave The Econometrics Journal, Volume 25 (2) | 2022 | Journal article (peer-reviewed) | Thomas Dimpfl, Jantje Sönksen, Ingo Bechmann, Joachim Grammig |
Benefits of additional online practice opportunities in higher education | 2022 | Journal article (peer-reviewed) | Jakob Schwerter, Thomas Dimpfl, Johannes Bleher, Kou Murayama |
Knitting Multi-Annual High Frequency Google Trends to Predict Inflation and Consumption Econometrics and Statistics, Volume 24 | 2022 | Journal article (peer-reviewed) | Johannes Bleher, Thomas Dimpfl |
| Volatility Discovery in Cryptocurrency Markets Journal of Risk Finance, Volume 22 (5) | 2021 | Journal article (peer-reviewed) | Thomas Dimpfl, Dalia Elshiaty |
| Price Discovery and Learning during the German 5G Auction Journal of Risk and Financial Management, Volume 14 (6) | 2021 | Journal article (peer-reviewed) | Thomas Dimpfl, Alexander Reining |
| Computergestützte Methodenkompetenzvermittlung für Studienanfänger in den wirtschaftswissenschaftlichen Studiengängen Tübinger Beiträge zur Hochschuldidaktik | 2021 | Monograph | Johannes Bleher, Thomas Dimpfl |
| The Volatility of Bitcoin and its Role as a Medium of Exchange and a Store of Value Empirical Economics, 61: 2663-2683 | 2021 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
Nothing but noise? Price discovery across cryptocurrency exchanges | 2021 | Journal article (peer-reviewed) | Thomas Dimpfl, Franziska J. Peter |
| Bitcoin Price Risk - A Durations Perspective Journal of Risk and Financial Management, Volume 13 Data and code | 2020 | Journal article (peer-reviewed) | Thomas Dimpfl, Stefania Odelli |
| RTransferEntropy - Quantifying information flow between different time series using effective transfer entropy SoftwareX, Volume 10 Data and code | 2019 | Journal article (peer-reviewed) | Simon Behrendt, Thomas Dimpfl, Franziska J. Peter and David V. Zimmernann |
| Price discovery on Bitcoin markets Digital Finance, Volume 1 | 2019 | Journal article (peer-reviewed) | Thomas Dimpfl, Paolo Pagnottoni |
| A Quantile Regression Approach to Estimate the Variance of Financial Returns Journal of Financial Econometrics, Volume 17 (4) | 2019 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
| How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach Computational Economics, Volume 54 (2) | 2019 | Journal article (peer-reviewed) | Thomas Dimpfl, Tobias Langen |
Price discovery in bitcoin spot or future? | 2019 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
| Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume International Review of Financial Analysis, Volume 63 | 2019 | Journal article (peer-reviewed) | Johannes Bleher, Thomas Dimpfl |
| Think Again: Volatility Asymmetry and Volatility Persistence Studies in Nonlinear Dynamics and Econometrics, Volume 23 (1) | 2019 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
| Investor Pessimism and the German Stock Market: Exploring Google Search Queries German Economic Review, Volume 20 (1) | 2019 | Journal article (peer-reviewed) | Thomas Dimpfl, Vladislav Kleiman |
| Group Transfer Entropy with an application to cryptocurrencies Physica A, Volume 516 | 2019 | Journal article (peer-reviewed) | Thomas Dimpfl, Franziska J. Peter |
| The Asymmetric Return - Volatility Relationship of Commodity Prices Energy Economics, Volume 76 | 2018 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
| Asymmetric Volatility in Cryptocurrencies Economics Letters, Volume 173 | 2018 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
| Analyzing Volatility Transmission Using Group Transfer Entropy Energy Economics, Volume 7 | 2018 | Journal article (peer-reviewed) | Thomas Dimpfl, Franziska J. Peter |
| Bitcoin, Gold and the US Dollar - A Replication and Extension Finance Research Letters, Volume 25 | 2018 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl, Konstantin Kuck |
| Price discovery in agricultural commodity markets in the presence of futures speculation Journal of Commodity Markets, Volume 5 | 2017 | Journal article (peer-reviewed) | Thomas Dimpfl, Michael Flad, Robert C. Jung |
| Googling Gold and Mining Bad News Resources Policy, Volume 5 | 2016 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl |
| Labor income risk and households' risky asset holdings Studies in Economics and Finance, Volume 33 (2) | 2016 | Journal article (peer-reviewed) | Gideon Becker, Thomas Dimpfl |
| Price discovery in the markets for credit risk: A Markov switching approach Studies in Nonlinear Dynamics and Econometrics, Volume 20 (3) | 2016 | Journal article (peer-reviewed) | Thomas Dimpfl, Franziska J. Peter |
Can Internet Search Queries Help to Predict Stock Market Volatility? European Financial Management, Volume 22 (2) | 2016 | Journal article (peer-reviewed) | Thomas Dimpfl, Stephan Jank |
The impact of the financial crisis on transatlantic information flows: an intraday analysis | 2014 | Journal article (peer-reviewed) | Thomas Dimpfl, Franziska J. Peter |
A Note on Cointegration of International Stock Market Indice | 2014 | Journal article (peer-reviewed) | Thomas Dimpfl |
| Using transfer entropy to measure information ows between fi nancial market Studies in Nonlinear Dynamics & Econometrics, Volume 17(1) Data and code | 2013 | Journal article (peer-reviewed) | Thomas Dimpfl, Franziska J. Peter |
Stock Return Autocorrelations Revisited: A Quantile Regression Approach | 2012 | Journal article (peer-reviewed) | Dirk G. Baur, Thomas Dimpfl, Robert. C. Jung |
Financial Market Spillovers around the Globe | 2012 | Journal article (peer-reviewed) | Thomas Dimpfl, Robert C. Jung |
The impact of US News on the German Stock Market - An Event Study Analysis
| 2011 | Journal article (peer-reviewed) | Thomas Dimpfl |