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Baur, Dirk G.


 SSRN Author Rank: 1,056 by Downloads
 

University of Technology Sydney (UTS) - School of Finance and Economics


 Haymarket
 Sydney, NSW 2007
 Australia
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. Baur, Dirk G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,240
Total
Citations
113
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Lucey, Brian M.
Trinity College, Dublin - School of Business
Posted:
19 Dec 06
Last Revised:
15 Apr 10
3,044
(1,660)
28

2.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
McDermott, Thomas K. J.
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Posted:
08 Dec 09
973
(11,770)
19

3.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
23 Jan 12
Last Revised:
09 Oct 12
919
(12,840)
 

4.  
The Effect of Credit Risk Transfer on Financial Stability | Show Abstract | Download |
EUR Working Paper No. 21521 EN
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Joossens, Elisabeth
Joint Research Centre
Posted:
08 Feb 06
799
(15,932)
4

5.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
22 Dec 09
Last Revised:
04 Apr 11
714
(18,719)
5

6.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Lehmann, Sibylle
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods
Posted:
18 Apr 07
Last Revised:
20 Aug 08
544
(27,485)
4

7.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
McKeating, Conor
Dublin City University
Posted:
27 Jan 09
Last Revised:
02 Feb 09
525
(28,681)
1

8.  
What is Co-movement? | Show Abstract | Download |
EUR Working Paper No. 20759 EN
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
01 Aug 04
511
(29,769)
2

9.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Lucey, Brian M.
Trinity College, Dublin - School of Business
Posted:
02 Mar 06
Last Revised:
14 Jul 09
501
(30,575)
8

10.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
23 Mar 06
436
(36,572)
1

11.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
25 Feb 03
403
(40,334)
1

12.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Glover, Kristoffer J.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
25 Oct 12
388
(42,254)
 

13.  
The Risk of Beta – Investor Learning and Prospect Theory | Show Abstract | Download |
Finance and Corporate Governance Conference 2010 Paper
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Schulze, Niels
Deutsche Bundesbank - Financial Stability Department
Posted:
15 Jan 10
Last Revised:
14 Mar 10
377
(43,761)
 

14.  
Coexceedances in Financial Markets - A Quantile Regression Analysis of Contagion | Show Abstract | Download |
University of Tuebingen Economics Discussion Paper No. 253
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Schulze, Niels
Deutsche Bundesbank - Financial Stability Department
Posted:
17 Nov 03
348
(48,139)
9

15.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
25 Jul 13
Last Revised:
05 Aug 13
347
(48,297)
 

16.  
Stock Return Autocorrelations Revisited: A Quantile Regression Approach | Show Abstract | Download |
Journal of Empirical Finance, Vol. 19, Issue 2, pp. 251-265, March 2012
Accepted Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Dimpfl, Thomas
University of Tuebingen - Department of Statistics and Econometrics
Jung, Robert
University of Hohenheim - Institute of Economics
Posted:
20 Dec 11
Last Revised:
09 Oct 12
341
(49,314)
1

17.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Cariboni, Jessica
Catholic University of Leuven - Joint Research Centre
Campolongo, Francesca
Europoean Commission - Joint Reserach Centre
Posted:
03 Jan 05
282
(61,631)
 

18.  
Financial Stability and Extreme Market Conditions | Show Abstract | Download |
European Communities Working Paper No. 22174
Working Paper Series
Schulze, Niels
Deutsche Bundesbank - Financial Stability Department
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
01 Jun 06
281
(61,892)
 

19.  
Stock-Bond Co-Movements and Cross-Country Linkages | Show Abstract | Download |
IIIS Discussion Paper No. 216
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
05 Apr 07
Last Revised:
08 Apr 09
271
(64,446)
3

20.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
01 Apr 13
263
(66,596)
 

21.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Glover, Kristoffer J.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
24 Dec 11
240
(73,367)
1

22.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
McDermott, Thomas K. J.
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Posted:
14 Feb 12
Last Revised:
12 May 13
236
(74,663)
2

23.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
29 Aug 08
218
(81,110)
 

24.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Miyakawa, Isaac
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
03 Feb 14
Last Revised:
20 Feb 14
198
(89,416)
 

25.  
Is the Price of Gold Manipulated? | Show Abstract | Download |
FIRN Research Paper
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
17 Sep 13
Last Revised:
17 Apr 14
198
(89,416)
 

26.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Glover, Kristoffer J.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
07 Sep 12
197
(89,848)
1

27.   Incl. Electronic Paper
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
18 Aug 10
Last Revised:
03 Dec 10
184
(95,900)
3

28.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
20 Sep 10
177
(99,369)
3

29.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Fry, Renee
Australian National University (ANU) - Department of Economics
Posted:
23 Jan 06
Last Revised:
25 Jan 09
169
(103,692)
2

30.  
Schnabl, Gunther
University of Leipzig - Institute for Economic Policy
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
17 Jun 05
166
(105,421)
8

31.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Tran, Duy Tien
University of Western Australia - UWA Business School
Posted:
06 Mar 12
Last Revised:
15 Mar 13
165
(106,020)
 

32.  
O'Donnell, Dan J.
affiliation not provided to SSRN
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
21 Aug 08
126
(133,530)
 

33.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Dimpfl, Thomas
University of Tuebingen - Department of Statistics and Econometrics
Posted:
10 Jul 12
109
(148,890)
 

34.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
27 Feb 12
Last Revised:
07 May 14
108
(149,884)
 

35.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
04 Apr 11
101
(157,182)
1

36.  
Multivariate Market Association and Its Extremes | Show Abstract | Download |
Technical EUR Report No. 20701 EN
Working Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
27 Aug 03
89
(171,201)
3

37.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Löffler, Gunter
University of Ulm - Department of Mathematics and Economics
Posted:
05 Jun 13
Last Revised:
24 Jul 13
77
(187,153)
 

38.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
McKeating, Conor
Dublin City University
Posted:
21 Aug 08
65
(205,952)
 

39.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Miyakawa, Isaac
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
14 Jun 13
Last Revised:
07 Aug 13
60
(214,556)
 

40.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Miyakawa, Isaac
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
16 Mar 13
57
(220,108)
 

41.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
07 Jul 14
20
(320,990)
 

42.  
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Miyakawa, Isaac
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
03 Jul 14
13
(350,441)
3

43.  
Return and Volatility Linkages between the US and the German Stock Market | Show Abstract |
Journal of International Money and Finance, Vol. 25, No. 4 , pp. 598-613 , June 2006
Accepted Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Jung, Robert
University of Hohenheim - Institute of Economics
Posted:
15 Jun 06
 

44.  
Testing for Contagion - Mean and Volatility Contagion | Show Abstract |
Journal of Multinational Financial Management, Vol. 13, Nos. 4-5 , pp. 405-422, December 2003
Accepted Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
14 Jun 06
 

45.  
Modelling the Effects of Meteorological Variables on Ozone Concentration - A Quantile Regression Approach | Show Abstract |
Atmospheric Environment, Vol. 38, No. 28, pp. 4689-4699, 2004
Accepted Paper Series
Baur, Dirk G.
University of Technology Sydney (UTS) - School of Finance and Economics
Saisana, Michaela
Joint Research Centre, Italy
Schulze, Niels
Deutsche Bundesbank - Financial Stability Department
Posted:
27 Jan 05
 


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