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Baur, Dirk G.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
12,288 |
Total
Citations
99 |
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1.
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Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Lucey, Brian M.
Trinity College, Dublin - School of Business
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Posted:
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19 Dec 06
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Last Revised:
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15 Apr 10
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2,794
(1,548)
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26
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Lucey, Brian M.
Trinity College, Dublin - School of Business
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2
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Lucey, Brian M.
Trinity College, Dublin - School of Business
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19 Dec 06
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Last Revised:
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14 Jul 09
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2,792
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safe haven, hedge, hedging, gold, portfolio, stock market, bond market, stock-bond relationship
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2.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Joossens, Elisabeth
Joint Research Centre
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767
(14,015)
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4
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CDOs, CDS, Systemic risk, financial stability, securitization, economic capital
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3.
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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
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749
(14,488)
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17
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gold, safe haven, financial markets, uncertainty
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4.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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23 Jan 12
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Last Revised:
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09 Oct 12
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693
(16,238)
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seasonality, anomaly, gold, silver, hedge, safe haven
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5.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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22 Dec 09
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Last Revised:
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04 Apr 11
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612
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4
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gold, commodities, volatility asymmetry, leverage effect, volatility feedback effect, uncertainty
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6.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics McKeating, Conor
Dublin City University
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27 Jan 09
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Last Revised:
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02 Feb 09
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467
(27,877)
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1
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football, public markets, IPO
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7.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Lucey, Brian M.
Trinity College, Dublin - School of Business
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02 Mar 06
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Last Revised:
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14 Jul 09
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464
(28,129)
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6
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flight-to-quality, flight-from-quality, cross-asset contagion, cross-country contagion, multivariate GARCH, panel regression
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8.
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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
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18 Apr 07
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Last Revised:
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20 Aug 08
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438
(30,343)
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4
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Football, International Trade, Transfer market
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9.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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426
(31,437)
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1
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clearing and settlement, vertical integration, horizontal integration, consolidation, competition
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10.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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393
(34,816)
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2
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Multivariate GARCH, BEKK, Covariance Models,
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11.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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369
(37,653)
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1
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Co-movement, copula, tail dependence, Multinomial Logit Model, Multivariate GARCH
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12.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Schulze, Niels
Deutsche Bundesbank - Financial Stability Department
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15 Jan 10
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Last Revised:
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14 Mar 10
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352
(39,865)
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Systematic risk, quantile regression, investor learning, herding, prospect theory, correlation asymmetry, asset pricing
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13.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Schulze, Niels
Deutsche Bundesbank - Financial Stability Department
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334
(42,515)
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9
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Financial Crises, Contagion, Coexceedances, Quantile Regression
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14.
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Schulze, Niels
Deutsche Bundesbank - Financial Stability Department Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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273
(53,696)
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Financial stability, Systemic risk, Contagion, Quantile regression
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15.
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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
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20 Dec 11
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Last Revised:
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09 Oct 12
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268
(54,830)
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1
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stock return distribution, quantile autoregression, overreaction and underreaction
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16.
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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
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263
(56,032)
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Credit risk model, latent factor model, copula, global sensitivity analysis
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17.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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05 Apr 07
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Last Revised:
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08 Apr 09
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262
(56,263)
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3
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stock market co-movements, bond market co-movements, stock-bond co-movements, flight-to-quality, contagion
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18.
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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
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242
(61,291)
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bubble, gold, investor behaviour, explosive process, heterogeneous agents, chartists
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19.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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209
(71,520)
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integrity, corporate integrity, corporate governance, executive compensation, shareholder activism
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20.
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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
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| Posted: |
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14 Feb 12
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Last Revised:
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12 May 13
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178
(83,692)
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safe haven, safe assets, uncertainty, gold, US government bonds, Ellsberg decision rule, ambiguity-aversion, black swan event, contagion
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21.
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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
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171
(86,980)
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1
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gold price, heterogeneous agents, bubbles, fundamentalists and chartists, TAR models, STAR models, Markov regime switching
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22.
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Financial Contagion and the Real Economy
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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Posted:
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18 Aug 10
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Last Revised:
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03 Dec 10
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167
(88,877)
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3
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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01 Sep 10
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Last Revised:
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03 Dec 10
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99
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3
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contagion, stock market contagion, sector contagion, financial crisis, financial crisis definition
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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68
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3
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contagion, stock market contagion, sector contagion, financial crisis, financial crisis definition, crisis period identification
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23.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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163
(90,882)
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2
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gold, store of value, inflation hedge, exchange rate, safe haven, uncertainty, cost of carry
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24.
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Schnabl, Gunther
University of Leipzig - Institute for Economic Policy Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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163
(90,882)
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7
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Yen, yen-dollar exchange rate, purchasing power parity, Granger causality test
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25.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Fry, Renee
Australian National University (ANU) - Department of Economics
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23 Jan 06
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Last Revised:
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25 Jan 09
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158
(93,467)
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2
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contagion, interdependence, common movements, panel data, fixed time effects, Asian crisis, equity markets, endogenous crisis period, asymmetries
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26.
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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
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154
(96,227)
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1
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safe haven, gold, investor behavior, funding constraints, contagion
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27.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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129
(111,356)
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gold, fundamental drivers, risk factors, gold in asset allocation, gold standard
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28.
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O'Donnell , Dan J.
affiliation not provided to SSRN Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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119
(118,861)
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momentum, anomaly, market efficiency
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29.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Tran, Duy Tien
University of Western Australia - UWA Business School
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06 Mar 12
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Last Revised:
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15 Mar 13
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94
(141,051)
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co-integration, nonlinear error-correction, Granger causality, gold, silver, bubbles, financial crisis
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30.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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87
(148,443)
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3
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cross-sectional dispersion, correlation asymmetry, quantile regression
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31.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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83
(152,871)
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1
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quantile regression, copula, dependence modelling, tail dependence, contagion, financial crises
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32.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Dimpfl, Thomas
University of Tuebingen - Department of Statistics and Econometrics
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81
(155,199)
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quantile autoregression (QAR), return autocorrelation, investor behavior, momentum, underreaction, financial crisis
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33.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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75
(162,705)
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gold, gold-mining stocks, asymmetric payoff, real options, exchange-traded funds
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34.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics McKeating, Conor
Dublin City University
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62
(180,781)
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house prices, economic risk, household investment decisions
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35.
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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
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29
(246,109)
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exchange rate risk, FX exposure, asymmetric exposure, commodity currency
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36.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Jung, Robert
University of Hohenheim - Institute of Economics
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Spillovers, Contemporaneous correlation, Information transmission, Intra-day data, GARCH models
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37.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics
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Comovement, Contagion, Correlation, Spillover
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38.
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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
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Air pollution, Photochemical modeling, Quantile regression, Conditional density estimation
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