Christian Pierdzioch

Saarland University - Department of Economics and Statistics

P.O. Box 151150

D-66041 Saarbruecken

Germany

SCHOLARLY PAPERS

23

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CITATIONS
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61

Scholarly Papers (23)

1.

The Effects of Foreign Exchange Market Interventions of the Bank of Japan on the $/Yen Exchange Rate Volatility

Number of pages: 9 Posted: 14 May 2002
Michael Frenkel, Christian Pierdzioch and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management, Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 281 (86,127)
Citation 15

Abstract:

Foreign exchange market interventions, Exchange rate volatility, Bank of Japan

2.

Monetary Policy Rules and Oil Price Shocks

Kiel Working Paper No. 1090
Number of pages: 40 Posted: 06 Jul 2005
Christophe Kamps and Christian Pierdzioch
European Central Bank (ECB) and Saarland University - Department of Economics and Statistics
Downloads 268 (89,232)
Citation 5

Abstract:

Monetary policy rules, open economy, oil price shocks, price indices

3.

Bank of Japan and Federal Reserve Interventions in the Yen/ U.S. Dollar Market: Estimating the Central Banks' Reaction Functions

Number of pages: 31 Posted: 17 May 2002
Michael Frenkel, Christian Pierdzioch and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management, Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 267 (89,949)
Citation 5

Abstract:

Exchange rates, Central bank intervention policy, Reaction function

4.

Financial Openness and Business Cycle Volatility

Kiel Institute of World Economics Working Paper No. 1121
Number of pages: 39 Posted: 10 Aug 2002
Christian Pierdzioch, Claudia M. Buch and Jörg Döpke
Saarland University - Department of Economics and Statistics, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 177 (136,006)
Citation 24

Abstract:

Open Economy Macroeconomics, Monetary union; Business cycles, Financial markets

5.

The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility

Kiel Working Paper No. 1161
Number of pages: 43 Posted: 04 Apr 2004
Claudia M. Buch and Christian Pierdzioch
Deutsche Bundesbank and Saarland University - Department of Economics and Statistics
Downloads 122 (187,999)
Citation 3

Abstract:

Business cycle volatility, financial frictions, financial market integration

6.

Monetary Policy and Foresighted Taylor Rules: Theory and Experience by the Example of the German Federal Bank (Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank)

Wirtschaftswissenschaftliches Studium (WiSt), Vol. 32, No. 1, pp. 15-19, 2003
Number of pages: 18 Posted: 06 Jul 2005
Christophe Kamps and Christian Pierdzioch
European Central Bank (ECB) and Saarland University - Department of Economics and Statistics
Downloads 120 (183,436)

Abstract:

Monetary policy, Taylor rule, Deutsche Bundesbank

7.

The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan

Number of pages: 20 Posted: 14 May 2002
Michael Frenkel, Christian Pierdzioch and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management, Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 80 (250,381)
Citation 6

Abstract:

Foreign exchange market, Central bank interventions, Press reports of interventions, Bank of Japan

8.

Low Skill but High Volatility?

CESifo Working Paper Series No. 2665
Number of pages: 42 Posted: 15 Jun 2009
Claudia M. Buch and Christian Pierdzioch
Deutsche Bundesbank and Saarland University - Department of Economics and Statistics
Downloads 71 (252,334)

Abstract:

labor-market volatility, skill levels, financial globalization

9.

Financial Market Integration and Business Cycle Volatility in a Monetary Union

Scottish Journal of Political Economy, Vol. 51, No. 3, pp. 422-442, August 2004
Number of pages: 21 Posted: 27 Jul 2004
Christian Pierdzioch
Saarland University - Department of Economics and Statistics
Downloads 26 (408,221)
Citation 1

Abstract:

10.

Exchange Rates, Expectations, and Monetary Policy: A Noem Perspective

Review of International Economics, Vol. 15, No. 2, pp. 252-268, May 2007
Number of pages: 17 Posted: 02 May 2007
Christian Pierdzioch and Georg Stadtmann
Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 13 (474,333)

Abstract:

11.

Does the ECB Have a Time-Inconsistency Problem? A Note

Scottish Journal of Political Economy, Vol. 58, Issue 2, pp. 189-199, 2011
Number of pages: 11 Posted: 14 Feb 2011
Christian Pierdzioch and Georg Stadtmann
Saarland University - Department of Economics and Statistics and WHU Otto Beisheim School of Management
Downloads 2 (527,756)

Abstract:

12.

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States

Financial Review, Vol. 43, Issue 3, pp. 323-335, August 2008
Number of pages: 13 Posted: 14 Jul 2008
Martin T. Bohl, Jörg Döpke and Christian Pierdzioch
University of Muenster, Deutsche Bundesbank and Saarland University - Department of Economics and Statistics
Downloads 2 (527,756)
Citation 1

Abstract:

13.

A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti‐Herding

Review of International Economics, Vol. 20, Issue 5, pp. 974-984, 2012
Number of pages: 11 Posted: 20 Oct 2012
Christian Pierdzioch, Jan‐Christoph Rülke and Georg Stadtmann
Saarland University - Department of Economics and Statistics, affiliation not provided to SSRN and European University Viadrina Frankfurt (Oder)
Downloads 1 (536,391)

Abstract:

14.

Forecasting Housing Approvals in Australia: Do Forecasters Herd?

Australian Economic Review, Vol. 45, Issue 2, pp. 191-201, 2012
Number of pages: 11 Posted: 03 Jun 2012
Christian Pierdzioch, Jan‐Christoph Rülke and Georg Stadtmann
Saarland University - Department of Economics and Statistics, affiliation not provided to SSRN and WHU Otto Beisheim School of Management
Downloads 1 (536,391)

Abstract:

15.

Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy

Economic Notes, Vol. 39, Nos. 1-2, pp. 1-25, February/July 2010
Number of pages: 25 Posted: 01 Nov 2010
M. Alper Çenesiz and Christian Pierdzioch
affiliation not provided to SSRN and Saarland University - Department of Economics and Statistics
Downloads 1 (536,391)

Abstract:

16.

Labor-Market Search, Financial Market Integration, and the Fiscal Multiplier

Review of International Economics, Vol. 17, Issue 5, pp. 986-1000, November 2009
Number of pages: 15 Posted: 02 Nov 2009
M. Alper Çenesiz and Christian Pierdzioch
affiliation not provided to SSRN and Saarland University - Department of Economics and Statistics
Downloads 1 (527,756)

Abstract:

17.

Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time

Bundesbank Series 2 Discussion Paper No. 2006,01
Number of pages: 44 Posted: 08 Jun 2016
Jörg Döpke, Daniel Hartmann and Christian Pierdzioch
Deutsche Bundesbank, Saarland University and Saarland University - Department of Economics and Statistics
Downloads 0 (458,884)

Abstract:

Forecasting stock market volatility, Real-time macroeconomic data, Evaluation of forecasting accuracy

18.

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the U.S

Bundesbank Series 1 Discussion Paper No. 2006,22
Number of pages: 32 Posted: 08 Jun 2016
Martin T. Bohl, Jörg Döpke and Christian Pierdzioch
University of Muenster, Deutsche Bundesbank and Saarland University - Department of Economics and Statistics
Downloads 0 (403,453)
Citation 1

Abstract:

Political stock market anomalies, predictability of stock returns, efficient markets hypothesis, real-time forecasting

19.

Real-Time Macroeconomic Data and Ex Ante Predictability of Stock Returns

Bundesbank Series 1 Discussion Paper No. 2006,10
Number of pages: 64 Posted: 08 Jun 2016
Jörg Döpke, Daniel Hartmann and Christian Pierdzioch
Deutsche Bundesbank, Saarland University and Saarland University - Department of Economics and Statistics
Downloads 0 (499,181)

Abstract:

Ex ante predictability of stock returns, real-time macroeconomic data, performance of investment strategies, Germany

20.

Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 19 Nov 2012
Jan C. Ruelke and Christian Pierdzioch
WHU - Otto Beisheim School of Management and Saarland University - Department of Economics and Statistics

Abstract:

Housing starts, Forecasting, Herding

21.

Do Local Analysts Have an Informational Advantage in Forecasting Stock Returns? Evidence from the German DAX30

Financial Markets and Portfolio Management, Vol. 24, No. 2, pp. 137-158, 2010
Posted: 18 Jun 2010
Torben W. Hendricks, Bernd Kempa and Christian Pierdzioch
University of Duisburg-Essen, University of Muenster and Saarland University - Department of Economics and Statistics

Abstract:

Forecasting Stock Returns, Bank Stock Recommendations, Local Analysts

22.

Home-Product Bias, Capital Mobility, and Macroeconomic Volatility

Oxford Economic Papers, Vol. 57, No. 1, pp. 142-156, 2005
Posted: 29 Feb 2008
Christian Pierdzioch
Saarland University - Department of Economics and Statistics

Abstract:

TCDD, dioxin, developmental cardiovascular toxicity, beta-adrenergic receptor, ECG, arrhythmia

23.

The Foreign Exchange Market Interventions of the European Central Bank

Banca Nazionale del Lavoro Quarterly Review, Vol. 54, No. 218, September 2001
Posted: 20 Dec 2001
Michael Frenkel, Georg Stadtmann and Christian Pierdzioch
WHU Otto Beisheim Graduate School of Management, WHU Otto Beisheim School of Management and Saarland University - Department of Economics and Statistics

Abstract:

European Central Bank, Foreign exchange market interventions