Christian Pierdzioch

Saarland University - Department of Economics and Statistics

P.O. Box 151150

D-66041 Saarbruecken

Germany

  • Saarland University - Department of Economics and Statistics

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    • Tel: +49 681 302 58195
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SCHOLARLY PAPERS

15

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40

Scholarly Papers (15)

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1.

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 343 (176,195)
Citation 2

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

2.

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 323 (187,921)
Citation 7

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Exchange rates, Central bank intervention policy, Reaction function

3.

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 317 (191,625)
Citation 5

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

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 219 (278,146)
Citation 17

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

5.

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 200 (302,768)
Citation 4

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

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 184 (326,798)

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Monetary policy, Taylor rule, Deutsche Bundesbank

7.

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 147 (395,952)
Citation 4

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Business cycle volatility, financial frictions, financial market integration

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 107 (505,130)

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labor-market volatility, skill levels, financial globalization

9.

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 101 (526,440)
Citation 1

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

10.

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 59 (711,535)

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

11.

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 38 (853,168)

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

12.

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

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Housing starts, Forecasting, Herding

13.

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 Münster and Saarland University - Department of Economics and Statistics

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Forecasting Stock Returns, Bank Stock Recommendations, Local Analysts

14.

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

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

15.

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

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European Central Bank, Foreign exchange market interventions