Dirk Baur
Dirk Baur
Professor of Finance, University of Western Australia - Business School
Verified email at uwa.edu.au - Homepage
TitleCited byYear
Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
DG Baur, BM Lucey
Financial Review 45 (2), 217-229, 2010
8432010
Is gold a safe haven? International evidence
DG Baur, TK McDermott
Journal of Banking & Finance 34 (8), 1886-1898, 2010
7762010
Flights and contagion—An empirical analysis of stock–bond correlations
DG Baur, BM Lucey
Journal of Financial stability 5 (4), 339-352, 2009
2232009
Financial contagion and the real economy
DG Baur
Journal of Banking & Finance 36 (10), 2680-2692, 2012
1952012
The structure and degree of dependence: A quantile regression approach
DG Baur
Journal of Banking & Finance 37 (3), 786-798, 2013
1112013
Return and volatility linkages between the US and the German stock market
D Baur, RC Jung
Journal of International Money and Finance 25 (4), 598-613, 2006
1112006
The financial economics of gold—a survey
FA O'Connor, BM Lucey, JA Batten, DG Baur
International Review of Financial Analysis 41, 186-205, 2015
1102015
Coexceedances in financial markets—a quantile regression analysis of contagion
D Baur, N Schulze
Emerging Markets Review 6 (1), 21-43, 2005
1012005
Stock return autocorrelations revisited: A quantile regression approach
DG Baur, T Dimpfl, RC Jung
Journal of Empirical Finance 19 (2), 254-265, 2012
922012
Testing for contagion—mean and volatility contagion
D Baur
Journal of Multinational Financial Management 13 (4-5), 405-422, 2003
882003
Bitcoin: Medium of exchange or speculative assets?
DG Baur, K Hong, AD Lee
Journal of International Financial Markets, Institutions and Money 54, 177-189, 2018
832018
Modelling the effects of meteorological variables on ozone concentration—a quantile regression approach
D Baur, M Saisana, N Schulze
Atmospheric Environment 38 (28), 4689-4699, 2004
792004
Asymmetric volatility in the gold market
DG Baur
Available at SSRN 1526389, 2011
762011
Bitcoin, gold and the US dollar–A replication and extension
DG Baur, T Dimpfl, K Kuck
Finance Research Letters 25, 103-110, 2018
632018
Multivariate contagion and interdependence
DG Baur, RA Fry
Journal of Asian Economics 20 (4), 353-366, 2009
542009
The autumn effect of gold
DG Baur
Research in International Business and Finance 27 (1), 1-11, 2013
502013
Explanatory mining for gold: Contrasting evidence from simple and multiple regressions
DG Baur
Resources Policy 36 (3), 265-275, 2011
472011
Purchasing power parity: Granger causality tests for the yen–dollar exchange rate
G Schnabl, D Baur
Japan and the World Economy 14 (4), 425-444, 2002
452002
Does the mobility of football players influence the success of the national team?
DG Baur, S Lehmann
IIIS Discussion Paper, 2007
382007
What is Co-movement?
DG Baur
362003
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Articles 1–20