Dirk Baur - Researcher Profile
Professor
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Publications Title Journal Name Year ABDC Ranking
Alternative investment behavior of households during crises: The effects of the COVID-19 shock on gold purchases in India Journal of Economic Behavior and Organization 2025 A*
The effect of currency risk on crypto asset utilization in Türkiye Emerging Markets Review 2025 A
Are stablecoins the money market mutual funds of the future? Journal of Empirical Finance 2024 A
Digging deeper - Is bitcoin digital gold? A mining perspective Journal of Commodity Markets 2024 A
Diversification Is Not a Free Lunch Journal of Risk and Financial Management 2024 B
Do crypto investors care about energy use and climate change? Evidence from Ethereum's transition to proof-of-stake Journal of Environmental Management 2024 A
Flight-to-Quality - Money Market Mutual Funds and Stablecoins During the March 2023 Banking Crisis Economics Letters 2024 A
How stable are stablecoins? The European Journal of Finance 2024 A
Big oil in the transition or Green Paradox? A capital market approach Energy Economics 2023 A*
Cut Your Losses and Let Your Profits Run Journal of Management 2023 A*
Bitcoin investments and climate change: A financial and carbon intensity perspective Finance Research Letters 2022 A
Fintech and responsibility: Buy-now-pay-later arrangements Australian Journal of Management 2022 A
Is Bitcoin a hedge? How extreme volatility can destroy the hedge property Finance Research Letters 2022 A
Loaded for bear: Bitcoin private wallets, exchange reserves and prices Journal of Banking & Finance 2022 A*
Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock Journal of Commodity Markets 2022 A
The Anna Karenina principle and stock prices Journal of Behavioral and Experimental Finance 2022 A
Trading behavior in bitcoin futures: Following the “smart money” The Journal of Futures Markets 2022 A
A crypto safe haven against Bitcoin Finance Research Letters 2021 A
Flight to quality – Gold mining shares versus gold bullion Journal of International Financial Markets, Institutions and Money 2021 A
Read me if you can! An analysis of ICO white papers Finance Research Letters 2021 A
Spillovers and Asset Allocation Journal of Risk and Financial Management 2021 B
The Bitcoin gold correlation puzzle Journal of Behavioral and Experimental Finance 2021 A
The volatility of Bitcoin and its role as a medium of exchange and a store of value Empirical Economics 2021 A
Decoupling and Contagion: The Special Case of the Eurozone Sovereign Debt Crisis International Review of Finance 2020 A
Forecasting bitcoin volatility: Evidence from the options market The Journal of Futures Markets 2020 A
Hedging geopolitical risk with precious metals Journal of Banking & Finance 2020 A*
I am a blockchain too: How does the market respond to companies’ interest in blockchain? Journal of Banking & Finance 2020 A*
Investing in gold – Market timing or buy-and-hold? International Review of Financial Analysis 2020 A
Regime-Dependent Good and Bad Volatility of Bitcoin Journal of Risk and Financial Management 2020 B
The Relative Valuation of Gold Macroeconomic Dynamics 2020 A
The timing of the flight to gold: An intra-day analysis of gold and the S&P500 Finance Research Letters 2020 A
A Quantile Regression Approach to Estimate the Variance of Financial Returns Journal of Financial Econometrics 2019 A*
Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume Finance Research Letters 2019 A
From financial to carbon diversification – The potential of physical gold Energy Economics 2019 A*
Price discovery in bitcoin spot or futures? The Journal of Futures Markets 2019 A
Think again: Volatility asymmetry and volatility persistence Studies in Nonlinear Dynamics & Econometrics 2019 A
Asymmetric volatility in cryptocurrencies Economics Letters 2018 A
Automobile manufacturers, electric vehicles and the price of oil Energy Economics 2018 A*
Bitcoin: Medium of exchange or speculative assets? Journal of International Financial Markets, Institutions and Money 2018 A
Bitcoin, gold and the US dollar - A replication and extension Finance Research Letters 2018 A
The asymmetric return-volatility relationship of commodity prices Energy Economics 2018 A*
Bubbles in the Australian housing market Pacific-Basin Finance Journal 2017 A
A melting pot — Gold price forecasts under model and parameter uncertainty International Review of Financial Analysis 2016 A
Do gold prices cause production costs? International evidence from country and company data Journal of International Financial Markets, Institutions and Money 2016 A
Googling gold and mining bad news Resources Policy 2016 B
Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis The Journal of Fixed Income 2016 A
Why is gold a safe haven? Journal of Behavioral and Experimental Finance 2016 A
Predicting the equity premium with the demand for gold coins and bars Finance Research Letters 2015 A
Speculative trading in the gold market International Review of Financial Analysis 2015 A
The financial economics of gold – A survey International Review of Financial Analysis 2015 A
Gold mining companies and the price of gold Review of Financial Economics 2014 B
Heterogeneous expectations in the gold market: Specification and estimation Journal of Economic Dynamics and Control 2014 A*
No puzzle: The foreign exchange exposure of Australian firms International Review of Financial Analysis 2014 A
The long-run relationship of gold and silver and the influence of bubbles and financial crises Empirical Economics 2014 A
The autumn effect of gold Research in International Business and Finance 2013 B
The structure and degree of dependence: A quantile regression approach Journal of Banking & Finance 2013 A*
Asymmetric Volatility in the Gold Market The Journal of Alternative Investments 2012 B
Financial contagion and the real economy Journal of Banking & Finance 2012 A*
Stock return autocorrelations revisited: A quantile regression approach Journal of Empirical Finance 2012 A
The Destruction of a Safe Haven Asset? Applied Finance Letters 2012 B
Do Football Clubs Benefit from Initial Public Offerings? International Journal of Sport Finance 2011 C
Explanatory mining for gold: Contrasting evidence from simple and multiple regressions Resources Policy 2011 B
Is gold a safe haven? International evidence Journal of Banking & Finance 2010 A*
Stock-bond co-movements and cross-country linkages International Journal of Banking, Accounting and Finance 2010 C
Flights and contagion-An empirical analysis of stock-bond correlations Journal of Financial Stability 2009 A