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D-Index & Metrics

Economics and Finance

D-Index
42
Citations
13878
World Ranking
2014
National Ranking
50

Overview

Dirk G. Baur is affiliated with the University of Western Australia in Australia. Their research primarily focuses on Economics, Econometrics, and Finance, with a total of 129 publications in this broad field. Their work extends into subfields such as Economics and Econometrics, Finance, Information Systems, General Economics, Econometrics and Finance, and Accounting.

Their research spans diverse topics within the financial and economic sciences. Main topics include:

  • Market Dynamics and Volatility
  • Blockchain Technology Applications and Security
  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Banking stability, regulation, efficiency
  • COVID-19 Pandemic Impacts

Dirk G. Baur has contributed numerous publications to several prominent venues. Frequent publication venues include:

  • SSRN Electronic Journal
  • Finance Research Letters
  • Journal of Banking & Finance
  • Journal of Risk and Financial Management
  • Australian Journal of Management

Frequent collaborators in their research include:

  • Lai T. Hoang
  • Lee A. Smales
  • Allan Trench
  • Thomas Dimpfl
  • Nico Oefele

Some notable recent papers authored by Dirk G. Baur are:

  • Hedging geopolitical risk with precious metals (2020) published in Journal of Banking & Finance
  • The volatility of Bitcoin and its role as a medium of exchange and a store of value (2021) published in Empirical Economics
  • A crypto safe haven against Bitcoin (2020) published in Finance Research Letters

The research of Dirk G. Baur demonstrates a strong focus on financial volatility and risk management, particularly in the context of emerging digital assets such as cryptocurrencies. Their work includes analyses of Bitcoin's role in financial markets and investigations into safe haven assets in periods of geopolitical uncertainty.

Best Publications

  • Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

    Dirk G. Baur;Brian M. Lucey

  • Is gold a safe haven? International evidence

    Dirk G. Baur;Thomas K. McDermott

  • Bitcoin: Medium of Exchange or Speculative Assets?

    Dirk G. Baur;Ki Hoon Hong;Adrian D. Lee

  • Bitcoin, gold and the US dollar : a replication and extension

    Dirk G. Baur;Thomas Dimpfl;Konstantin Kuck

  • Financial contagion and the real economy

    Dirk G. Baur;Dirk G. Baur

  • Flights and contagion—An empirical analysis of stock–bond correlations☆

    Dirk G. Baur;Brian M. Lucey

  • The financial economics of gold – A survey

    Fergal A. O'Connor;Fergal A. O'Connor;Brian M. Lucey;Brian M. Lucey;Jonathan A. Batten;Dirk G. Baur

  • Asymmetric volatility in cryptocurrencies

    Dirk G. Baur;Thomas Dimpfl

  • Hedging geopolitical risk with precious metals

    Dirk G. Baur;Lee A. Smales

  • Why is gold a safe haven

    Dirk G. Baur;Thomas K.J. McDermott

  • The structure and degree of dependence: A quantile regression approach.

    Dirk G. Baur

  • Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

    Dirk G. Baur;Brian M. Lucey;Brian M. Lucey;Brian M. Lucey

  • Stock return autocorrelations revisited: A quantile regression approach

    Dirk G. Baur;Thomas Dimpfl;Robert C. Jung

  • Asymmetric volatility in the gold market

    Dirk G. Baur

  • A Crypto Safe Haven against Bitcoin

    Dirk G. Baur;Lai T. Hoang

  • The volatility of Bitcoin and its role as a medium of exchange and a store of value.

    Dirk G. Baur;Thomas Dimpfl

  • Coexceedances in Financial Markets - a Quantile Regression Analysis of Contagion

    Dirk Baur;Niels Schulze

  • Return and volatility linkages between the US and the German stock market

    Dirk Baur;Robert C. Jung

  • Price discovery in bitcoin spot or futures

    Dirk G. Baur;Thomas Dimpfl

  • Testing for contagion—mean and volatility contagion

    Dirk Baur

  • The Financial Economics of Gold - a survey

    O'Connor Fergal;Brian Lucey;Jonathan Batten;Dirk Baur

Frequent Co-Authors

Brian M. Lucey
Brian M. Lucey Trinity College Dublin
Adrian Lee
Adrian Lee Deakin University
Gunther Schnabl
Gunther Schnabl Leipzig University
Jonathan A. Batten
Jonathan A. Batten RMIT University
Wolfgang Drobetz
Wolfgang Drobetz Universität Hamburg

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