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person:"Meghir, Costas"
~isPartOf:"Applied economics quarterly"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Berg, Gerard J. van den"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~person:"Hartmann, Matthias"
~person:"Ma, Feng"
~person:"Serletis, Apostolos"
~subject:"Aktienmarkt"
~subject:"Monetary policy"
~subject:"Zeitreihenanalyse"
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Aktienmarkt
Monetary policy
Zeitreihenanalyse
Estimation
43
Schätzung
43
Volatility
19
Volatilität
19
USA
13
United States
13
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Meghir, Costas
Bahmani-Oskooee, Mohsen
Berg, Gerard J. van den
Dreger, Christian
Gupta, Rangan
Hartmann, Matthias
Ma, Feng
Serletis, Apostolos
Gil-Alaña, Luis A.
5
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Nonejad, Nima
3
Salisu, Afees A.
3
Tiwari, Aviral Kumar
3
Balcilar, Mehmet
2
Belke, Ansgar
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
Castelnuovo, Efrem
2
Dash, Saumya Ranjan
2
De Grauwe, Paul
2
Demirer, Rıza
2
Eickmeier, Sandra
2
Herwartz, Helmut
2
Ji, Qiang
2
Kamada, Koichiro
2
Kugler, Peter
2
Liu, Qiang
2
Lovcha, Yuliya
2
Lütkepohl, Helmut
2
Maitra, Debasish
2
McMillan, David G.
2
Mensi, Walid
2
Nitzsche, Dirk
2
Ogbonna, Ahamuefula E.
2
Osborn, Denise R.
2
Pan, Wei-Fong
2
Perez-Laborda, Alejandro
2
Pierdzioch, Christian
2
Pérez Rodríguez, Jorge V.
2
Steiner, Andreas
2
Ur Rehman, Mobeen
2
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Applied economics quarterly
International journal of finance & economics : IJFE
Macroeconomic dynamics
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
15
Applied economics
12
Applied economics letters
5
Economic modelling
5
Energy economics
5
Research in international business and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Open economies review
4
Working papers / University of Connecticut, Department of Economics
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirica : journal of european economics
2
FINESS working papers
2
FIW working paper
2
Finance research letters
2
Journal of forecasting
2
The European journal of finance
2
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2
CESifo working papers
1
Cardiff economics working papers
1
DIW Berlin Discussion Paper
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Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Diskussionspapiere / Institut für Wirtschaftsforschung Halle
1
Econometrics : open access journal
1
Economic systems
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Economics, management and financial markets
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ECONIS (ZBW)
19
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1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
6
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
7
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
8
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
9
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
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