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person:"Paolella, Marc S."
subject:"Japan"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~subject:"Exchange rate"
~subject:"Monetary policy"
~subject:"Volatility"
~subject:"Volatilität"
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Japan
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Estimation
519
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519
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131
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131
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99
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Paolella, Marc S.
Belke, Ansgar
Gupta, Rangan
Caporale, Guglielmo Maria
98
McAleer, Michael
89
Bahmani-Oskooee, Mohsen
71
Pierdzioch, Christian
63
Cheung, Yin-Wong
54
Bollerslev, Tim
50
Chinn, Menzie David
50
MacDonald, Ronald
47
Gil-Alaña, Luis A.
46
Beckmann, Joscha
42
Mumtaz, Haroon
41
Wohar, Mark E.
37
Herwartz, Helmut
35
Todorov, Viktor
35
Christiano, Lawrence J.
34
Siklos, Pierre L.
34
Pesaran, M. Hashem
33
Hayo, Bernd
32
Hautsch, Nikolaus
31
Reitz, Stefan
31
Asai, Manabu
30
Bouri, Elie
30
Härdle, Wolfgang
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Leeper, Eric M.
30
Bohl, Martin T.
29
Buch, Claudia M.
29
Balcilar, Mehmet
28
Klose, Jens
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Tiwari, Aviral Kumar
28
Diebold, Francis X.
27
Ma, Feng
27
Sarno, Lucio
27
Wolters, Jürgen
27
Chang, Chia-Lin
26
Döpke, Jörg
26
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26
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26
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
224
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
8
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
9
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
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