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person:"Paolella, Marc S."
subject:"Japan"
~person:"Ichiue, Hibiki"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~person:"Riphahn, Regina T."
~subject:"Aktienmarkt"
~subject:"Causality analysis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Geldpolitik"
~subject:"Germany"
~subject:"Regressionsanalyse"
~subject:"United Kingdom"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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165
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50
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Paolella, Marc S.
Ichiue, Hibiki
Narayan, Paresh Kumar
Pierdzioch, Christian
Riphahn, Regina T.
Gupta, Rangan
125
Wagner, Joachim
49
Gil-Alaña, Luis A.
45
Tiwari, Aviral Kumar
43
Zaremba, Adam
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26
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Xuan Vinh Vo
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Pradhan, Rudra Prakash
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Shahbaz, Muhammad
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19
Pesaran, M. Hashem
19
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19
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18
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Journal of international financial markets, institutions & money
8
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7
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6
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5
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4
International review of financial analysis
4
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ECONIS (ZBW)
105
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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
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
3
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
4
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
5
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
6
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
7
Is there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, Paresh Kumar
;
Gong, Qiang
;
Ali Ahmed, Huson Joher
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 179-182
Persistent link: https://www.econbiz.de/10012803472
Saved in:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
10
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
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