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subject:"Aktienmarkt"
subject:"Time series analysis"
~person:"Ghysels, Eric"
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Economic growth"
~subject:"Forecasting model"
~type:"article"
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Aktienmarkt
Time series analysis
Cointegration
Economic growth
Forecasting model
Estimation
201
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201
Prognoseverfahren
73
Volatility
65
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65
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61
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132
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Ghysels, Eric
Gupta, Rangan
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
60
Bahmani-Oskooee, Mohsen
54
Tiwari, Aviral Kumar
54
Chang, Tsangyao
51
Narayan, Paresh Kumar
44
Zaremba, Adam
41
Shahbaz, Muhammad
39
Wohar, Mark E.
38
Balcilar, Mehmet
36
Pierdzioch, Christian
35
Pradhan, Rudra Prakash
35
Ma, Feng
34
McMillan, David G.
34
Lee, Chien-chiang
31
Wang, Yudong
26
Zhang, Yaojie
26
Moosa, Imad A.
24
Apergēs, Nikolaos
23
Jawadi, Fredj
23
Salisu, Afees A.
23
Xuan Vinh Vo
23
Belke, Ansgar
22
Beckmann, Joscha
21
Hammoudeh, Shawkat
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Herwartz, Helmut
20
Narayan, Seema
19
Payne, James E.
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Sehgal, Sanjay
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Westerlund, Joakim
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Yoon, Seong-min
18
Herzer, Dierk
17
Hook, Law Siong
17
Koopman, Siem Jan
17
Kumar, Dilip
17
McAleer, Michael
17
Nonejad, Nima
17
Ramírez, Miguel D.
17
Singh, Tarlok
17
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The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
8
Finance research letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
International journal of strategic property management
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ECONIS (ZBW)
132
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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 forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
5
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
8
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:
9
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
10
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
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