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subject:"Börsenkurs"
~isPartOf:"Department of Economics working paper series"
~subject:"Risk premium"
~subject:"Share price"
~subject:"Volatility"
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Börsenkurs
Risk premium
Share price
Volatility
Risiko
36
Risk
36
Climate change
21
Klimawandel
21
Volatilität
20
Estimation
18
Forecasting model
18
Prognoseverfahren
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Schätzung
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Inflation
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Oil price
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South Africa
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English
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Gupta, Rangan
21
Bouri, Elie
6
Pierdzioch, Christian
5
Salisu, Afees A.
4
Ogbonna, Ahamuefula Ephraim
3
Cepni, Oguzhan
2
Demirer, Rıza
2
Foglia, Matteo
2
Karmakar, Sayar
2
Nel, Jacobus
2
Plakandaras, Vasilios
2
Çepni, Oğuzhan
2
Ҫepni, Oğuzhan
2
Balcilar, Mehmet
1
Bonato, Matteo
1
Candila, Vincenzo
1
Caporin, Massimiliano
1
Caraiani, Petre
1
Fang, Libing
1
Gallo, Giampiero M.
1
Ji, Qiang
1
Li, Haohua
1
Liao, Wenting
1
Liphadzi, Asingamaanda
1
Liu, Ruipeng
1
Ma, Feng
1
Ma, Jun
1
Marfatia, Hardik A.
1
Nielsen, Joshua
1
Ozturk, Serda Selin
1
Rognone, Lavinia
1
Sheng, Xin
1
Van Eyden, Reneé
1
Wang, Jiqian
1
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1
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Department of Economics working paper series
Finance research letters
146
International review of financial analysis
85
Energy economics
84
NBER working paper series
82
NBER Working Paper
69
Journal of financial economics
67
International review of economics & finance : IREF
66
Journal of banking & finance
64
Working paper / National Bureau of Economic Research, Inc.
63
The North American journal of economics and finance : a journal of financial economics studies
55
Applied economics
47
Economic modelling
44
Journal of empirical finance
44
Economics letters
39
Research in international business and finance
39
Working paper
39
Pacific-Basin finance journal
37
Journal of international financial markets, institutions & money
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
CESifo working papers
35
Applied economics letters
33
Discussion paper / Centre for Economic Policy Research
30
Journal of risk and financial management : JRFM
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
The review of financial studies
29
Discussion papers / CEPR
28
Journal of international money and finance
27
Journal of economic dynamics & control
26
International journal of finance & economics : IJFE
24
The European journal of finance
23
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
21
Journal of financial and quantitative analysis : JFQA
20
Journal of financial markets
20
Discussion paper
18
Journal of monetary economics
18
The journal of finance : the journal of the American Finance Association
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Cogent economics & finance
17
European economic review : EER
17
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
3
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:
4
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
5
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
6
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
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
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
9
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:
10
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
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