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subject:"EU-Staaten"
subject:"Volatility"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Schock"
~subject:"World"
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EU-Staaten
Volatility
ARCH-Modell
Schock
World
Estimation
287
Schätzung
287
Volatilität
105
USA
96
United States
96
Forecasting model
92
Prognoseverfahren
92
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87
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63
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28
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24
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24
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Bouri, Elie
Gupta, Rangan
Caporale, Guglielmo Maria
129
Belke, Ansgar
125
Schneider, Friedrich
122
McAleer, Michael
106
Buch, Claudia M.
95
Dreher, Axel
75
Woessmann, Ludger
72
Herwartz, Helmut
67
Pierdzioch, Christian
65
MacDonald, Ronald
64
Voigt, Stefan
62
Gil-Alaña, Luis A.
59
Rose, Andrew
57
Pesaran, M. Hashem
53
Mumtaz, Haroon
52
Bahmani-Oskooee, Mohsen
51
Hayo, Bernd
50
Nunnenkamp, Peter
50
Bollerslev, Tim
49
Cheung, Yin-Wong
48
Van Reenen, John
48
Afonso, António
47
Levine, Ross
45
Eickmeier, Sandra
44
Döpke, Jörg
43
Koopman, Siem Jan
43
Chang, Chia-Lin
41
Chinn, Menzie David
41
Aghion, Philippe
40
Dreger, Christian
40
Acemoglu, Daron
39
Marcellino, Massimiliano
39
Yilmazkuday, Hakan
39
Engle, Robert F.
38
Haan, Jakob de
38
Aizenman, Joshua
37
Badinger, Harald
37
Barro, Robert J.
36
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Department of Economics working paper series
30
The North American journal of economics and finance : a journal of financial economics studies
10
Energy economics
8
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Research in international business and finance
6
Applied economics letters
4
International review of economics & finance : IREF
4
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3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of multinational financial management
3
The European journal of finance
3
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3
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2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
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2
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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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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1
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ECONIS (ZBW)
154
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154
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1
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:
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
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:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
6
Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? : a comparative analysis with the S&P 500
Chen, Yan
;
Zhang, Lei
;
Bouri, Elie
- In:
Research in international business and finance
69
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015052810
Saved in:
7
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
8
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
9
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
10
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
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