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subject:"EU-Staaten"
subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Stock market"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
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Estimation
252
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252
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89
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89
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86
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126
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Gupta, Rangan
Caporale, Guglielmo Maria
159
Belke, Ansgar
109
Gil-Alaña, Luis A.
103
McAleer, Michael
90
Lechner, Michael
70
Pierdzioch, Christian
69
Buch, Claudia M.
63
Blundell, Richard W.
61
Heckman, James J.
54
Pesaran, M. Hashem
54
Bollerslev, Tim
49
Herwartz, Helmut
49
Afonso, António
46
Dreger, Christian
45
Döpke, Jörg
45
Jenkins, Stephen
44
Wohar, Mark E.
41
Addison, John T.
40
Bahmani-Oskooee, Mohsen
40
Booth, Alison L.
40
Hautsch, Nikolaus
40
Rault, Christophe
40
Hayo, Bernd
39
Narayan, Paresh Kumar
39
Badinger, Harald
38
Koopman, Siem Jan
38
Meghir, Costas
37
Mumtaz, Haroon
37
Tiwari, Aviral Kumar
37
Balcilar, Mehmet
36
Engle, Robert F.
36
Härdle, Wolfgang
36
Zaremba, Adam
36
Bouri, Elie
35
Caliendo, Marco
35
Cheung, Yin-Wong
35
Haskel, Jonathan
35
Hujer, Reinhard
35
Lalive, Rafael
35
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Department of Economics working paper series
20
The North American journal of economics and finance : a journal of financial economics studies
9
Research in international business and finance
7
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
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3
International journal of finance & economics : IJFE
3
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2
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
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ECONIS (ZBW)
126
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21
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
22
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
Saved in:
23
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
24
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
25
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
26
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
27
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:
28
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:
29
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
30
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
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