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subject:"Forecasting model"
subject:"Stock market"
~accessRights:"restricted"
~person:"Machin, Stephen"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~subject:"USA"
~subject:"United Kingdom"
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Forecasting model
Stock market
USA
United Kingdom
Estimation
103
Schätzung
103
Prognoseverfahren
43
Capital income
40
Kapitaleinkommen
40
Volatility
37
Volatilität
37
Börsenkurs
36
Share price
36
Aktienmarkt
27
Welt
21
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21
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15
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14
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United States
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Theory
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Shock
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10
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9
Nichtparametrisches Verfahren
9
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9
Real estate price
9
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8
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63
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1
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English
67
Author
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Machin, Stephen
Narayan, Paresh Kumar
Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
110
Zaremba, Adam
36
Ma, Feng
32
Marcellino, Massimiliano
32
Balcilar, Mehmet
26
Gil-Alaña, Luis A.
24
Zhang, Yaojie
23
Wang, Yudong
22
Salisu, Afees A.
20
Tiwari, Aviral Kumar
18
Bouri, Elie
17
Demirer, Rıza
16
Bahmani-Oskooee, Mohsen
15
Ghysels, Eric
15
Nonejad, Nima
15
Yoon, Seong-min
15
Xuan Vinh Vo
14
Gambetti, Luca
13
Kang, Sang Hoon
13
Massa, Massimo
13
McMillan, David G.
13
Shahzad, Syed Jawad Hussain
13
Wei, Yu
13
Forni, Mario
12
Hammoudeh, Shawkat
12
Heckman, James J.
12
Jawadi, Fredj
12
Kelly, Bryan T.
12
Mensi, Walid
12
Sehgal, Sanjay
12
Apergēs, Nikolaos
11
Baumeister, Christiane
11
Chiang, Thomas C.
11
Ji, Qiang
11
Kilian, Lutz
11
Long, Huaigang
11
Minford, Patrick
11
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Journal of international financial markets, institutions & money
8
Emerging markets review
5
Finance research letters
5
International review of economics & finance : IREF
5
Applied economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Department of Economics working paper series
2
Discussion paper / Centre for Economic Policy Research
2
Energy economics
2
Open economies review
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Pacific-Basin finance journal
2
Research in international business and finance
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Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IZA journal of migration : IZAJOM
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of economics and finance
1
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1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Chinese economy
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ECONIS (ZBW)
67
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1
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:
2
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
3
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:
4
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:
5
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
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
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:
8
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:
9
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:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
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