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subject:"Impact assessment"
~accessRights:"restricted"
~person:"Albuquerque, Rui"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Clark, Todd E."
~person:"Pierdzioch, Christian"
~subject:"CAPM"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Impact assessment
CAPM
Prognoseverfahren
Estimation
57
Schätzung
57
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25
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21
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21
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18
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Albuquerque, Rui
Bali, Turan G.
Belke, Ansgar
Clark, Todd E.
Pierdzioch, Christian
Gupta, Rangan
68
Zaremba, Adam
42
Ma, Feng
30
Wang, Yudong
22
Zhang, Yaojie
21
Narayan, Paresh Kumar
16
Salisu, Afees A.
16
Balcilar, Mehmet
15
Nonejad, Nima
15
Wohar, Mark E.
15
Wei, Yu
13
Demirer, Rıza
11
Long, Huaigang
11
McMillan, David G.
10
Cakici, Nusret
9
Hollstein, Fabian
9
Moosa, Imad A.
9
Todorov, Viktor
9
Wu, Xinyu
9
Bouri, Elie
8
Jawadi, Fredj
8
Kumar, Dilip
8
Li, Bin
8
Liang, Chao
8
Liu, Li
8
Lu, Xinjie
8
Maio, Paulo
8
Sehgal, Sanjay
8
Apergēs, Nikolaos
7
Bollerslev, Tim
7
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7
Dai, Zhifeng
7
He, Mengxi
7
Huber, Florian
7
Ji, Qiang
7
Jiang, Fuwei
7
Marcellino, Massimiliano
7
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
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ECONIS (ZBW)
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1
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:
2
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
3
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:
4
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:
5
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:
6
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
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7
Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar
;
Goemans, Pascal
- In:
Journal of economic studies
49
(
2022
)
4
,
pp. 623-646
Persistent link: https://www.econbiz.de/10013352758
Saved in:
8
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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