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subject:"Impact assessment"
~person:"Albuquerque, Rui"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Da, Zhi"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Impact assessment
Kapitaleinkommen
Prognoseverfahren
Estimation
424
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424
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100
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100
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91
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Albuquerque, Rui
Bali, Turan G.
Belke, Ansgar
Da, Zhi
Pierdzioch, Christian
Gupta, Rangan
128
Zaremba, Adam
70
Lechner, Michael
69
Pesaran, M. Hashem
67
Marcellino, Massimiliano
61
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52
Diebold, Francis X.
49
Heckman, James J.
49
Bollerslev, Tim
48
Caporale, Guglielmo Maria
46
McAleer, Michael
45
Timmermann, Allan
45
Engle, Robert F.
38
Caliendo, Marco
35
Hujer, Reinhard
35
Lalive, Rafael
35
Ma, Feng
35
Wohar, Mark E.
34
Ghysels, Eric
32
Döpke, Jörg
30
Kapetanios, George
30
Narayan, Paresh Kumar
30
Schrimpf, Andreas
30
Bohl, Martin T.
29
Jordà, Òscar
29
Swanson, Norman R.
29
Clark, Todd E.
28
Guidolin, Massimo
28
Wang, Yudong
28
Zhou, Guofu
28
Fitzenberger, Bernd
27
Härdle, Wolfgang
27
Balcilar, Mehmet
26
Herwartz, Helmut
26
Huber, Florian
26
Kilian, Lutz
26
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ECONIS (ZBW)
128
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1
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:
2
A joint factor model for bonds, stocks, and options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
6
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
7
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:
8
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:
9
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:
10
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
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