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subject:"Impact assessment"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~subject:"Welt"
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Impact assessment
Kapitaleinkommen
United Kingdom
Welt
Estimation
116
Schätzung
116
Volatility
50
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50
Forecasting model
46
Prognoseverfahren
46
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45
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57
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Pierdzioch, Christian
Gupta, Rangan
134
Caporale, Guglielmo Maria
117
Schneider, Friedrich
111
Pesaran, M. Hashem
88
Gil-Alaña, Luis A.
87
Dreher, Axel
78
Buch, Claudia M.
73
Van Reenen, John
72
Woessmann, Ludger
71
Zaremba, Adam
71
Lechner, Michael
70
Nunnenkamp, Peter
67
Rose, Andrew
62
Blundell, Richard W.
61
Voigt, Stefan
61
Bloom, Nicholas
55
Heckman, James J.
54
Levine, Ross
52
MacDonald, Ronald
50
McAleer, Michael
50
McMillan, David G.
49
Wohar, Mark E.
48
Aghion, Philippe
46
Bollerslev, Tim
46
Jenkins, Stephen
44
Cheung, Yin-Wong
43
Narayan, Paresh Kumar
43
Acemoglu, Daron
40
Bekaert, Geert
40
Belke, Ansgar
40
Addison, John T.
37
Diebold, Francis X.
37
Görg, Holger
37
Herwartz, Helmut
37
Meghir, Costas
37
Barro, Robert J.
36
Bohl, Martin T.
35
Caliendo, Marco
35
Hujer, Reinhard
35
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Kiel working paper
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4
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ECONIS (ZBW)
58
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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
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:
3
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:
4
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:
5
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:
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
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
Saved in:
9
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
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
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