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subject:"International monetary system"
subject:"Internationaler Finanzmarkt"
~accessRights:"restricted"
~person:"Born, Alexandra"
~person:"Diebold, Francis X."
~person:"Fratzscher, Marcel"
~person:"Gupta, Rangan"
~person:"Jobst, Clemens"
~person:"Ocampo Gaviria, José Antonio"
~subject:"Aktienmarkt"
~subject:"International sovereign debt"
~subject:"Liability insurance"
~subject:"Nation state"
~subject:"Pfund Sterling"
~subject:"Spillover-Effekt"
~subject:"Stock market"
~subject:"Volatilität"
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International monetary system
Internationaler Finanzmarkt
Aktienmarkt
International sovereign debt
Liability insurance
Nation state
Pfund Sterling
Spillover-Effekt
Stock market
Volatilität
Welt
107
World
107
Volatility
44
Estimation
35
Schätzung
35
Forecasting model
31
Prognoseverfahren
31
Capital income
22
Kapitaleinkommen
22
Oil price
20
Ölpreis
20
Financial crisis
19
Finanzkrise
19
Risiko
18
Risk
18
Börsenkurs
17
Share price
17
Forecast
12
Prognose
12
Schock
12
Shock
12
ARCH model
11
ARCH-Modell
11
Climate change
11
International financial market
11
Klimawandel
11
Gold
10
Business cycle
9
Geopolitics
9
Geopolitik
9
Konjunktur
9
Spillover effect
9
VAR model
9
VAR-Modell
9
Emerging economies
8
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Undetermined
Free
79
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Article
54
Book / Working Paper
11
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Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Aufsatz im Buch
2
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2
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1
Konferenzbeitrag
1
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English
65
Author
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Born, Alexandra
Diebold, Francis X.
Fratzscher, Marcel
Gupta, Rangan
Jobst, Clemens
Ocampo Gaviria, José Antonio
Bouri, Elie
41
Kang, Sang Hoon
26
Tiwari, Aviral Kumar
26
Ma, Feng
25
Mensi, Walid
25
Hammoudeh, Shawkat
23
Xuan Vinh Vo
23
Ji, Qiang
21
Schmukler, Sergio L.
21
Eichengreen, Barry
20
Lucey, Brian M.
20
Kose, M. Ayhan
19
Rey, Hélène
19
Shahzad, Syed Jawad Hussain
19
Aizenman, Joshua
18
Demirer, Rıza
18
Salisu, Afees A.
18
Uddin, Mohammed Gazi Salah
18
Wohar, Mark E.
18
Zaremba, Adam
18
Roubaud, David
17
Wei, Yu
17
Naeem, Muhammad Abubakr
15
Yarovaya, Larisa
15
Balcilar, Mehmet
14
Bekaert, Geert
14
Obstfeld, Maurice
14
Umar, Zaghum
14
Wang, Yudong
14
Hassan, M. Kabir
13
Lau, Chi Keung
13
Reinhart, Carmen M.
13
Corbet, Shaen
12
Goldberg, Linda S.
12
Guesmi, Khaled
12
Liang, Chao
12
Pierdzioch, Christian
12
Rogoff, Kenneth S.
12
Yin, Libo
12
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Discussion paper / Centre for Economic Policy Research
6
Energy economics
5
Finance research letters
5
Research in international business and finance
4
Emerging markets, finance and trade : EMFT
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Defence and peace economics
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of forecasting
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Department of Economics working paper series
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of globalization and development
1
Journal of the Operational Research Society
1
Open economies review
1
Oxford scholarship online / Economics and Finance
1
The economic journal : the journal of the Royal Economic Society
1
Topics in macroeconomics
1
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ECONIS (ZBW)
65
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1
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
4
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:
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
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:
7
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
8
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
9
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:
10
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
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