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subject:"Monetary policy"
subject:"Zinspolitik"
~person:"Brooks, Robert"
~person:"Pierdzioch, Christian"
~subject:"Panel study"
~subject:"Theorie"
~subject:"Volatilität"
~type:"article"
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Monetary policy
Zinspolitik
Panel study
Theorie
Volatilität
Estimation
90
Schätzung
90
Volatility
37
Börsenkurs
32
Share price
32
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31
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Brooks, Robert
Pierdzioch, Christian
Gupta, Rangan
93
Bahmani-Oskooee, Mohsen
60
Gil-Alaña, Luis A.
48
Caporale, Guglielmo Maria
47
Apergēs, Nikolaos
44
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41
Belke, Ansgar
39
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37
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37
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35
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33
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32
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31
Bollerslev, Tim
29
Ma, Feng
29
McAleer, Michael
29
Todorov, Viktor
26
Balcilar, Mehmet
25
Baltagi, Badi H.
25
Westerlund, Joakim
24
Xuan Vinh Vo
24
Bouri, Elie
23
Herwartz, Helmut
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Rashid, Abdul
23
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21
Hsing, Yu
21
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19
Hammoudeh, Shawkat
19
Kang, Sang Hoon
19
Mensi, Walid
19
Moosa, Imad A.
19
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19
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The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
Applied financial economics
3
International review of financial analysis
3
Applied economics letters
2
Finance research letters
2
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2
Pacific-Basin finance journal
2
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ECONIS (ZBW)
53
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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
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:
3
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:
4
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:
5
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:
6
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
7
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:
8
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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