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subject:"Schock"
subject:"Volatilität"
~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~type:"article"
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Schock
Volatilität
Estimation
225
Schätzung
225
Volatility
74
Forecasting model
65
Prognoseverfahren
65
Capital income
62
Kapitaleinkommen
62
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Balcilar, Mehmet
Gupta, Rangan
Hammoudeh, Shawkat
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Pierdzioch, Christian
26
McAleer, Michael
25
Todorov, Viktor
24
Wohar, Mark E.
24
Bollerslev, Tim
23
Bouri, Elie
21
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
21
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Gil-Alaña, Luis A.
19
Belke, Ansgar
18
Apergēs, Nikolaos
16
Asai, Manabu
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
16
Brooks, Robert
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Lee, Chien-chiang
13
Mumtaz, Haroon
13
Tauchen, George Eugene
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Yoon, Seong-min
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12
Demirer, Rıza
12
Hegerty, Scott W.
12
Herwartz, Helmut
12
Ji, Qiang
12
Malik, Farooq
12
McMillan, David G.
12
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
4
Applied economics letters
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Finance research letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
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Journal of international commerce, economics and policy
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ECONIS (ZBW)
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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
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
10
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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