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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial markets"
~isPartOf:"Research in international business and finance"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Volatility"
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Share price
Stock index
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Estimation
4
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4
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3
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Pierdzioch, Christian
Gupta, Rangan
7
Bouri, Elie
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Ma, Feng
5
Aboura, Sofiane
4
Degiannakis, Stavros
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Gil-Alaña, Luis A.
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Xuan Vinh Vo
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International review of financial analysis
Journal of financial markets
Research in international business and finance
Kiel working paper
13
Kieler Arbeitspapiere
12
Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Deutsche Bundesbank
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of the Operational Research Society
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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Kredit und Kapital
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Swiss journal of economics and statistics
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ECONIS (ZBW)
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1
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:
2
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:
3
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
4
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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