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subject:"United Kingdom"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~person:"Blundell, Richard W."
~person:"Gupta, Rangan"
~subject:"Kointegration"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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United Kingdom
Kointegration
United States
Zeitreihenanalyse
Climate change
2
Estimation
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Forecasting model
2
Klimawandel
2
Prognoseverfahren
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Risiko
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Risk
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Schätzung
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USA
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Volatility
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Volatilität
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climate risks
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forecasting
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Aktienmarkt
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Börsenkurs
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Economic indicator
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Risikomanagement
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Share price
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Wirtschaftsindikator
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Wirtschaftslage
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asymmetric loss
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dynamic factor model with stochastic volatility
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panel predictive regression
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state-level economic conditions
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stock market
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tail risks
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Blundell, Richard W.
Gupta, Rangan
Cepni, Oguzhan
1
Liao, Wenting
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Lin, Hai
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Liu, Pengfei
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Ma, Jun
1
Pierdzioch, Christian
1
Salisu, Afees A.
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Van Eyden, Reneé
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Zhang, Cheng
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
Department of Economics working paper series
20
Working papers / University of Connecticut, Department of Economics
12
IFS working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
IFS working paper
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Discussion paper series / IZA
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Applied economics
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
4
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Economics letters
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International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Working paper / National Bureau of Economic Research, Inc.
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
NBER Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of economics and statistics
3
Cowles Foundation Discussion Paper
2
Discussion paper series / UCL Economics
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Economics, management and financial markets
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Energy economics
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IZA Discussion Paper
2
Journal of applied econometrics
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Journal of economics and finance
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomic dynamics
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Quantitative economics : QE ; journal of the Econometric Society
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The American economic review
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The quarterly journal of economics
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The review of economic studies
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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:
2
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
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