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subject:"United States"
type_genre:"Article in journal"
~person:"Cakici, Nusret"
~person:"Heckman, James J."
~person:"Hsing, Yu"
~person:"Pierdzioch, Christian"
~subject:"Gold"
~subject:"Prognoseverfahren"
~subject:"Share price"
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United States
Gold
Prognoseverfahren
Share price
Estimation
142
Schätzung
142
Börsenkurs
38
Capital income
37
Kapitaleinkommen
37
Forecasting model
35
USA
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31
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31
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28
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Cakici, Nusret
Heckman, James J.
Hsing, Yu
Pierdzioch, Christian
Gupta, Rangan
115
Gil-Alaña, Luis A.
46
Wohar, Mark E.
46
Zaremba, Adam
45
Caporale, Guglielmo Maria
38
McMillan, David G.
35
Bahmani-Oskooee, Mohsen
34
Narayan, Paresh Kumar
34
Ma, Feng
30
Tiwari, Aviral Kumar
30
Balcilar, Mehmet
28
Wang, Yudong
24
McAleer, Michael
23
Apergēs, Nikolaos
22
Salisu, Afees A.
22
Zhang, Yaojie
22
Bollerslev, Tim
21
Moosa, Imad A.
21
Jawadi, Fredj
19
Bouri, Elie
18
Bali, Turan G.
17
Chiang, Thomas C.
17
Lee, Chien-chiang
17
Todorov, Viktor
17
Brooks, Robert
16
Demirer, Rıza
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Marcellino, Massimiliano
16
Payne, James E.
16
Belke, Ansgar
15
Kumar, Dilip
15
Nonejad, Nima
15
Wei, Yu
15
Bohl, Martin T.
14
Koopman, Siem Jan
14
Sarno, Lucio
14
Shi, Yanlin
14
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ECONIS (ZBW)
87
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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
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
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:
5
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
6
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:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
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:
9
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
10
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
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