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subject:"Volatilität"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
Business cycle
Cointegration
Geldpolitik
Inflation
Risk
Welt
Estimation
12
Schätzung
12
Volatility
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
USA
6
United States
6
Aktienmarkt
5
Forecasting model
5
Prognoseverfahren
5
Stock market
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Immobilienpreis
2
Impact assessment
2
Monetary policy
2
Nonparametric causality-in-quantiles test
2
Real estate price
2
Realized volatility
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
Time series analysis
2
Wirkungsanalyse
2
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English
9
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Gupta, Rangan
Kang, Sang Hoon
6
Zhu, Huiming
6
Hau, Liya
5
Mensi, Walid
5
Pierdzioch, Christian
5
Beckmann, Joscha
3
Belke, Ansgar
3
Chen, Mei-Ping
3
Lee, Chien-chiang
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chen, Qitong
2
Dai, Zhifeng
2
Dash, Saumya Ranjan
2
Guerello, Chiara
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kamada, Koichiro
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Maitra, Debasish
2
McAleer, Michael
2
Motegi, Kaiji
2
Nonejad, Nima
2
Panagiōtidēs, Theodōros
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Xuan Vinh Vo
2
Yu, Dongwei
2
Zhang, Zhaoyong
2
Afonso, António
1
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
7
Research in international business and finance
7
Economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Applied economics
3
Applied economics letters
3
Energy economics
3
International review of economics & finance : IREF
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Annals of financial economics
1
Applied financial economics
1
Contemporary economics
1
Defence and peace economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
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ECONIS (ZBW)
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
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:
3
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
4
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
5
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
7
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
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