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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~person:"Shahbaz, Muhammad"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
ARCH model
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Geldpolitik
Inflation
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Welt
Estimation
365
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365
USA
94
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94
Volatility
90
Forecasting model
88
Prognoseverfahren
88
Capital income
85
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85
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Gupta, Rangan
Hayo, Bernd
Shahbaz, Muhammad
Caporale, Guglielmo Maria
186
Gil-Alaña, Luis A.
178
Belke, Ansgar
148
Bahmani-Oskooee, Mohsen
88
McAleer, Michael
87
Schneider, Friedrich
77
Buch, Claudia M.
69
Pierdzioch, Christian
64
Pesaran, M. Hashem
56
Herwartz, Helmut
51
Wohar, Mark E.
51
Dreher, Axel
50
Rose, Andrew
50
Cheung, Yin-Wong
49
Tiwari, Aviral Kumar
49
Apergēs, Nikolaos
48
MacDonald, Ronald
47
Beckmann, Joscha
45
Döpke, Jörg
45
Marcellino, Massimiliano
45
Mumtaz, Haroon
45
Woessmann, Ludger
45
Balcilar, Mehmet
44
Voigt, Stefan
42
Nunnenkamp, Peter
40
Lee, Chien-chiang
39
Miller, Stephen M.
39
Bollerslev, Tim
38
Jordà, Òscar
38
Narayan, Paresh Kumar
37
Van Reenen, John
37
Afonso, António
36
Haan, Jakob de
35
Lütkepohl, Helmut
35
Carstensen, Kai
34
Taylor, Alan M.
34
Bouri, Elie
33
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Department of Economics working paper series
33
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
10
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
Global business review
8
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6
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5
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5
ZEI papers / Zentrum für Europäische Integrationsforschung
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ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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3
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3
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3
International review of economics & finance : IREF
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Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
3
CESifo working papers
2
Defence and peace economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
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 international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of quantitative economics
2
Macroeconomic dynamics
2
Marburger Volkswirtschaftliche Beiträge
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ECONIS (ZBW)
247
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1
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
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:
5
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:
6
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
7
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
8
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
9
Estimating policy-corrected long-term and short-term tax elasticities for the USA, Germany, and the United Kingdom
Hayo, Bernd
;
Mierzwa, Sascha
;
Ünal, Umut
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 465-504
Persistent link: https://www.econbiz.de/10014226297
Saved in:
10
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
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