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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"USA"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
ARCH model
Business cycle
Cointegration
Geldpolitik
Inflation
Risk
USA
Welt
Estimation
307
Schätzung
307
United States
90
Forecasting model
84
Prognoseverfahren
84
Volatility
84
Capital income
81
Kapitaleinkommen
81
Börsenkurs
79
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79
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62
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54
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53
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46
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46
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42
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35
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28
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28
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26
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26
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25
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24
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24
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23
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152
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80
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78
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2
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English
232
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Gupta, Rangan
Hayo, Bernd
Caporale, Guglielmo Maria
206
Gil-Alaña, Luis A.
196
Belke, Ansgar
152
Bahmani-Oskooee, Mohsen
103
McAleer, Michael
96
Pesaran, M. Hashem
78
Schneider, Friedrich
78
Buch, Claudia M.
75
Pierdzioch, Christian
73
Wohar, Mark E.
71
Heckman, James J.
63
Rose, Andrew
61
Balcilar, Mehmet
56
Cheung, Yin-Wong
56
Marcellino, Massimiliano
56
MacDonald, Ronald
53
Tiwari, Aviral Kumar
53
Apergēs, Nikolaos
52
Herwartz, Helmut
52
Mumtaz, Haroon
51
Dreher, Axel
50
Kilian, Lutz
49
Van Reenen, John
49
Bollerslev, Tim
48
Miller, Stephen M.
48
Nunnenkamp, Peter
47
Beckmann, Joscha
45
Döpke, Jörg
45
Woessmann, Ludger
45
Hautsch, Nikolaus
44
Koopman, Siem Jan
44
Bloom, Nicholas
42
Voigt, Stefan
42
Acemoglu, Daron
41
Hamermesh, Daniel S.
41
Narayan, Paresh Kumar
41
Lee, Chien-chiang
40
Shahbaz, Muhammad
39
Yilmazkuday, Hakan
39
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Department of Economics working paper series
34
Working papers / University of Connecticut, Department of Economics
12
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
10
Finance research letters
9
Economics letters
7
Research in international business and finance
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Applied economics letters
5
ZEI papers / Zentrum für Europäische Integrationsforschung
5
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
5
International review of economics & finance : IREF
4
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International economics and economic policy : IEEP
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
CESifo working papers
2
Economic modelling
2
Economic systems
2
Economics, management and financial markets
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 macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Marburger Volkswirtschaftliche Beiträge
2
Open economies review
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
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ECONIS (ZBW)
232
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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
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:
5
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:
6
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:
7
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:
8
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:
9
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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
Saved in:
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