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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:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Volatilität
ARCH model
Business cycle
Cointegration
Geldpolitik
Inflation
Risk
Welt
Estimation
310
Schätzung
310
USA
90
United States
90
Forecasting model
84
Prognoseverfahren
84
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84
Capital income
81
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81
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Gupta, Rangan
Hayo, Bernd
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
55
Wohar, Mark E.
51
Dreher, Axel
50
Rose, Andrew
50
Cheung, Yin-Wong
49
Tiwari, Aviral Kumar
49
Apergēs, Nikolaos
48
MacDonald, Ronald
47
Mumtaz, Haroon
46
Woessmann, Ludger
46
Beckmann, Joscha
45
Döpke, Jörg
45
Marcellino, Massimiliano
45
Balcilar, Mehmet
44
Voigt, Stefan
42
Nunnenkamp, Peter
40
Lee, Chien-chiang
39
Miller, Stephen M.
39
Shahbaz, Muhammad
39
Bollerslev, Tim
38
Jordà, Òscar
38
Narayan, Paresh Kumar
37
Van Reenen, John
37
Afonso, António
36
Carstensen, Kai
36
Haan, Jakob de
35
Lütkepohl, Helmut
35
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
Economics letters
7
Finance research letters
7
Research in international business and finance
7
Working papers / University of Connecticut, Department of Economics
7
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
5
ZEI papers / Zentrum für Europäische Integrationsforschung
5
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
5
Applied economics
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International economics and economic policy : IEEP
3
International review of economics & finance : IREF
3
Journal of multinational financial management
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 and Business Letters : EBL
2
Emerging markets review
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 policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Marburger Volkswirtschaftliche Beiträge
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
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
210
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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
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:
10
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
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