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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Volatilität
Business cycle
Geldpolitik
Inflation
Risk
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Welt
Estimation
107
Schätzung
107
USA
35
United States
35
World
26
Volatility
24
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23
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23
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Gupta, Rangan
Hayo, Bernd
Caporale, Guglielmo Maria
129
Gil-Alaña, Luis A.
105
Belke, Ansgar
80
McAleer, Michael
63
Pesaran, M. Hashem
61
Schneider, Friedrich
54
Buch, Claudia M.
44
Dreher, Axel
38
Marcellino, Massimiliano
36
Rose, Andrew
36
Pierdzioch, Christian
34
Jordà, Òscar
33
Van Reenen, John
33
Härdle, Wolfgang
32
Mumtaz, Haroon
32
Woessmann, Ludger
32
Koopman, Siem Jan
31
Cheung, Yin-Wong
28
Kilian, Lutz
28
Voigt, Stefan
28
Döpke, Jörg
27
Lütkepohl, Helmut
27
Taylor, Alan M.
27
Chang, Chia-Lin
26
Nunnenkamp, Peter
26
MacDonald, Ronald
25
Carstensen, Kai
24
Gambetti, Luca
24
Herwartz, Helmut
24
Bloom, Nicholas
23
Forni, Mario
23
Huber, Florian
23
Kapetanios, George
23
Hautsch, Nikolaus
22
Theodoridis, Konstantinos
22
Haan, Jakob de
21
Wolters, Maik H.
21
Aghion, Philippe
20
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Department of Economics working paper series
35
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
10
Working papers / University of Connecticut, Department of Economics
7
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11
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
12
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
13
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
14
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
15
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
16
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
17
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
18
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
19
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
Saved in:
20
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
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