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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Rose, Andrew"
~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
Business cycle
Cointegration
Geldpolitik
Inflation
Risk
Welt
Estimation
322
Schätzung
322
World
99
USA
96
United States
96
Volatility
87
Prognoseverfahren
86
Forecasting model
85
Capital income
76
Kapitaleinkommen
76
Börsenkurs
72
Share price
72
Aktienmarkt
56
Risiko
56
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56
Theorie
48
Theory
48
Time series analysis
47
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47
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35
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35
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30
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30
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28
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28
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27
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26
ARCH-Modell
25
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25
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25
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25
Schock
25
Shock
25
Gravitationsmodell
24
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123
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67
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Article
138
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85
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Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
139
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84
Graue Literatur
83
Non-commercial literature
83
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5
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5
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1
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1
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1
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1
Hochschulschrift
1
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Language
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English
223
Author
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Gupta, Rangan
Rose, Andrew
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
66
Pesaran, M. Hashem
56
Herwartz, Helmut
51
Wohar, Mark E.
51
Dreher, Axel
50
Apergēs, Nikolaos
49
Cheung, Yin-Wong
49
MacDonald, Ronald
49
Tiwari, Aviral Kumar
49
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
Shahbaz, Muhammad
39
Bollerslev, Tim
38
Hayo, Bernd
38
Jordà, Òscar
38
Narayan, Paresh Kumar
37
Van Reenen, John
37
Afonso, António
36
Haan, Jakob de
35
Lütkepohl, Helmut
35
Bouri, Elie
34
Carstensen, Kai
34
Koopman, Siem Jan
34
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Federal Reserve Bank of New York
1
Institutet för Internationell Ekonomi <Stockholm>
1
Robert Schuman Centre for Advanced Studies
1
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Department of Economics working paper series
34
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
13
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
Research in international business and finance
7
Working papers / University of Connecticut, Department of Economics
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
Energy economics
4
Applied economics
3
Applied economics letters
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 American economic review
3
The European journal of finance
3
EUI working paper / RSC
2
Economic modelling
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European economic review : EER
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 economic studies
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
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 working papers
1
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Source
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ECONIS (ZBW)
223
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223
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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
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
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
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
Saved in:
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