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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Taylor, Alan M."
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type_genre:"Arbeitspapier"
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Volatilität
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Estimation
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Gupta, Rangan
Taylor, Alan M.
Belke, Ansgar
80
Caporale, Guglielmo Maria
74
McAleer, Michael
55
Schneider, Friedrich
54
Buch, Claudia M.
44
Gil-Alaña, Luis A.
43
Pesaran, M. Hashem
42
Dreher, Axel
38
Rose, Andrew
36
Van Reenen, John
33
Jordà, Òscar
32
Mumtaz, Haroon
32
Woessmann, Ludger
32
Pierdzioch, Christian
31
Marcellino, Massimiliano
30
Voigt, Stefan
28
Cheung, Yin-Wong
27
Döpke, Jörg
27
Hayo, Bernd
26
Härdle, Wolfgang
26
Kilian, Lutz
26
Nunnenkamp, Peter
26
Koopman, Siem Jan
25
Bloom, Nicholas
23
Gambetti, Luca
23
Herwartz, Helmut
23
Lütkepohl, Helmut
23
MacDonald, Ronald
23
Forni, Mario
22
Chang, Chia-Lin
21
Theodoridis, Konstantinos
21
Wolters, Maik H.
21
Aghion, Philippe
20
Carstensen, Kai
20
Orphanides, Athanasios
20
Castelnuovo, Efrem
19
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19
Haan, Jakob de
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
10
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:
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