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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Woessmann, Ludger"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Welt"
~type_genre:"Arbeitspapier"
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Volatilität
ARCH model
Business cycle
Cointegration
Geldpolitik
Inflation
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Welt
Estimation
124
Schätzung
124
World
48
Bildungsniveau
37
Educational achievement
37
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31
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31
Forecasting model
21
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21
Volatility
21
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19
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19
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11
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79
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Arbeitspapier
Article in journal
136
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81
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81
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79
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5
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79
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Gupta, Rangan
Woessmann, Ludger
Caporale, Guglielmo Maria
124
Belke, Ansgar
102
Gil-Alaña, Luis A.
97
McAleer, Michael
60
Schneider, Friedrich
56
Buch, Claudia M.
49
Pesaran, M. Hashem
45
Dreher, Axel
38
Rose, Andrew
36
Van Reenen, John
33
Jordà, Òscar
32
Marcellino, Massimiliano
32
Mumtaz, Haroon
32
Pierdzioch, Christian
32
Cheung, Yin-Wong
31
Döpke, Jörg
29
Herwartz, Helmut
28
Voigt, Stefan
28
Härdle, Wolfgang
27
MacDonald, Ronald
27
Taylor, Alan M.
27
Hayo, Bernd
26
Kilian, Lutz
26
Koopman, Siem Jan
26
Nunnenkamp, Peter
26
Lütkepohl, Helmut
25
Carstensen, Kai
24
Chang, Chia-Lin
24
Gambetti, Luca
24
Beckmann, Joscha
23
Bloom, Nicholas
23
Dreger, Christian
23
Forni, Mario
23
Haan, Jakob de
22
Hautsch, Nikolaus
22
Wolters, Jürgen
22
Diebold, Francis X.
21
Huber, Florian
21
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Department of Economics working paper series
33
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9
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7
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6
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5
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5
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3
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ECONIS (ZBW)
79
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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
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