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subject:"Volatility"
subject:"Yield curve"
~accessRights:"free"
~person:"Chan, Joshua"
~person:"Gupta, Rangan"
~person:"Krippner, Leo"
~subject:"United States"
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Volatility
Yield curve
United States
Estimation
130
Schätzung
130
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55
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36
Time series analysis
28
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28
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Chan, Joshua
Gupta, Rangan
Krippner, Leo
Caporale, Guglielmo Maria
94
McAleer, Michael
67
Gil-Alaña, Luis A.
48
Heckman, James J.
37
Koopman, Siem Jan
37
Hautsch, Nikolaus
31
Pesaran, M. Hashem
30
Gil-Alana, Luis A.
26
Miller, Stephen M.
26
Pierdzioch, Christian
26
Bollerslev, Tim
24
Buch, Claudia M.
23
Hamermesh, Daniel S.
23
Härdle, Wolfgang
23
Mumtaz, Haroon
23
Walker, Reed
23
Shapiro, Joseph S.
22
Belke, Ansgar
21
Bloom, Nicholas
21
Diebold, Francis X.
20
Kim, Don H.
20
Weber, Michael
20
Chang, Chia-Lin
19
Stulz, René M.
19
Karanassou, Marika
18
Mazumder, Bhashkar
18
Rudebusch, Glenn D.
18
Allen, David E.
17
Caporin, Massimiliano
17
Christiano, Lawrence J.
17
Huber, Florian
17
Lettau, Martin
17
Aghion, Philippe
16
Autor, David H.
16
Belzil, Christian
16
Clark, Todd E.
16
Conrad, Christian
16
Moffitt, Robert A.
16
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ECONIS (ZBW)
93
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1
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10
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93
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1
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:
2
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:
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
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:
10
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
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