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subject:"Volatility"
subject:"Yield curve"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Klimawandel"
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Volatility
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Börsenkurs
EU-Staaten
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Estimation
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324
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116
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116
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107
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Engle, Robert F.
Gupta, Rangan
Caporale, Guglielmo Maria
142
Belke, Ansgar
115
McAleer, Michael
97
Gil-Alaña, Luis A.
83
Pierdzioch, Christian
79
Bollerslev, Tim
60
McMillan, David G.
51
Hautsch, Nikolaus
48
Herwartz, Helmut
48
Afonso, António
47
Bohl, Martin T.
46
Narayan, Paresh Kumar
46
Wohar, Mark E.
45
Döpke, Jörg
43
Todorov, Viktor
43
Härdle, Wolfgang
42
Koopman, Siem Jan
42
Zaremba, Adam
42
Tiwari, Aviral Kumar
40
Buch, Claudia M.
39
Dreger, Christian
39
Pesaran, M. Hashem
39
Bahmani-Oskooee, Mohsen
36
Mumtaz, Haroon
36
Badinger, Harald
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Bouri, Elie
35
Hayo, Bernd
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Rault, Christophe
34
MacDonald, Ronald
33
Allen, David E.
32
Ma, Feng
31
Caporin, Massimiliano
30
Diebold, Francis X.
30
Theissen, Erik
30
Asai, Manabu
29
Balcilar, Mehmet
29
Bekaert, Geert
29
Cheung, Yin-Wong
29
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ECONIS (ZBW)
178
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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
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:
8
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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
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