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subject:"Volatility"
~accessRights:"free"
~accessRights:"restricted"
~person:"Aghion, Philippe"
~person:"Balcilar, Mehmet"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~subject:"Global economic crisis"
~subject:"World"
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Volatility
Global economic crisis
World
Estimation
357
Schätzung
357
Volatilität
126
USA
118
United States
118
Forecasting model
103
Prognoseverfahren
103
Capital income
98
Kapitaleinkommen
98
Börsenkurs
90
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90
Welt
82
Risiko
65
Risk
65
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54
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54
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52
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52
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48
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33
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32
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29
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29
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Real estate price
29
Wirtschaftswachstum
29
Causality analysis
28
Kausalanalyse
28
Climate change
27
Klimawandel
27
Risikoprämie
27
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Aghion, Philippe
Balcilar, Mehmet
Bollerslev, Tim
Gupta, Rangan
Schneider, Friedrich
77
McAleer, Michael
76
Caporale, Guglielmo Maria
63
Buch, Claudia M.
61
Woessmann, Ludger
52
Dreher, Axel
47
Van Reenen, John
46
Pierdzioch, Christian
45
Voigt, Stefan
38
Pesaran, M. Hashem
37
Acemoglu, Daron
34
Bloom, Nicholas
33
Bouri, Elie
33
Levine, Ross
32
Ma, Feng
31
Nunnenkamp, Peter
31
Rose, Andrew
30
MacDonald, Ronald
29
Chang, Chia-Lin
28
Todorov, Viktor
28
Yilmazkuday, Hakan
28
Cheung, Yin-Wong
27
Gil-Alaña, Luis A.
27
Levchenko, Andrei A.
27
Robinson, James A.
27
Wohar, Mark E.
26
Zaremba, Adam
26
Bahmani-Oskooee, Mohsen
25
Rodrik, Dani
25
Aizenman, Joshua
23
Frankel, Jeffrey A.
23
Sadun, Raffaella
23
Sala-i-Martin, Xavier
23
Barro, Robert J.
22
Hammoudeh, Shawkat
22
Härdle, Wolfgang
22
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National Bureau of Economic Research
8
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Department of Economics working paper series
25
NBER Working Paper
8
NBER working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
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7
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6
Journal of econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
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4
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4
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4
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3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
174
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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
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:
3
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:
4
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:
5
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:
6
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:
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
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:
9
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:
10
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
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