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subject:"Volatility"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Forecasting model
Großbritannien
Impact assessment
Prognoseverfahren
Shock
Volatilität
Estimation
235
Schätzung
235
Capital income
84
Kapitaleinkommen
84
Börsenkurs
78
Share price
78
USA
66
United States
66
Aktienmarkt
44
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44
Time series analysis
43
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43
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40
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40
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158
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Bollerslev, Tim
Gupta, Rangan
Pierdzioch, Christian
Gil-Alaña, Luis A.
39
Wohar, Mark E.
38
Bahmani-Oskooee, Mohsen
37
Ma, Feng
36
McMillan, David G.
35
Caporale, Guglielmo Maria
34
Balcilar, Mehmet
33
Narayan, Paresh Kumar
33
Zaremba, Adam
31
Bouri, Elie
26
Todorov, Viktor
26
McAleer, Michael
25
Wang, Yudong
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
Tiwari, Aviral Kumar
24
Moosa, Imad A.
23
Zhang, Yaojie
23
Kumar, Dilip
21
Salisu, Afees A.
21
Mensi, Walid
19
Döpke, Jörg
17
Herwartz, Helmut
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Belke, Ansgar
16
Demirer, Rıza
16
Lee, Chien-chiang
16
Marcellino, Massimiliano
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Hammoudeh, Shawkat
15
Li, Jia
15
Mumtaz, Haroon
15
Yin, Libo
15
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The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
8
Journal of econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Applied economics
6
Economic modelling
5
Journal of financial economics
5
Economics letters
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Research in international business and finance
4
The European journal of finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss journal of economics and statistics
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of financial economics
1
Applied economics quarterly
1
Contemporary economics
1
Defence and peace economics
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
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ECONIS (ZBW)
158
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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
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:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
5
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
6
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
7
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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