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subject:"Volatility"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~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
202
Schätzung
202
Capital income
75
Kapitaleinkommen
75
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65
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65
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63
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63
Time series analysis
42
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42
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39
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39
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39
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33
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33
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33
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28
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Monetary policy
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Risk premium
19
Schock
19
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Bollerslev, Tim
Gupta, Rangan
Pierdzioch, Christian
41
Gil-Alaña, Luis A.
39
Wohar, Mark E.
38
Bahmani-Oskooee, Mohsen
37
McMillan, David G.
35
Ma, Feng
34
Balcilar, Mehmet
33
Caporale, Guglielmo Maria
33
Narayan, Paresh Kumar
33
Zaremba, Adam
31
Bouri, Elie
25
McAleer, Michael
25
Todorov, Viktor
25
Wang, Yudong
25
Apergēs, Nikolaos
24
Xuan Vinh Vo
24
Moosa, Imad A.
23
Tiwari, Aviral Kumar
22
Zhang, Yaojie
22
Kumar, Dilip
21
Salisu, Afees A.
20
Döpke, Jörg
17
Mensi, Walid
17
Rashid, Abdul
17
Belke, Ansgar
16
Demirer, Rıza
16
Herwartz, Helmut
16
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Marcellino, Massimiliano
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Hammoudeh, Shawkat
15
Mumtaz, Haroon
15
Yin, Libo
15
Zhu, Huiming
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Applied economics letters
5
Economic modelling
5
Journal of financial economics
5
International journal of finance & economics : IJFE
4
Research in international business and 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
Economics letters
3
International review of economics & finance : IREF
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3
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3
Journal of multinational financial management
3
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3
The European journal of finance
3
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
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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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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Emerging markets review
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Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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ECONIS (ZBW)
136
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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