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subject:"Volatility"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Spillover-Effekt"
~subject:"VAR-Modell"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Volatility
Capital income
Großbritannien
Impact assessment
Prognoseverfahren
Spillover-Effekt
VAR-Modell
Volatilität
Estimation
248
Schätzung
248
Kapitaleinkommen
99
Börsenkurs
92
Forecasting model
92
Share price
92
USA
63
United States
63
Aktienmarkt
62
Stock market
62
Welt
48
World
48
Time series analysis
42
Zeitreihenanalyse
42
Risiko
39
Risk
39
ARCH model
32
ARCH-Modell
32
VAR model
31
Theorie
29
Theory
29
Inflation
25
Causality analysis
22
Kausalanalyse
22
Schock
22
Shock
22
Spillover effect
22
Immobilienpreis
21
Real estate price
21
Stock returns
21
Cointegration
20
Geldpolitik
20
Kointegration
20
Monetary policy
20
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Undetermined
148
Free
14
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Article
192
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2
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Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
193
Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Working Paper
43
Aufsatz im Buch
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Language
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English
194
Author
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Bouri, Elie
Gupta, Rangan
McMillan, David G.
Zaremba, Adam
61
Wohar, Mark E.
46
Pierdzioch, Christian
45
Gil-Alaña, Luis A.
42
Caporale, Guglielmo Maria
38
Bahmani-Oskooee, Mohsen
37
Tiwari, Aviral Kumar
37
Balcilar, Mehmet
35
Ma, Feng
35
Narayan, Paresh Kumar
35
Xuan Vinh Vo
35
Wang, Yudong
30
Apergēs, Nikolaos
27
Kang, Sang Hoon
27
Salisu, Afees A.
27
Todorov, Viktor
27
Mensi, Walid
26
Zhang, Yaojie
26
Bollerslev, Tim
25
McAleer, Michael
25
Belke, Ansgar
23
Moosa, Imad A.
23
Bali, Turan G.
21
Kumar, Dilip
21
Cakici, Nusret
20
Chiang, Thomas C.
20
Demirer, Rıza
20
Lee, Chien-chiang
20
Yoon, Seong-min
20
Döpke, Jörg
19
Marcellino, Massimiliano
19
Rashid, Abdul
19
Yin, Libo
19
Hammoudeh, Shawkat
18
Jawadi, Fredj
18
Papadamou, Stephanos
18
Sehgal, Sanjay
18
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Finance research letters
12
Research in international business and finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics
9
International journal of finance & economics : IJFE
9
Energy economics
8
International review of economics & finance : IREF
6
International review of financial analysis
6
Applied economics letters
5
Economic modelling
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Applied financial economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Economics and Business Letters : EBL
3
Economics letters
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The Manchester School
3
Economics : the open-access, open-assessment journal
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of applied economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Open economies review
2
Studies in economics and finance
2
The journal of asset management
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cogent economics & finance
1
Contemporary economics
1
Defence and peace economics
1
Economic research
1
Economics, management and financial markets
1
Economies : open access journal
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ECONIS (ZBW)
194
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11
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
12
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
13
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:
14
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
15
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
16
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:
17
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
18
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
19
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
20
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:
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