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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Konjunktur"
~subject:"Shock"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Konjunktur
Shock
Stock market
Wirkungsanalyse
Estimation
175
Schätzung
175
Forecasting model
63
Prognoseverfahren
63
Volatilität
60
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
Share price
55
USA
53
United States
53
Aktienmarkt
40
Risiko
36
Risk
36
Time series analysis
32
Welt
32
World
32
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32
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28
VAR-Modell
28
Inflation
22
Immobilienpreis
21
Real estate price
21
Theorie
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Theory
21
Causality analysis
19
Geldpolitik
19
Kausalanalyse
19
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19
Schock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
ARCH model
17
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17
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Article
95
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1
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Advisory report
Aufsatz in Zeitschrift
Article in journal
96
Arbeitspapier
31
Graue Literatur
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Non-commercial literature
31
Working Paper
31
Aufsatz im Buch
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English
96
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Gupta, Rangan
Gil-Alaña, Luis A.
38
Wohar, Mark E.
38
Bahmani-Oskooee, Mohsen
37
Tiwari, Aviral Kumar
37
Caporale, Guglielmo Maria
33
Balcilar, Mehmet
32
Zaremba, Adam
32
Pierdzioch, Christian
31
Ma, Feng
30
Bouri, Elie
29
Xuan Vinh Vo
27
Apergēs, Nikolaos
26
Todorov, Viktor
26
McAleer, Michael
25
Narayan, Paresh Kumar
25
Hammoudeh, Shawkat
23
McMillan, David G.
23
Bollerslev, Tim
22
Kumar, Dilip
22
Mensi, Walid
22
Chiang, Thomas C.
21
Kang, Sang Hoon
21
Lee, Chien-chiang
21
Yoon, Seong-min
21
Sehgal, Sanjay
18
Zhang, Yaojie
18
Belke, Ansgar
17
Döpke, Jörg
17
Rashid, Abdul
17
Brooks, Robert
16
Demirer, Rıza
16
Jalles, João Tovar
16
Salisu, Afees A.
16
Wang, Yudong
16
Yin, Libo
16
Asai, Manabu
15
Jawadi, Fredj
15
Li, Jia
15
Shahzad, Syed Jawad Hussain
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Research in international business and finance
7
Applied economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Economics letters
3
Energy economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
The European journal of finance
3
Applied economics
2
Economics and Business Letters : EBL
2
Finance research letters
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of financial economics
1
Applied financial economics
1
Defence and peace economics
1
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economic studies
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
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ECONIS (ZBW)
96
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1
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96
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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
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
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
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
Saved in:
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