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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"United States"
~subject:"Wirkungsanalyse"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Konjunktur
Stock market
United States
Wirkungsanalyse
Estimation
173
Schätzung
173
Forecasting model
62
Prognoseverfahren
62
Volatilität
59
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
USA
52
Aktienmarkt
39
Risiko
35
Risk
35
Time series analysis
32
Zeitreihenanalyse
32
Welt
31
World
31
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28
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28
Inflation
22
Theorie
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Theory
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Schock
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South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
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16
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16
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Article
115
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1
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Advisory report
Aufsatz in Zeitschrift
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116
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47
Graue Literatur
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Non-commercial literature
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English
116
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Gupta, Rangan
Gil-Alaña, Luis A.
59
Bahmani-Oskooee, Mohsen
56
Wohar, Mark E.
51
Caporale, Guglielmo Maria
50
Tiwari, Aviral Kumar
36
Balcilar, Mehmet
34
Apergēs, Nikolaos
32
Zaremba, Adam
31
Pierdzioch, Christian
30
Bollerslev, Tim
28
Bouri, Elie
28
Ma, Feng
28
Xuan Vinh Vo
28
McAleer, Michael
26
Todorov, Viktor
26
McMillan, David G.
25
Narayan, Paresh Kumar
25
Hammoudeh, Shawkat
22
Kumar, Dilip
22
Lee, Chien-chiang
22
Chiang, Thomas C.
21
Serletis, Apostolos
21
Yoon, Seong-min
21
Hsing, Yu
20
Kang, Sang Hoon
20
Belke, Ansgar
19
Brooks, Robert
19
Jawadi, Fredj
19
Mensi, Walid
19
Payne, James E.
18
Sehgal, Sanjay
18
Heckman, James J.
17
Rashid, Abdul
17
Salisu, Afees A.
17
Demirer, Rıza
16
Hegerty, Scott W.
16
Jalles, João Tovar
16
Shahzad, Syed Jawad Hussain
16
Tauchen, George Eugene
16
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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
5
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economics, management and financial markets
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 multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Economic systems
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Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets review
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Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
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 journal of strategic property management
1
International review of financial analysis
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ECONIS (ZBW)
116
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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
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:
3
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:
4
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
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:
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
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:
9
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:
10
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:
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