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subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Konjunktur
Stock market
Wirkungsanalyse
Estimation
173
Schätzung
173
Forecasting model
62
Prognoseverfahren
62
Volatilität
59
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
USA
52
United States
52
Aktienmarkt
39
Risiko
35
Risk
35
Time series analysis
32
Zeitreihenanalyse
32
Welt
31
World
31
VAR model
28
VAR-Modell
28
Inflation
22
Theorie
21
Theory
21
Immobilienpreis
20
Real estate price
20
Causality analysis
19
Geldpolitik
19
Kausalanalyse
19
Monetary policy
19
Schock
19
Shock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
ARCH model
16
ARCH-Modell
16
Cointegration
16
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Undetermined
76
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Article
87
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1
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Advisory report
Aufsatz in Zeitschrift
Article in journal
88
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
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Aufsatz im Buch
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1
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English
88
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
37
Wohar, Mark E.
36
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
32
Balcilar, Mehmet
31
Tiwari, Aviral Kumar
31
Zaremba, Adam
31
Pierdzioch, Christian
29
Bouri, Elie
28
Ma, Feng
28
Todorov, Viktor
25
Xuan Vinh Vo
25
McAleer, Michael
24
Apergēs, Nikolaos
23
McMillan, David G.
23
Narayan, Paresh Kumar
23
Bollerslev, Tim
22
Kumar, Dilip
22
Chiang, Thomas C.
21
Lee, Chien-chiang
21
Hammoudeh, Shawkat
19
Kang, Sang Hoon
19
Mensi, Walid
19
Yoon, Seong-min
19
Sehgal, Sanjay
18
Rashid, Abdul
17
Brooks, Robert
16
Demirer, Rıza
16
Jalles, João Tovar
16
Zhang, Yaojie
16
Asai, Manabu
15
Döpke, Jörg
15
Jawadi, Fredj
15
Salisu, Afees A.
15
Wang, Yudong
15
Wei, Yu
15
Andersen, Torben
14
Li, Jia
14
Shahzad, Syed Jawad Hussain
14
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The North American journal of economics and finance : a journal of financial economics studies
9
Research in international business and finance
7
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 review of economics & finance : IREF
3
The European journal of finance
3
Applied economics
2
Applied economics letters
2
Economics and Business Letters : EBL
2
Finance research letters
2
International journal of finance & economics : IJFE
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
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
Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets review
1
Emerging markets, finance and trade : EMFT
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
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
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ECONIS (ZBW)
88
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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