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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Li, Jia"
~person:"Salisu, Afees A."
~person:"Wang, Yudong"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Geldpolitik
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VAR-Modell
Volatilität
Estimation
242
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242
Capital income
83
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83
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83
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Li, Jia
Salisu, Afees A.
Wang, Yudong
Bahmani-Oskooee, Mohsen
26
Balcilar, Mehmet
26
Ma, Feng
26
Wohar, Mark E.
24
Bouri, Elie
21
Tiwari, Aviral Kumar
20
Xuan Vinh Vo
20
Pierdzioch, Christian
17
Apergēs, Nikolaos
16
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Todorov, Viktor
16
Mensi, Walid
15
Serletis, Apostolos
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Hammoudeh, Shawkat
14
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Jawadi, Fredj
13
Wei, Yu
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Wu, Xinyu
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Zhang, Yaojie
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Bollerslev, Tim
12
Demirer, Rıza
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Ji, Qiang
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Lau, Chi Keung
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Nonejad, Nima
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Yoon, Seong-min
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Christou, Christina
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Kumar, Dilip
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Brooks, Robert
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Chiang, Thomas C.
10
Gozgor, Giray
10
Papadamou, Stephanos
10
Rodriguez, Gabriel
10
Shahzad, Syed Jawad Hussain
10
Shi, Yanlin
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Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Research in international business and finance
8
Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Journal of international money and finance
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Macroeconomics and finance in emerging market economies
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Pacific-Basin finance journal
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International economics and economic policy : IEEP
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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ECONIS (ZBW)
131
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1
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
2
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:
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
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
6
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:
7
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
8
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:
9
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:
10
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
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