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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."
~subject:"Geldpolitik"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Geldpolitik
VAR-Modell
Volatilität
Estimation
215
Schätzung
215
Volatility
72
Börsenkurs
68
Share price
68
Capital income
66
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66
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Li, Jia
Salisu, Afees A.
Ma, Feng
25
Bahmani-Oskooee, Mohsen
24
Balcilar, Mehmet
24
Bouri, Elie
21
Wohar, Mark E.
21
Tiwari, Aviral Kumar
20
Xuan Vinh Vo
19
Pierdzioch, Christian
17
Todorov, Viktor
16
Apergēs, Nikolaos
15
Kang, Sang Hoon
15
Mensi, Walid
15
Serletis, Apostolos
15
Wang, Yudong
14
Lee, Chien-chiang
13
Wei, Yu
13
Wu, Xinyu
13
Zhu, Huiming
13
Bollerslev, Tim
12
Gil-Alaña, Luis A.
12
Hammoudeh, Shawkat
12
Jawadi, Fredj
12
Yoon, Seong-min
12
Demirer, Rıza
11
Ji, Qiang
11
Kumar, Dilip
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Nonejad, Nima
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Zhang, Yaojie
11
Brooks, Robert
10
Lau, Chi Keung
10
Papadamou, Stephanos
10
Rodriguez, Gabriel
10
Shi, Yanlin
10
Yin, Libo
10
Chevallier, Julien
9
Christou, Christina
9
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9
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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
6
Finance research letters
5
International review of economics & finance : IREF
5
Journal of econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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International journal of finance & economics : IJFE
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2
Journal of international money and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomics and finance in emerging market economies
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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
1
Journal of behavioral and experimental finance
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Journal of risk
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ECONIS (ZBW)
103
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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
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:
5
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
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
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:
8
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:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria
Ebuh, Godday Uwawunkonye
;
Salisu, Afees A.
;
Oboh, …
- In:
Macroeconomics and finance in emerging market economies
16
(
2023
)
2
,
pp. 222-246
Persistent link: https://www.econbiz.de/10014319831
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