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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"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Geldpolitik
Risiko
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Volatilität
Estimation
195
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195
Volatility
70
Capital income
61
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61
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60
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48
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Li, Jia
Bahmani-Oskooee, Mohsen
26
Balcilar, Mehmet
26
Ma, Feng
26
Wohar, Mark E.
24
Bouri, Elie
22
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
20
Pierdzioch, Christian
17
Wang, Yudong
17
Apergēs, Nikolaos
16
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Todorov, Viktor
16
Hammoudeh, Shawkat
15
Mensi, Walid
15
Salisu, Afees A.
15
Serletis, Apostolos
15
Zhang, Yaojie
14
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Jawadi, Fredj
13
Wei, Yu
13
Wu, Xinyu
13
Bollerslev, Tim
12
Demirer, Rıza
12
Ji, Qiang
12
Lau, Chi Keung
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Nonejad, Nima
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Yoon, Seong-min
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Christou, Christina
11
Kumar, Dilip
11
Brooks, Robert
10
Chiang, Thomas C.
10
Gozgor, Giray
10
Papadamou, Stephanos
10
Rodriguez, Gabriel
10
Shahzad, Syed Jawad Hussain
10
Shi, Yanlin
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Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
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6
Economics letters
5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
1
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 international trade & economic development : an international and comparative review
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ECONIS (ZBW)
107
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21
Dynamic interaction among macroeconomic fundamentals : evidence from India using the SVAR framework
Adil, Masudul Hasan
;
Ghosh, Taniya
;
Nurudeen, Ibrahim
; …
- In:
Journal for studies in economics and econometrics : SEE
46
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10013413079
Saved in:
22
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
23
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
International finance : the only journal bridging the …
25
(
2022
)
3
,
pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
Saved in:
24
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
25
Dynamic interaction among macroeconomic fundamentals : evidence from India using the SVAR framework
Adil, Masudul Hasan
;
Ghosh, Taniya
;
Nurudeen, Ibrahim
; …
- In:
Journal for studies in economics and econometrics : SEE
46
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10013357019
Saved in:
26
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
27
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
28
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
29
The relationship between economic policy uncertainty and corporate tax rates
Clance, Matthew
;
Gozgor, Giray
;
Gupta, Rangan
;
Lau, Chi …
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012650833
Saved in:
30
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
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