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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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Geldpolitik
Risiko
VAR-Modell
Volatilität
Estimation
191
Schätzung
191
Volatility
69
Capital income
60
Kapitaleinkommen
60
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59
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59
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Li, Jia
Bahmani-Oskooee, Mohsen
26
Balcilar, Mehmet
26
Ma, Feng
25
Wohar, Mark E.
24
Bouri, Elie
21
Xuan Vinh Vo
20
Tiwari, Aviral Kumar
18
Pierdzioch, Christian
17
Wang, Yudong
17
Apergēs, Nikolaos
16
Lee, Chien-chiang
16
Todorov, Viktor
16
Kang, Sang Hoon
15
Serletis, Apostolos
15
Hammoudeh, Shawkat
14
Mensi, Walid
14
Salisu, Afees A.
14
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Jawadi, Fredj
13
Wei, Yu
13
Bollerslev, Tim
12
Demirer, Rıza
12
Ji, Qiang
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Lau, Chi Keung
12
Nonejad, Nima
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Wu, Xinyu
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Zhang, Yaojie
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Christou, Christina
11
Kumar, Dilip
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Yoon, Seong-min
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Brooks, Robert
10
Chiang, Thomas C.
10
Gozgor, Giray
10
Papadamou, Stephanos
10
Shahzad, Syed Jawad Hussain
10
Shi, Yanlin
10
Yin, Libo
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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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
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International review of economics & finance : IREF
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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
1
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)
106
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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
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