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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Lee, Chien-chiang"
~person:"Li, Jia"
~person:"Salisu, Afees A."
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Geldpolitik
Risiko
VAR-Modell
Volatilität
Estimation
226
Schätzung
226
Volatility
78
Börsenkurs
72
Share price
72
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69
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Ghosh, Taniya
Gupta, Rangan
Lee, Chien-chiang
Li, Jia
Salisu, Afees A.
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
Todorov, Viktor
16
Hammoudeh, Shawkat
15
Mensi, Walid
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
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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
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
10
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
6
International review of economics & finance : IREF
6
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Economics letters
5
Finance research letters
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Journal for studies in economics and econometrics : SEE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of multinational financial management
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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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Open economies review
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Pacific-Basin finance journal
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Defence and peace economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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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 Asian economics
1
Journal of behavioral and experimental finance
1
Journal of financial markets
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ECONIS (ZBW)
121
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1
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:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
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:
4
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
5
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:
6
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
7
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
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
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:
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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