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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Corsetti, Giancarlo"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Theorie
52
Theory
52
Forecasting model
50
Prognoseverfahren
50
Estimation
36
Schätzung
36
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33
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32
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28
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28
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25
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Corsetti, Giancarlo
Pierdzioch, Christian
Gupta, Rangan
210
Bouri, Elie
97
Ma, Feng
94
Tiwari, Aviral Kumar
90
Wohar, Mark E.
69
Hammoudeh, Shawkat
65
Mensi, Walid
59
Xuan Vinh Vo
57
Balcilar, Mehmet
51
Lucey, Brian M.
50
Demirer, Rıza
49
Kang, Sang Hoon
49
Minford, Patrick
48
Zhang, Yaojie
48
Apergēs, Nikolaos
46
Shahzad, Syed Jawad Hussain
46
Zaremba, Adam
46
Corbet, Shaen
45
Serletis, Apostolos
44
Liang, Chao
43
Gil-Alaña, Luis A.
42
Ji, Qiang
41
Ryu, Doojin
41
Wang, Yudong
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Bahmani-Oskooee, Mohsen
40
Roubaud, David
39
Salisu, Afees A.
39
Jawadi, Fredj
38
Wei, Yu
38
Caporale, Guglielmo Maria
37
Umar, Zaghum
36
Narayan, Paresh Kumar
35
Yin, Libo
35
Bordo, Michael D.
34
Galí, Jordi
33
Lau, Chi Keung
33
Lee, Chien-chiang
32
Sensoy, Ahmet
32
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Discussion paper / Centre for Economic Policy Research
19
Discussion papers / CEPR
6
The North American journal of economics and finance : a journal of financial economics studies
5
Department of Economics working paper series
4
Finance research letters
4
Journal of international economics
4
Energy economics
2
Journal of financial markets
2
The European journal of finance
2
American economic journal : a journal of the American Economic Association
1
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1
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1
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1
Economics letters
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
Journal of the Operational Research Society
1
Macroeconomic dynamics
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Research in international business and finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
67
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1
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:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
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:
4
Exchange rate misalignment and external imbalances : what is the optimal monetary policy response?
Corsetti, Giancarlo
;
Dedola, Luca
;
Leduc, Sylvain
- In:
Journal of international economics
144
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014384666
Saved in:
5
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
6
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
7
The macroeconomic stabilization of tariff shocks : what is the optimal monetary response?
Bergin, Paul R.
;
Corsetti, Giancarlo
- In:
Journal of international economics
143
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014381523
Saved in:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
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