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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~person:"Yin, Libo"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Wechselkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Wechselkurs
Forecasting model
72
Prognoseverfahren
72
Volatilität
58
Estimation
48
Schätzung
48
Capital income
47
Kapitaleinkommen
47
Börsenkurs
32
Share price
32
Welt
30
World
30
Risk
28
Oil price
27
Risiko
27
Ölpreis
27
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26
Forecast
24
Forecasting
24
Prognose
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10
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9
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Arbeitspapier
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Fallstudie
Statistik
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71
Graue Literatur
4
Non-commercial literature
4
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5
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Pierdzioch, Christian
Yin, Libo
Gupta, Rangan
215
Bouri, Elie
102
Tiwari, Aviral Kumar
95
Ma, Feng
94
Bahmani-Oskooee, Mohsen
75
Wohar, Mark E.
71
Hammoudeh, Shawkat
66
Xuan Vinh Vo
62
Mensi, Walid
60
Balcilar, Mehmet
52
Lucey, Brian M.
52
Demirer, Rıza
51
Kang, Sang Hoon
49
Apergēs, Nikolaos
48
Gil-Alaña, Luis A.
48
Minford, Patrick
48
Shahzad, Syed Jawad Hussain
48
Zhang, Yaojie
48
Zaremba, Adam
47
Corbet, Shaen
46
Salisu, Afees A.
46
Serletis, Apostolos
44
Liang, Chao
43
Corsetti, Giancarlo
42
Ji, Qiang
41
Ryu, Doojin
41
Wang, Yudong
41
Narayan, Paresh Kumar
39
Roubaud, David
39
Caporale, Guglielmo Maria
38
Jawadi, Fredj
38
Umar, Zaghum
38
Wei, Yu
38
Uddin, Mohammed Gazi Salah
37
Lee, Chien-chiang
36
Bordo, Michael D.
35
Belke, Ansgar
34
Eichengreen, Barry
34
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
7
International review of economics & finance : IREF
7
Finance research letters
5
International review of financial analysis
5
Department of Economics working paper series
4
Research in international business and finance
4
Economics letters
3
The European journal of finance
3
Applied economics
2
Economic modelling
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of forecasting
2
Pacific-Basin finance journal
2
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Quantitative finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
75
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1
Return and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Wan, Jieru
;
Yin, Libo
;
Wu, You
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 397-428
Persistent link: https://www.econbiz.de/10014446774
Saved in:
2
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:
3
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:
4
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:
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
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:
8
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:
9
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
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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