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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Deutschland"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Wechselkurs"
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Aktienmarkt
Deutschland
Geldpolitik
Großbritannien
Volatility
Volatilität
Wechselkurs
Forecasting model
52
Prognoseverfahren
52
Estimation
30
Schätzung
30
Capital income
24
Kapitaleinkommen
24
Forecasting
23
Forecast
17
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14
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forecasting
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Pierdzioch, Christian
Gupta, Rangan
219
Bouri, Elie
103
Tiwari, Aviral Kumar
96
Ma, Feng
94
Bahmani-Oskooee, Mohsen
78
Wohar, Mark E.
71
Hammoudeh, Shawkat
66
Xuan Vinh Vo
62
Mensi, Walid
60
Lucey, Brian M.
54
Balcilar, Mehmet
53
Gil-Alaña, Luis A.
52
Demirer, Rıza
51
Minford, Patrick
51
Kang, Sang Hoon
49
Shahzad, Syed Jawad Hussain
49
Apergēs, Nikolaos
48
Eichengreen, Barry
48
Zaremba, Adam
48
Zhang, Yaojie
48
Corbet, Shaen
47
Salisu, Afees A.
47
Serletis, Apostolos
46
Wagner, Joachim
45
Corsetti, Giancarlo
44
Zimmermann, Klaus F.
44
Jawadi, Fredj
43
Liang, Chao
43
Bordo, Michael D.
42
Aizenman, Joshua
41
Belke, Ansgar
41
Ji, Qiang
41
Ryu, Doojin
41
Wang, Yudong
41
Narayan, Paresh Kumar
40
Roubaud, David
40
Caporale, Guglielmo Maria
39
Uddin, Mohammed Gazi Salah
38
Umar, Zaghum
38
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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
Applied economics letters
3
The European journal of finance
3
Economics letters
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of financial markets
2
Annals of financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
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Nonprofit and voluntary sector quarterly
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Research in international business and finance
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SSRN eLibrary
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Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
46
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1
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
2
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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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