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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Risk"
~subject:"United States"
~subject:"Volatility"
~subject:"Wechselkurs"
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Aktienmarkt
Geldpolitik
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Risk
United States
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Wechselkurs
Forecasting model
53
Prognoseverfahren
53
Volatilität
33
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31
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31
Capital income
25
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25
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24
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Pierdzioch, Christian
Gupta, Rangan
297
Tiwari, Aviral Kumar
118
Bouri, Elie
113
Bahmani-Oskooee, Mohsen
99
Ma, Feng
97
Wohar, Mark E.
86
Hammoudeh, Shawkat
78
Xuan Vinh Vo
77
Acharya, Viral V.
71
Apergēs, Nikolaos
67
Lee, Chien-chiang
66
Balcilar, Mehmet
65
Ji, Qiang
63
Mensi, Walid
63
Shahzad, Syed Jawad Hussain
63
Demirer, Rıza
62
Gil-Alaña, Luis A.
62
Lucey, Brian M.
59
Minford, Patrick
58
Zaremba, Adam
57
Bordo, Michael D.
56
Salisu, Afees A.
55
Eichengreen, Barry
54
Kang, Sang Hoon
54
Marcellino, Massimiliano
52
Serletis, Apostolos
50
Van Reenen, John
50
Zhang, Yaojie
50
Bloom, Nicholas
49
Corsetti, Giancarlo
49
Uddin, Mohammed Gazi Salah
49
Galí, Jordi
48
Kilian, Lutz
48
Aizenman, Joshua
47
Corbet, Shaen
47
Gorodnichenko, Yuriy
47
Jawadi, Fredj
47
Yin, Libo
46
Autor, David H.
45
Liang, Chao
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Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Department of Economics working paper series
4
Energy economics
3
The European journal of finance
3
Economics letters
2
International review of economics & finance : IREF
2
Journal of financial markets
2
Annals of financial economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
44
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1
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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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