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~accessRights:"restricted"
~person:"Afonso, António"
~person:"Dixon, Peter B."
~person:"Gupta, Rangan"
~person:"Wang, Yudong"
~subject:"Economic policy"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Übersichtsarbeit"
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Economic policy
Stock market
Volatility
Wirkungsanalyse
Estimation
199
Prognoseverfahren
199
Schätzung
199
Forecasting model
198
Volatilität
172
Capital income
146
Kapitaleinkommen
146
Börsenkurs
115
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115
USA
105
United States
105
Welt
105
World
105
Risiko
91
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91
Theorie
91
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91
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89
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81
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81
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68
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62
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48
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44
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43
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42
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42
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36
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36
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263
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Aufsatz im Buch
Book section
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260
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265
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Afonso, António
Dixon, Peter B.
Gupta, Rangan
Wang, Yudong
Bouri, Elie
102
Tiwari, Aviral Kumar
96
Ma, Feng
95
Hammoudeh, Shawkat
68
Wohar, Mark E.
66
Xuan Vinh Vo
63
Mensi, Walid
62
Kang, Sang Hoon
52
Shahzad, Syed Jawad Hussain
52
Lucey, Brian M.
51
Balcilar, Mehmet
50
Demirer, Rıza
49
Ji, Qiang
48
Zaremba, Adam
48
Zhang, Yaojie
48
Corbet, Shaen
45
Liang, Chao
45
Salisu, Afees A.
44
Roubaud, David
42
Lee, Chien-chiang
41
Ryu, Doojin
41
Umar, Zaghum
40
Gil-Alaña, Luis A.
39
Bahmani-Oskooee, Mohsen
38
Wei, Yu
38
Yin, Libo
38
Apergēs, Nikolaos
37
Sensoy, Ahmet
37
Caporale, Guglielmo Maria
36
Goodell, John W.
36
Narayan, Paresh Kumar
36
Jawadi, Fredj
35
Uddin, Mohammed Gazi Salah
35
Wen, Fenghua
35
Guesmi, Khaled
34
Pierdzioch, Christian
34
Yoon, Seong-min
34
Lau, Chi Keung
33
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Energy economics
24
Finance research letters
21
The North American journal of economics and finance : a journal of financial economics studies
19
International review of economics & finance : IREF
14
Research in international business and finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics
10
Economic modelling
8
Economics letters
8
Journal of forecasting
7
International journal of finance & economics : IJFE
6
International journal of forecasting
6
International review of financial analysis
6
The European journal of finance
6
Applied economics letters
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Journal of economics and finance
4
Journal of multinational financial management
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Defence and peace economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of empirical finance
3
Structural change and economic dynamics : SC+ED
3
Economic systems
2
Global finance journal
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
OPEC energy review
2
Open economies review
2
Pacific-Basin finance journal
2
Quantitative finance
2
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ECONIS (ZBW)
265
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
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:
3
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:
4
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
5
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
6
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
7
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
8
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey
;
Gupta, Rangan
;
Bouri, Elie
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014451556
Saved in:
9
Introduction to INFER special issue on "new aspects of economic and financial integration"
Afonso, António
;
Badarau, Cristina
;
Turcu, Camélia
- In:
The world economy : the leading journal on …
47
(
2024
)
1
,
pp. 2-8
Persistent link: https://www.econbiz.de/10014478114
Saved in:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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