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~accessRights:"restricted"
~person:"Afonso, António"
~person:"Dixon, Peter B."
~person:"Gupta, Rangan"
~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:"Forschungsbericht"
~type_genre:"Übersichtsarbeit"
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Economic policy
Stock market
Volatility
Wirkungsanalyse
Estimation
168
Schätzung
168
Forecasting model
138
Prognoseverfahren
138
Volatilität
133
Capital income
109
Kapitaleinkommen
109
USA
103
United States
103
Börsenkurs
95
Share price
95
Risiko
83
Risk
83
Welt
80
World
80
Aktienmarkt
75
Theorie
64
Theory
64
Time series analysis
57
Zeitreihenanalyse
57
VAR model
54
VAR-Modell
54
Impact assessment
48
Oil price
45
Ölpreis
45
Monetary policy
44
Geldpolitik
43
Schock
41
Shock
41
ARCH model
40
ARCH-Modell
40
Causality analysis
39
Kausalanalyse
39
Immobilienpreis
36
Real estate price
36
Economic growth
35
Wirtschaftswachstum
35
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18
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Article
219
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Article in journal
Aufsatz im Buch
Book section
Forschungsbericht
Übersichtsarbeit
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216
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
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1
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English
219
Author
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Afonso, António
Dixon, Peter B.
Gupta, Rangan
Bouri, Elie
101
Ma, Feng
95
Tiwari, Aviral Kumar
93
Hammoudeh, Shawkat
67
Wohar, Mark E.
66
Xuan Vinh Vo
62
Mensi, Walid
61
Kang, Sang Hoon
51
Lucey, Brian M.
51
Shahzad, Syed Jawad Hussain
51
Balcilar, Mehmet
50
Demirer, Rıza
48
Zaremba, Adam
48
Zhang, Yaojie
48
Ji, Qiang
47
Corbet, Shaen
45
Liang, Chao
45
Salisu, Afees A.
44
Roubaud, David
42
Wang, Yudong
42
Lee, Chien-chiang
41
Ryu, Doojin
40
Umar, Zaghum
40
Bahmani-Oskooee, Mohsen
38
Apergēs, Nikolaos
37
Gil-Alaña, Luis A.
37
Wei, Yu
37
Yin, Libo
37
Caporale, Guglielmo Maria
36
Narayan, Paresh Kumar
36
Sensoy, Ahmet
36
Goodell, John W.
35
Wen, Fenghua
35
Guesmi, Khaled
34
Jawadi, Fredj
34
Uddin, Mohammed Gazi Salah
34
Yoon, Seong-min
34
Lau, Chi Keung
33
Lin, Boqiang
33
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The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
18
Energy economics
13
Research in international business and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International review of economics & finance : IREF
11
Applied economics
8
Economics letters
8
Economic modelling
6
Applied economics letters
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
International journal of finance & economics : IJFE
5
The European journal of finance
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
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
Structural change and economic dynamics : SC+ED
3
Economic systems
2
Global finance journal
2
International economics and economic policy : IEEP
2
International journal of forecasting
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 forecasting
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
Atlantic economic journal : AEJ
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
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ECONIS (ZBW)
219
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1
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219
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
7
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:
8
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:
9
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:
10
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
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