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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working papers on finance"
~language:"eng"
~person:"Burger, Anže"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~person:"Hayo, Bernd"
~person:"Rossi, Luca"
~person:"Wohar, Mark E."
~subject:"Cointegration"
~subject:"Impact assessment"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
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Cointegration
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Volatility
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Burger, Anže
Caporin, Massimiliano
Gupta, Rangan
Hayo, Bernd
Rossi, Luca
Wohar, Mark E.
Ammann, Manuel
13
Ranaldo, Angelo
9
Sheng, Xin
8
Bouri, Elie
7
Cepni, Oguzhan
6
Pierdzioch, Christian
6
Van Eyden, Reneé
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Zhou, Qiankun
5
Ҫepni, Oğuzhan
5
Bonato, Matteo
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Füss, Roland
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Ji, Qiang
4
Liao, Wenting
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Nielsen, Joshua
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Schmid, Markus M.
4
Trojani, Fabio
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Çepni, Oğuzhan
4
Adams, Zeno
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Audrino, Francesco
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Keuschnigg, Christian
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Marfatia, Hardik A.
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Nel, Jacobus
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Plakandaras, Vasilios
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Salisu, Afees A.
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Seiz, Ralf
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Unel, Bulent
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Walther, Thomas
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2
Christou, Christina
2
Egger, Peter
2
Gabauer, David
2
Glück, Thorsten
2
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2
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Department of Economics working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Working papers on finance
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
29
Working papers / University of Connecticut, Department of Economics
18
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
10
ZEI papers / Zentrum für Europäische Integrationsforschung
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
CESifo working papers
3
Economics : the open-access, open-assessment e-journal
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SAFE working paper
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CREATES research paper
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Cardiff economics working papers
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Econometric Institute research papers
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OECD Economics Department working papers
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Paris December 2017 Finance Meeting EUROFIDAI - AFFI
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Questioni di economia e finanza
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Research Department working paper / Federal Reserve Bank of Dallas
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Research paper series / Swiss Finance Institute
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SNB working papers
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
University of St. Gallen, School of Finance Research Paper
1
Volkswirtschaftliche Diskussionsbeiträge
1
William Davidson Institute working papers series
1
Working paper
1
Working paper / IMK, Institut für Makroökonomie
1
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
3
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
4
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
5
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
7
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
Saved in:
9
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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