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~isPartOf:"Department of Economics working paper series"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~person:"Xuan Vinh Vo"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
Volatility
71
Volatilität
70
Forecasting model
38
Prognoseverfahren
38
Börsenkurs
36
Share price
36
Capital income
32
Welt
29
World
29
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Aktienmarkt
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Forecast
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Theorie
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Theory
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GARCH-MIDAS
7
Realized volatility
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forecasting
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Causality analysis
5
Kausalanalyse
5
Stock returns
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26
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Book / Working Paper
30
Article
17
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Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
Non-commercial literature
Graue Literatur
30
Working Paper
30
Language
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English
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Author
All
Allen, David E.
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Xuan Vinh Vo
Pierdzioch, Christian
16
Salisu, Afees A.
8
Balcilar, Mehmet
6
Ҫepni, Oğuzhan
6
Bonato, Matteo
5
Ma, Feng
5
Wohar, Mark E.
5
Caporin, Massimiliano
4
Wang, Jiqian
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Cepni, Oguzhan
3
Copeland, Laurence S.
3
Gillas, Konstantinos Gkillas
3
Ho, Kin-Yip
3
Ji, Qiang
3
Kang, Sang Hoon
3
Karmakar, Sayar
3
Koutmos, Gregory
3
Kumar, Dilip
3
Mensi, Walid
3
Nel, Jacobus
3
Nielsen, Joshua
3
Ogbonna, Ahamuefula Ephraim
3
Shi, Yanlin
3
Wang, Yudong
3
Wu, Chunchi
3
Çepni, Oğuzhan
3
Bahmani-Oskooee, Mohsen
2
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chen, Wang
2
Chuang, Ming-Che
2
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Department of Economics working paper series
International economics and economic policy : IEEP
International review of economics & finance : IREF
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
12
Finance research letters
12
Research in international business and finance
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Applied financial economics
6
International review of financial analysis
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of finance & economics : IJFE
5
Journal of international financial markets, institutions & money
5
Journal of multinational financial management
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Applied economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of forecasting
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Defence and peace economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
3
Economics and Business Letters : EBL
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Discussion papers of interdisciplinary research project 373
2
Economic systems
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Emerging markets review
2
Financial innovation : FIN
2
Finmap working paper
2
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ECONIS (ZBW)
47
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1
Does the introduction of US spot Bitcoin ETFs affect spot returns and
volatility
of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
2
Energy market uncertainties and exchange rate
volatility
: a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
Energy market uncertainties and US state-level stock market
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
5
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:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Forecasting
volatility
of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
9
Return
volatility
, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
10
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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