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~isPartOf:"Department of Economics working paper series"
~person:"Campbell, John Y."
~person:"Currie, Janet M."
~person:"De Nardi, Mariacristina"
~person:"Gupta, Rangan"
~person:"Waldfogel, Jane"
~person:"Wolff, Edward N."
~subject:"Kinder"
~subject:"Share price"
~subject:"VAR-Modell"
~subject:"Vermögensverteilung"
~subject:"Volatility"
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Campbell, John Y.
Currie, Janet M.
De Nardi, Mariacristina
Gupta, Rangan
Waldfogel, Jane
Wolff, Edward N.
McMillin, W. Douglas
4
Salisu, Afees A.
4
Bouri, Elie
3
Cepni, Oguzhan
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Koray, Faik
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Bonato, Matteo
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Fackler, James Sherman
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Ji, Qiang
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Liao, Wenting
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Arin, Kerim Peren
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Babalos, Vassilios
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Hall, Savanah
1
Ma, Jun
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Moodley, Damien
1
Plakandaras, Vasilios
1
Wang, Shixuan
1
Yousaf, Imran
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Çepni, Oğuzhan
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Ҫepni, Oğuzhan
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Department of Economics working paper series
Working paper / National Bureau of Economic Research, Inc.
46
NBER working paper series
14
Working papers / The Levy Economics Institute
12
The North American journal of economics and finance : a journal of financial economics studies
10
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8
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The review of income and wealth : journal of the International Association for Research in Income and Wealth
7
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ECONIS (ZBW)
13
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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
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
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
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:
5
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:
6
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:
7
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
8
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
9
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
Saved in:
10
Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
-
2022
Persistent link: https://www.econbiz.de/10013253752
Saved in:
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