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~isPartOf:"European review of economics and finance"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Fukao, Mitsuhiro"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
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Volatility
Theorie
8
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8
Forecasting model
6
Prognoseverfahren
6
Time series analysis
6
Zeitreihenanalyse
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11
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Fukao, Mitsuhiro
Gil-Alaña, Luis A.
Pierdzioch, Christian
Welfens, Paul J. J.
11
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7
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5
So, Mike Ka-pui
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5
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Hughes Hallett, Andrew
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4
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4
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3
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3
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3
McMillan, David G.
3
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3
Salisu, Afees A.
3
Tang, Xiaolong
3
Abraham, Bovas
2
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2
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2
Balakrishna, N.
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Bonato, Matteo
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European review of economics and finance
International economics and economic policy : IEEP
Journal of forecasting
Economics and finance working paper series
28
CESifo working papers
26
Kiel working paper
21
Kieler Arbeitspapiere
21
Department of Economics working paper series
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Applied economics letters
10
Applied economics
8
International review of economics & finance : IREF
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Finance research letters
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
Research in international business and finance
4
The European journal of finance
4
Discussion paper / Centre for Economic Forecasting
3
Economic modelling
3
Energy economics
3
Global finance journal
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of international money and finance
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Applied financial economics letters
2
Computational economics
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
Economia internazionale
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Finmap working paper
2
German economic review
2
International economic journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic studies
2
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
3
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
4
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
5
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
6
On the hump-shaped output effect of monetary policy in an open economy
Pierdzioch, Christian
;
Yener, Serkan
- In:
International economics and economic policy : IEEP
4
(
2007
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003438138
Saved in:
7
The effects of 'Gesell' (currency) taxes in promoting Japan's economic recovery
Fukao, Mitsuhiro
- In:
International economics and economic policy : IEEP
2
(
2005
)
2/3
,
pp. 173-188
Persistent link: https://www.econbiz.de/10003244025
Saved in:
8
Overcoming the zero bound on nominal interest rates : Gesell's currency carry tax vs. Eisler's parallel virtuell currency
Buiter, Willem H.
- In:
International economics and economic policy : IEEP
2
(
2005
)
2/3
,
pp. 189-200
Persistent link: https://www.econbiz.de/10003244036
Saved in:
9
Do Spanish stock market prices have a unit root? : Evidence from a fractional integration viewpoint
DePeña, Francisco Javier
;
Gil-Alaña, Luis A.
- In:
European review of economics and finance
3
(
2004
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10002091248
Saved in:
10
Fractional integration in the volatility series of asset returns
Gil-Alaña, Luis A.
- In:
European review of economics and finance
2
(
2003
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001802671
Saved in:
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