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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Allen, David E."
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Konsumentenverhalten"
~subject:"Shock"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Shock
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Volatilität
8
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6
Prognoseverfahren
6
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6
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Allen, David E.
Pierdzioch, Christian
Gupta, Rangan
15
Mensi, Walid
10
Kang, Sang Hoon
9
Hammoudeh, Shawkat
8
Wohar, Mark E.
7
Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
6
Applied economics
4
Finance research letters
4
International review of economics & finance : IREF
4
Journal of international money and finance
4
The European journal of finance
4
International economic journal
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International economics and economic policy : IEEP
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Journal of forecasting
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Journal of risk and financial management : JRFM
3
Economics letters
2
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2
German economic review
2
Global business & economics review
2
International journal of forecasting
2
International review of financial analysis
2
Journal of financial markets
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in Pacific Basin financial markets
1
Annals of financial economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Econometric reviews
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic systems
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
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Financial innovation : FIN
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
5
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
6
Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
Saved in:
7
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
8
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
9
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
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