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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Caporale, Guglielmo Maria"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Konsumentenverhalten"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
United States
Volatility
Estimation
144
Schätzung
144
Theorie
105
Theory
105
Forecasting model
88
Prognoseverfahren
88
Volatilität
82
Börsenkurs
75
Share price
75
USA
69
Time series analysis
68
Zeitreihenanalyse
68
Capital income
64
Kapitaleinkommen
64
Aktienmarkt
54
Stock market
54
Cointegration
46
Kointegration
46
Exchange rate
45
Wechselkurs
45
Deutschland
39
Forecast
39
Germany
39
Prognose
39
EU countries
35
EU-Staaten
35
Welt
34
World
34
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29
Monetary policy
29
Forecasting
27
Großbritannien
27
United Kingdom
27
Business cycle
24
Fractional integration
24
Interest rate
24
Japan
24
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24
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Article
138
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
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Konferenzbeitrag
Ratgeber
Arbeitspapier
226
Working Paper
226
Graue Literatur
220
Non-commercial literature
220
Aufsatz in Zeitschrift
137
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3
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3
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1
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Bulgarian
English
Dutch
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German
6
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Caporale, Guglielmo Maria
Pierdzioch, Christian
Gupta, Rangan
239
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
163
Han, Heesup
115
Mattila, Anna S.
107
Wohar, Mark E.
107
Neumark, David
106
Viscusi, W. Kip
104
Lusk, Jayson L.
103
Gil-Alaña, Luis A.
102
Jang, Soocheong
99
Bouri, Elie
97
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
89
Ma, Feng
88
McAleer, Michael
86
Hammoudeh, Shawkat
85
Madura, Jeff
82
Partridge, Mark D.
82
Apergēs, Nikolaos
80
Glaeser, Edward L.
80
Nayga, Rodolfo M.
80
Serletis, Apostolos
80
Tiwari, Aviral Kumar
79
Krueger, Alan B.
77
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Feldstein, Martin S.
72
Heckman, James J.
72
Cutler, David M.
71
Grewal, Dhruv
71
Jorgenson, Dale Weldeau
71
Payne, James E.
70
Phau, Ian
70
Mishra, Ashok K.
69
Mixon, Franklin G.
69
Card, David E.
68
Khare, Arpita
68
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Applied economics letters
8
Finance research letters
5
Journal of international money and finance
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Empirica : journal of european economics
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The European journal of finance
4
Applied financial economics
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics letters
2
Computational economics
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economic integration
2
Journal of economics & business
2
Journal of economics and finance : JEF
2
Journal of financial markets
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The Manchester School
2
The journal of real estate finance and economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of financial economics
1
Banking and finance review
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
China economic review : an international journal
1
Cogent economics & finance
1
Credit and capital markets : Kredit und Kapital
1
Eastern economic journal
1
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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
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
5
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
6
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
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