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~language:"eng"
~language:"fra"
~language:"vie"
~person:"Demirer, Rıza"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Volatility
Welt
Volatilität
43
Stock market
42
Aktienmarkt
40
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35
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35
Börsenkurs
32
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32
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Demirer, Rıza
McAleer, Michael
323
Gupta, Rangan
270
Eichengreen, Barry
223
Aizenman, Joshua
215
Dreher, Axel
197
Caporale, Guglielmo Maria
181
Anderson, Kym
179
Demirgüç-Kunt, Asli
173
Rose, Andrew
172
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139
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134
Kose, M. Ayhan
131
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128
Schneider, Friedrich
121
Hoekman, Bernard M.
120
Claessens, Stijn
118
Levine, Ross
118
Asongu, Simplice
116
Hammoudeh, Shawkat
115
Woessmann, Ludger
110
Tol, Richard S. J.
109
Pesaran, M. Hashem
108
Frankel, Jeffrey A.
107
Bahmani-Oskooee, Mohsen
103
Bollerslev, Tim
103
Beck, Thorsten
101
Reinhart, Carmen M.
101
Wei, Shang-jin
101
Bekaert, Geert
99
Nunnenkamp, Peter
99
Buch, Claudia M.
98
Lucey, Brian M.
98
Haan, Jakob de
97
Ma, Feng
97
Lane, Philip R.
96
Tiwari, Aviral Kumar
94
Apergēs, Nikolaos
93
Laeven, Luc
93
Voigt, Stefan
93
Pierdzioch, Christian
92
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12
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5
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4
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2
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2
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2
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2
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ECONIS (ZBW)
58
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1
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58
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
3
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
4
Climate uncertainty and information transmissions across the conventional and ESG assets
Cepni, Oguzhan
;
Demirer, Rıza
;
Pham, Linh
;
Rognone, Lavinia
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014306375
Saved in:
5
Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies
Bathia, Deven
;
Demirer, Rıza
;
Ferrer, Román
;
Raheem, …
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478226
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
10
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
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