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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Theory
USA
Volatility
390
Volatilität
388
Estimation
141
Börsenkurs
124
Forecasting model
124
Prognoseverfahren
124
Share price
124
ARCH model
116
ARCH-Modell
116
Capital income
112
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112
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92
Aktienmarkt
91
Welt
86
World
86
Theorie
83
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75
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70
Risk
70
Time series analysis
54
Zeitreihenanalyse
54
Wechselkurs
48
Oil price
44
Ölpreis
44
Stochastic process
41
Stochastischer Prozess
41
Forecasting
35
Spillover effect
34
Spillover-Effekt
34
Großbritannien
30
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30
Schock
27
Shock
27
VAR model
26
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26
forecasting
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152
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104
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104
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8
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
McAleer, Michael
139
Bollerslev, Tim
82
Bahmani-Oskooee, Mohsen
72
Caporale, Guglielmo Maria
69
Andersen, Torben
62
Pierdzioch, Christian
59
Diebold, Francis X.
51
Chang, Chia-Lin
50
Koopman, Siem Jan
45
Asai, Manabu
42
Härdle, Wolfgang
41
Todorov, Viktor
40
Bouri, Elie
39
Gil-Alaña, Luis A.
39
Ma, Feng
39
Wohar, Mark E.
38
Rodriguez, Gabriel
37
Belke, Ansgar
34
Haltiwanger, John C.
34
Caporin, Massimiliano
33
Lux, Thomas
33
Hautsch, Nikolaus
32
Herwartz, Helmut
32
Spagnolo, Nicola
32
Merkl, Christian
31
Mumtaz, Haroon
31
Clements, Adam
30
Davis, Steven J.
29
Dijk, Dick van
29
Hammoudeh, Shawkat
29
Hegerty, Scott W.
29
Tauchen, George Eugene
29
Xuan Vinh Vo
29
Kočenda, Evžen
28
Lucas, André
28
Ghysels, Eric
27
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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1
National Bureau of Economic Research
1
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Department of Economics working paper series
27
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14
The North American journal of economics and finance : a journal of financial economics studies
11
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9
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7
Finance research letters
6
The European journal of finance
6
Energy economics
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Applied economics letters
4
Applied financial economics
4
Econometric Institute research papers
4
Economics letters
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of multinational financial management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
CORE discussion paper : DP
3
CORE discussion papers : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
International review of economics & finance : IREF
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
CESifo working papers
2
Discussion papers of interdisciplinary research project 373
2
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
International economics and economic policy : IEEP
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ECONIS (ZBW)
258
Showing
21
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30
of
258
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21
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
22
Climate risks and predictability of commodity returns and
volatility
: evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
23
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
24
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
25
Conventional and unconventional monetary policy rate uncertainty and stock market
volatility
: a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
26
The effect of macroeconomic uncertainty on housing returns and
volatility
: evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
27
The role of monetary policy uncertainty in predicting equity market
volatility
of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
28
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
29
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized
volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
30
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
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