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~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Forecasting model
114
Prognoseverfahren
114
Estimation
100
Schätzung
100
Theorie
89
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89
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74
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63
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24
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Pierdzioch, Christian
Gupta, Rangan
320
Caporale, Guglielmo Maria
273
McAleer, Michael
265
Belke, Ansgar
202
Machin, Stephen
197
Gil-Alaña, Luis A.
193
Svensson, Lars E. O.
158
Minford, Patrick
157
Blundell, Richard W.
154
Bordo, Michael D.
150
Siklos, Pierre L.
149
Bryson, Alex
147
Ehrmann, Michael
136
Woodford, Michael
132
Van Reenen, John
131
Orphanides, Athanasios
126
Goodhart, Charles A. E.
124
Galí, Jordi
122
Wieland, Volker
122
Propper, Carol
121
Crafts, Nicholas
119
Jenkins, Stephen
117
Bouri, Elie
115
Aizenman, Joshua
114
Hammoudeh, Shawkat
110
Wohar, Mark E.
110
Bollerslev, Tim
108
Haan, Jakob de
105
Williams, John C.
105
Corsetti, Giancarlo
104
Taylor, Mark P.
103
Hayo, Bernd
102
Tiwari, Aviral Kumar
100
Smets, Frank
99
Burgess, Simon M.
98
Eichengreen, Barry
98
Peydró, José-Luis
98
Haskel, Jonathan
97
Andersen, Torben
95
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Kiel working paper
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6
Applied economics letters
4
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
133
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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 US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
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:
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 stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
8
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:
9
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:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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