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~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Forecasting model
114
Prognoseverfahren
114
Estimation
100
Schätzung
100
Theorie
89
Theory
89
Volatilität
74
Börsenkurs
63
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63
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53
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53
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52
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52
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51
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51
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47
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47
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44
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41
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40
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38
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38
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33
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33
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32
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32
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29
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27
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27
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24
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23
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23
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23
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23
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23
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20
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66
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56
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Pierdzioch, Christian
Gupta, Rangan
278
McAleer, Michael
254
Caporale, Guglielmo Maria
210
Belke, Ansgar
200
Machin, Stephen
197
Svensson, Lars E. O.
158
Minford, Patrick
157
Blundell, Richard W.
154
Gil-Alaña, Luis A.
148
Bordo, Michael D.
147
Bryson, Alex
147
Siklos, Pierre L.
134
Woodford, Michael
132
Ehrmann, Michael
131
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
Aizenman, Joshua
112
Bollerslev, Tim
107
Haan, Jakob de
105
Williams, John C.
105
Corsetti, Giancarlo
103
Taylor, Mark P.
102
Hayo, Bernd
100
Smets, Frank
99
Burgess, Simon M.
98
Peydró, José-Luis
98
Haskel, Jonathan
97
Bouri, Elie
96
McCallum, Bennett T.
95
Bahmani-Oskooee, Mohsen
94
Eichengreen, Barry
94
Griffith, Rachel
94
Andersen, Torben
93
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Kieler Arbeitspapiere
19
Kiel working paper
17
Department of Economics working paper series
16
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
3
Economics letters
3
International review of economics & finance : IREF
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
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2
Finance research letters
2
German economic review
2
International economics and economic policy : IEEP
2
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2
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2
Journal of international money and finance
2
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2
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1
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1
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CESifo working papers
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Oxford economic papers
1
Research in international business and finance
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ECONIS (ZBW)
113
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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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