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~language:"eng"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Auslandsinvestition"
~subject:"Monetary policy"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Auslandsinvestition
Monetary policy
Volatility
Forecasting model
84
Prognoseverfahren
84
Estimation
51
Schätzung
51
Theorie
48
Theory
48
Volatilität
41
Forecast
40
Prognose
40
Börsenkurs
34
Share price
34
Capital income
33
Kapitaleinkommen
33
Forecasting
28
Deutschland
26
Germany
26
USA
26
United States
26
Aktienmarkt
22
Exchange rate
22
Stock market
22
Wechselkurs
22
Welt
19
World
19
Schock
17
Shock
17
Geldpolitik
16
Gold
16
forecasting
16
Business cycle
14
Herdenverhalten
14
Herding
14
Konjunktur
14
Economic forecast
12
Exchange rate policy
12
Japan
12
Oil price
12
Risiko
12
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Undetermined
28
Free
2
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Article
58
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Amtsdruckschrift
Article in journal
Working Paper
61
Aufsatz in Zeitschrift
58
Graue Literatur
56
Non-commercial literature
56
Arbeitspapier
55
Aufsatz im Buch
2
Book section
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
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English
Lithuanian
German
11
Author
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Pierdzioch, Christian
Gupta, Rangan
195
Bouri, Elie
92
Ma, Feng
91
Bahmani-Oskooee, Mohsen
84
Buckley, Peter J.
77
McAleer, Michael
74
Tiwari, Aviral Kumar
73
Hammoudeh, Shawkat
72
Belke, Ansgar
71
Nunnenkamp, Peter
65
Wohar, Mark E.
65
Apergēs, Nikolaos
63
Xuan Vinh Vo
62
Siklos, Pierre L.
61
Driffield, Nigel L.
57
Görg, Holger
55
Kang, Sang Hoon
55
Aizenman, Joshua
53
Caporale, Guglielmo Maria
53
McMillan, David G.
52
Serletis, Apostolos
52
Bollerslev, Tim
51
Haan, Jakob de
51
Mensi, Walid
50
Corbet, Shaen
47
Hsing, Yu
47
Kutan, Ali Mustafa
47
Wang, Yudong
47
Anwar, Sajid
46
Arestis, Philip
46
Egger, Peter
46
Balcilar, Mehmet
45
Bordo, Michael D.
45
Goodhart, Charles A. E.
45
Lucey, Brian M.
45
Ryu, Doojin
45
Kumar, Dilip
44
Devereux, Michael B.
43
Svensson, Lars E. O.
43
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The North American journal of economics and finance : a journal of financial economics studies
6
Economics letters
3
Finance research 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
Applied economics letters
2
Energy economics
2
German economic review
2
International economics and economic policy : IEEP
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Macroeconomic dynamics
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Financial innovation : FIN
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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
1
Review of international economics
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
58
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58
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
9
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
10
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
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