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~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"McMillan, David G."
~person:"Nguyen, Duc Khuong"
~person:"Pierdzioch, Christian"
~subject:"Economic growth"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Konferenzbeitrag"
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Economic growth
Germany
Kapitaleinkommen
Share price
Time series analysis
Wirkungsanalyse
Forecasting model
145
Prognoseverfahren
145
Capital income
132
Volatility
119
Volatilität
119
Estimation
118
Schätzung
118
Börsenkurs
117
Aktienmarkt
97
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97
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85
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65
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64
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62
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Portfolio-Management
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33
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32
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32
Forecasting
32
Cointegration
27
Kointegration
27
Geldpolitik
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Article
248
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Article in journal
Bibliografie
Book section
Collection of articles of several authors
Konferenzbeitrag
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243
Working Paper
76
Arbeitspapier
71
Graue Literatur
70
Non-commercial literature
70
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5
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English
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German
10
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McMillan, David G.
Nguyen, Duc Khuong
Pierdzioch, Christian
Gupta, Rangan
293
Gil-Alaña, Luis A.
222
Wagner, Joachim
144
Caporale, Guglielmo Maria
132
Narayan, Paresh Kumar
130
Tiwari, Aviral Kumar
128
Wohar, Mark E.
118
Apergēs, Nikolaos
114
Shahbaz, Muhammad
112
Odhiambo, Nicholas M.
107
Zaremba, Adam
105
Phillips, Peter C. B.
100
Pradhan, Rudra Prakash
99
Lee, Chien-chiang
97
Chang, Tsangyao
90
Franses, Philip Hans
90
Fritsch, Michael
90
Jorgenson, Dale Weldeau
88
Audretsch, David B.
85
Moosa, Imad A.
83
Hammoudeh, Shawkat
82
Zimmermann, Klaus F.
79
Crafts, Nicholas
77
Faff, Robert W.
75
Balcilar, Mehmet
74
Börsch-Supan, Axel
74
Ma, Feng
71
McAleer, Michael
71
Haan, Jakob de
70
Hassan, M. Kabir
70
Nijkamp, Peter
70
Xuan Vinh Vo
70
Zhang, Wei
69
Kutan, Ali Mustafa
68
Schnabel, Claus
66
Arestis, Philip
65
Bouri, Elie
65
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Applied financial economics
14
Applied economics
11
Finance research letters
11
Journal of international financial markets, institutions & money
10
The European journal of finance
10
Energy economics
9
Applied economics letters
8
Research in international business and finance
8
The journal of asset management
8
International review of economics & finance : IREF
6
Journal of forecasting
6
Economic modelling
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics letters
3
Emerging markets review
3
International review of applied economics
3
Journal of banking & finance
3
Journal of economics & business
3
Journal of macroeconomics
3
Review of accounting & finance
3
Studies in economics and finance
3
The Manchester School
3
The journal of applied business research
3
Cogent economics & finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial markets, institutions & instruments
2
German economic review
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Swiss journal of economics and statistics
2
The empirical economics letters : a monthly international journal of economics
2
6th International Finance Conference on Financial Crisis and Governance
1
Annals of financial economics
1
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ECONIS (ZBW)
248
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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
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
4
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:
5
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:
6
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
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
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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