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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Pierdzioch, Christian"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Wechselkurspolitik"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Statistics"
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Entwicklungsländer
Kapitaleinkommen
Wechselkurspolitik
Forecasting model
85
Prognoseverfahren
85
Estimation
53
Schätzung
53
Theorie
48
Theory
48
Volatility
43
Volatilität
43
Forecast
41
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41
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34
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34
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33
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28
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27
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forecasting
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Pierdzioch, Christian
Gupta, Rangan
122
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
Nunnenkamp, Peter
76
McMillan, David G.
67
Narayan, Paresh Kumar
65
Wohar, Mark E.
59
Bird, Graham R.
54
Aizenman, Joshua
53
Bahmani-Oskooee, Mohsen
50
Edwards, Sebastian
50
Eichengreen, Barry
50
Stiglitz, Joseph E.
50
Bouri, Elie
46
Faff, Robert W.
46
Collier, Paul
43
McKinnon, Ronald I.
43
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
41
Hoekman, Bernard M.
40
Montiel, Peter
39
Rodrik, Dani
39
Krueger, Anne O.
37
Stewart, Frances
37
Apergēs, Nikolaos
36
Brooks, Robert
36
Chiang, Thomas C.
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Kutan, Ali Mustafa
36
Ravallion, Martin
36
Wang, Yudong
36
Hassan, M. Kabir
35
Singh, Ajit
35
Zhang, Wei
35
Barbier, Edward
34
Klasen, Stephan
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Finance research letters
5
Journal of forecasting
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European journal of political economy
1
Financial innovation : FIN
1
Global finance journal
1
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1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Quarterly review / Banca Nazionale del Lavoro, Roma
1
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Review of world economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Swiss journal of economics and statistics
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The financial review : the official publication of the Eastern Finance Association
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
46
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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 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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
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
Saved in:
9
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
Saved in:
10
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
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