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~language:"eng"
~language:"pol"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~type_genre:"Annual report"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Kapitaleinkommen
Monetary policy
Forecasting model
86
Prognoseverfahren
86
Estimation
52
Schätzung
52
Theorie
48
Theory
48
Volatility
43
Volatilität
43
Forecast
40
Prognose
40
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34
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34
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29
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Pierdzioch, Christian
Gupta, Rangan
171
Zaremba, Adam
99
Wohar, Mark E.
75
McMillan, David G.
69
Narayan, Paresh Kumar
63
Siklos, Pierre L.
60
Belke, Ansgar
58
Apergēs, Nikolaos
50
Bouri, Elie
47
Haan, Jakob de
47
Faff, Robert W.
46
Bordo, Michael D.
45
Arestis, Philip
44
Caporale, Guglielmo Maria
44
Goodhart, Charles A. E.
44
Tiwari, Aviral Kumar
44
Woodford, Michael
43
Cakici, Nusret
42
Kutan, Ali Mustafa
42
Ma, Feng
42
Svensson, Lars E. O.
42
Taylor, John B.
42
Bali, Turan G.
41
Hsing, Yu
40
Demirer, Rıza
39
Hayo, Bernd
39
McCallum, Bennett T.
39
Balcilar, Mehmet
38
Di Bartolomeo, Giovanni
38
Leeper, Eric M.
38
Neuenkirch, Matthias
38
Nguyen, Duc Khuong
38
Papadamou, Stephanos
38
Brooks, Robert
37
Chiang, Thomas C.
37
Williams, John C.
37
Fletcher, Jonathan
36
Gil-Alaña, Luis A.
36
Ryu, Doojin
36
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Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
4
Economics letters
3
Journal of forecasting
3
The European journal of finance
3
International economics and economic policy : IEEP
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
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
German economic review
1
Global finance journal
1
International economic journal
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Oxford economic papers
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
49
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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
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
5
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:
6
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:
7
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:
8
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:
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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