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~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Balcilar, Mehmet"
~person:"Pierdzioch, Christian"
~person:"Siklos, Pierre L."
~subject:"Monetary policy"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
~type_genre:"Reprint"
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Monetary policy
Volatilität
Zeitreihenanalyse
Forecasting model
117
Prognoseverfahren
117
Estimation
116
Schätzung
116
Geldpolitik
98
USA
91
United States
91
Volatility
90
Theorie
78
Theory
78
Börsenkurs
73
Share price
73
Capital income
68
Kapitaleinkommen
68
Welt
64
World
64
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56
Stock market
56
Forecast
44
Inflation
44
Prognose
44
Canada
43
Causality analysis
43
Kanada
43
Kausalanalyse
43
Deutschland
37
Germany
37
Risk
37
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35
Risiko
35
Schock
35
Shock
35
Wechselkurs
35
Time series analysis
34
Central bank
32
Forecasting
32
Zentralbank
32
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Undetermined
94
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10
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Article
200
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4
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Fallstudie
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184
Working Paper
153
Graue Literatur
146
Non-commercial literature
146
Arbeitspapier
134
Book section
19
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
6
Aufsatzsammlung
4
Conference proceedings
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Amtsdruckschrift
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English
Turkish
Ukrainian
German
11
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Balcilar, Mehmet
Pierdzioch, Christian
Siklos, Pierre L.
Gupta, Rangan
255
Gil-Alaña, Luis A.
202
Bahmani-Oskooee, Mohsen
109
Tiwari, Aviral Kumar
108
Caporale, Guglielmo Maria
102
Goodhart, Charles A. E.
99
Phillips, Peter C. B.
99
Bouri, Elie
97
McAleer, Michael
97
Ma, Feng
95
Belke, Ansgar
84
Franses, Philip Hans
84
Wohar, Mark E.
80
Hammoudeh, Shawkat
76
Serletis, Apostolos
76
Arestis, Philip
72
Taylor, John B.
70
Apergēs, Nikolaos
67
Bordo, Michael D.
66
McMillan, David G.
66
Haan, Jakob de
64
Taylor, Robert
64
Bollerslev, Tim
61
Koopman, Siem Jan
59
Ghysels, Eric
57
Kang, Sang Hoon
57
Moosa, Imad A.
57
Woodford, Michael
57
Leybourne, Stephen James
56
De Grauwe, Paul
54
McCallum, Bennett T.
54
Svensson, Lars E. O.
54
Eichengreen, Barry
53
Hughes Hallett, Andrew
53
Mensi, Walid
53
Teräsvirta, Timo
53
Harvey, Andrew C.
52
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The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
7
International review of economics & finance : IREF
7
Energy economics
6
Journal of international money and finance
6
Applied economics
5
Applied economics letters
5
Economics letters
5
Deflation : current and historical perspectives
4
Economic modelling
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Open economies review
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Economic systems
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics & business
3
Journal of macroeconomics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Macroeconomic dynamics
3
Research in international business and finance
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
The Oxford handbook of the economics of central banking
3
Asia and the global economy : AGE
2
German economic review
2
International economics and economic policy : IEEP
2
International finance
2
International journal of central banking : IJCB
2
International journal of finance & economics : IJFE
2
Journal of Asian economics
2
Journal of financial markets
2
Journal of financial stability
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Kredit und Kapital
2
Review of international economics
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Agrekon
1
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ECONIS (ZBW)
204
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1
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204
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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
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
Central bank mandates : how differences can influence the content and tone of central bank communication
Bohl, Martin T.
;
Kanelis, Dimitrios
;
Siklos, Pierre L.
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248775
Saved in:
4
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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 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:
8
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:
9
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:
10
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
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