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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Financial crisis"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Financial crisis
Kapitaleinkommen
Forecasting model
85
Prognoseverfahren
85
Estimation
53
Schätzung
53
Theorie
48
Theory
48
Volatility
43
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43
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Pierdzioch, Christian
Gupta, Rangan
138
Zaremba, Adam
99
McMillan, David G.
70
Wohar, Mark E.
66
Narayan, Paresh Kumar
63
Eichengreen, Barry
62
Aizenman, Joshua
60
Bouri, Elie
58
Faff, Robert W.
56
Nguyen, Duc Khuong
50
Bordo, Michael D.
49
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48
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47
Hassan, M. Kabir
46
Ma, Feng
45
Caporale, Guglielmo Maria
44
Zhang, Wei
43
Acharya, Viral V.
42
Allen, Franklin
42
Bali, Turan G.
42
Brooks, Robert
42
Cakici, Nusret
42
Demirer, Rıza
42
Hammoudeh, Shawkat
42
Claessens, Stijn
40
Sehgal, Sanjay
40
Chiang, Thomas C.
39
Apergēs, Nikolaos
38
Kutan, Ali Mustafa
38
Arestis, Philip
36
Fletcher, Jonathan
36
Reinhart, Carmen M.
36
Ryu, Doojin
36
Wang, Yudong
36
Goodhart, Charles A. E.
35
Harvey, Campbell R.
35
Borio, Claudio E. V.
34
Shin, Hyun Song
34
Titman, Sheridan
34
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Finance research letters
5
International review of financial analysis
3
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
Applied financial economics
2
Journal of international financial markets, institutions & money
2
Annals of financial economics
1
Applied financial 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
Finance a úvěr
1
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1
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1
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1
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1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
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)
41
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date (oldest first)
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
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
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
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:
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
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