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~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Serletis, Apostolos"
~subject:"Risk"
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Risk
ARCH model
190
ARCH-Modell
190
Volatility
150
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150
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57
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57
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57
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57
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48
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48
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47
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47
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45
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45
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37
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Chang, Chia-Lin
Gupta, Rangan
Serletis, Apostolos
Karanasos, Menelaos
13
Fountas, Stilianos
12
Caporale, Guglielmo Maria
10
Bouri, Elie
9
Chiang, Thomas C.
9
Ma, Feng
9
Onorante, Luca
8
Paesani, Paolo
8
Balcilar, Mehmet
5
Conrad, Christian
5
Jawadi, Fredj
5
Lucey, Brian M.
5
Ogbonna, Ahamuefula Ephraim
5
Salisu, Afees A.
5
Aye, Goodness C.
4
Baharumshah, Ahmad Zubaidi
4
Ftiti, Zied
4
McAleer, Michael
4
Pozzi, Lorenzo
4
Živkov, Dejan
4
Balfoussia, Hiona
3
Barnett, William A.
3
Berument, Hakan
3
Bredin, Donal
3
Byrne, Joseph P.
3
Caglayan, Mustafa
3
Chernov, Mikhail
3
Chlebus, Marcin
3
Cotter, John
3
Davis, E. Philip
3
Demirer, Rıza
3
Guo, Qiang
3
Hammoudeh, Shawkat
3
Henzel, Steffen
3
Hoti, Suhejla
3
Huang, Zhuo
3
Kang, Sang Hoon
3
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3
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Department of Economics working paper series
10
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Annals of financial economics
1
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1
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1
Economics and Business Letters : EBL
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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1
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1
Macroeconomic dynamics
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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25
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
6
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
9
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
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