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~person:"Pierdzioch, Christian"
~subject:"Capital income"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Article in journal"
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Capital income
United Kingdom
Volatility
USA
27
United States
27
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16
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16
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10
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9
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Pierdzioch, Christian
Gupta, Rangan
62
Bahmani-Oskooee, Mohsen
41
Wohar, Mark E.
28
Bali, Turan G.
23
Gil-Alaña, Luis A.
22
Bollerslev, Tim
19
Kanas, Angelos
18
Titman, Sheridan
18
Apergēs, Nikolaos
17
Balcilar, Mehmet
17
Caporale, Guglielmo Maria
17
Bouri, Elie
16
Campbell, John Y.
16
Hamori, Shigeyuki
16
Andersen, Torben
15
Lee, Bong-soo
15
Peel, David
15
Tse, Yiuman
15
Chatrath, Arjun
14
Hammoudeh, Shawkat
14
Hegerty, Scott W.
14
MacDonald, Ronald
14
Nguyen, Duc Khuong
14
Sarno, Lucio
14
Chordia, Tarun
13
Guo, Hui
13
Lakonishok, Josef
13
Taylor, Mark P.
13
Wu, Chunchi
13
Ang, Andrew
12
Bekaert, Geert
12
Broadberry, Stephen N.
12
Diebold, Francis X.
12
Jegadeesh, Narasimhan
12
Jensen, Gerald R.
12
O'Mahony, Mary
12
Subrahmanyam, Avanidhar
12
Xuan Vinh Vo
12
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11
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The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of forecasting
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
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
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
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
7
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
8
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:
9
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
10
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
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