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~isPartOf:"Department of Economics working paper series"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Gupta, Rangan
Cepni, Oguzhan
4
Salisu, Afees A.
4
Bouri, Elie
2
Demirer, Rıza
2
Liao, Wenting
2
Liu, Ruipeng
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Pierdzioch, Christian
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Bonato, Matteo
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Ogbonna, Ahamuefula Ephraim
1
Plakandaras, Vasilios
1
Segnon, Mawuli
1
Xiong, Rui
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Department of Economics working paper series
Working papers / University of Connecticut, Department of Economics
8
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
5
Energy economics
5
Finance research letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of forecasting
3
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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International review of economics & finance : IREF
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Journal of central banking theory and practice
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
13
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Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
-
2022
Persistent link: https://www.econbiz.de/10013253752
Saved in:
2
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
6
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
7
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
10
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
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