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~isPartOf:"Department of Economics working paper series"
~subject:"Volatilität"
~type:"book"
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Volatility spillovers and cont...
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Volatilität
Volatility
54
Forecasting model
38
Prognoseverfahren
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34
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Aktienmarkt
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Gupta, Rangan
54
Pierdzioch, Christian
17
Salisu, Afees A.
11
Bouri, Elie
9
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Karmakar, Sayar
6
Cepni, Oguzhan
5
Demirer, Rıza
5
Ogbonna, Ahamuefula Ephraim
5
Nielsen, Joshua
4
Foglia, Matteo
3
Ji, Qiang
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Nel, Jacobus
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Plakandaras, Vasilios
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Van Eyden, Reneé
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Gabauer, David
2
Liao, Wenting
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Liu, Ruipeng
2
Segnon, Mawuli
2
Sheng, Xin
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
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Caraiani, Petre
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Cuñado Eizaguirre, Juncal
1
Das, Sonali
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Fang, Libing
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Gillas, Konstantinos Gkillas
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Hall, Savanah
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Ivashchenko, Sergey
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Konstantatos, Christoforos
1
Kunene, Desiree M.
1
Li, Haohua
1
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1
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Department of Economics working paper series
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485
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416
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249
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ECONIS (ZBW)
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1
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:
2
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
3
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:
4
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
5
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:
6
Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal
;
Gabauer, David
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012668176
Saved in:
7
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
8
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
9
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:
10
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
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