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~person:"Card, David E."
~person:"Glaeser, Edward L."
~person:"Goldin, Claudia"
~person:"Gupta, Rangan"
~person:"Lipsey, Robert E."
~subject:"Volatilität"
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Volatilität
USA
993
United States
992
Estimation
154
Schätzung
154
Immobilienpreis
89
Real estate price
89
Forecasting model
81
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Card, David E.
Glaeser, Edward L.
Goldin, Claudia
Gupta, Rangan
Lipsey, Robert E.
McAleer, Michael
46
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
28
Andersen, Torben
23
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
20
Moffitt, Robert A.
18
Bali, Turan G.
17
Chang, Chia-Lin
17
Davis, Steven J.
17
Hammoudeh, Shawkat
17
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Asai, Manabu
14
Bouri, Elie
14
Hegerty, Scott W.
14
Bartram, Söhnke M.
13
Engle, Robert F.
13
Stulz, René M.
13
Wohar, Mark E.
13
Ang, Andrew
12
Bekaert, Geert
12
Caggiano, Giovanni
12
Fleming, Jeff
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Jaimovich, Nir
12
Malik, Farooq
12
Belke, Ansgar
11
Brown, Gregory W.
11
Campbell, John Y.
11
Ghysels, Eric
11
Gil-Alaña, Luis A.
11
Giot, Pierre
11
Härdle, Wolfgang
11
Kang, Sang Hoon
11
Lanne, Markku
11
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Department of Economics working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of financial economics
2
Discussion paper series / Harvard Institute of Economic Research
2
Economics letters
2
Energy economics
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Handbook of real estate and macroeconomics
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ECONIS (ZBW)
57
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1
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:
2
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
3
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
4
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
5
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
6
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
7
Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy
Antonakakis, Nikolaos
;
André, Christophe
;
Gupta, Rangan
- In:
Southern economic journal
83
(
2016
)
2
,
pp. 609-624
Persistent link: https://www.econbiz.de/10011625589
Saved in:
8
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
9
Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen
;
Aye, Goodness C.
;
Balcilar, Mehmet
; …
- In:
Journal of applied economics
18
(
2015
)
2
,
pp. 225-246
Persistent link: https://www.econbiz.de/10011554957
Saved in:
10
An extrapolative model of house price dynamics
Glaeser, Edward L.
;
Nathanson, Charles G.
-
2015
Persistent link: https://www.econbiz.de/10010510698
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