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Survey forecasts and money demand functions : some international evidence
Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Applied economics quarterly 57 (2011) 1, pp. 5-14
Persistent link: https://www.econbiz.de/10009541585
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian; Risse, Marian; Gupta, Rangan; … - In: Finance research letters 30 (2019), pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The North American journal of economics and finance : a … 38 (2016), pp. 27-38
Persistent link: https://www.econbiz.de/10011673292
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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
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On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
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On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
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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
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261