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Volatility
USA
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McAleer, Michael
325
Gupta, Rangan
234
Caporale, Guglielmo Maria
172
Bollerslev, Tim
144
Chang, Chia-Lin
126
Bouri, Elie
108
Diebold, Francis X.
108
Andersen, Torben
98
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97
Ma, Feng
92
Spagnolo, Nicola
92
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89
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79
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79
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78
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75
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74
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72
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68
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67
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67
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66
Asai, Manabu
64
Kočenda, Evžen
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Clements, Adam
58
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Gil-Alaña, Luis A.
55
Caballero, Ricardo J.
53
Hautsch, Nikolaus
53
Mensi, Walid
53
Buch, Claudia M.
52
Fernández-Villaverde, Jesús
52
Hafner, Christian M.
52
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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C.E.P.R. Discussion Papers
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Centre for Analytical Finance <Århus>
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World Bank
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
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European Central Bank
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Instituto Valenciano de Investigaciones Económicas
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School of Economics and Management, University of Aarhus
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Banque de France
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Energy economics
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Finance research letters
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NBER working paper series
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International review of financial analysis
419
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International review of economics & finance : IREF
360
The journal of futures markets
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
261
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
244
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
237
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
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ECONIS (ZBW)
39,214
RePEc
1,017
EconStor
131
BASE
39
ArchiDok
3
Other ZBW resources
1
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1
Risk
and seasonal effects : international evidence
Chen, Qiwei
-
2012
Persistent link: https://www.econbiz.de/10009664509
Saved in:
2
Pricing stock market
volatility
: does it matter whether the
volatility
is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
3
Risk
and seasonal effects: international evidence
Chen, Qiwei
- In:
Journal of Chinese economic and business studies
11
(
2013
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10010251888
Saved in:
4
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
5
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:
6
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:
7
Understanding stock market
volatility
: what is the role of U.S. uncertainty?
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 582-590
Persistent link: https://www.econbiz.de/10012120311
Saved in:
8
Economic policy uncertainty and stock markets : long-run evidence from the US
Arouri, Mohamed
;
Estay, Christophe
;
Rault, Christophe
; …
- In:
Finance research letters
18
(
2016
),
pp. 136-141
Persistent link: https://www.econbiz.de/10011656969
Saved in:
9
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:
10
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
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