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person:"Kutan, Ali Mustafa"
subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"United States"
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Volatility
United States
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Kutan, Ali Mustafa
Gupta, Rangan
Pesaran, M. Hashem
Caporale, Guglielmo Maria
140
Gil-Alaña, Luis A.
98
McAleer, Michael
96
Heckman, James J.
65
Pierdzioch, Christian
61
Bollerslev, Tim
58
Bahmani-Oskooee, Mohsen
53
Belke, Ansgar
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Koopman, Siem Jan
49
Wohar, Mark E.
47
Engle, Robert F.
46
Hautsch, Nikolaus
44
Hamermesh, Daniel S.
42
Balcilar, Mehmet
41
Miller, Stephen M.
41
Todorov, Viktor
38
Diebold, Francis X.
36
Marcellino, Massimiliano
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Cheung, Yin-Wong
34
Härdle, Wolfgang
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Mumtaz, Haroon
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Timmermann, Allan
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Bloom, Nicholas
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Bouri, Elie
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Reitz, Stefan
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Stulz, René M.
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Basu, Susanto
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Ludvigson, Sydney C.
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Asai, Manabu
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Glaeser, Edward L.
29
Karanassou, Marika
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Kilian, Lutz
29
Neumark, David
29
Andersen, Torben
28
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28
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
9
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7
International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
204
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
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:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
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:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
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:
8
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
9
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
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