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subject:"Geldpolitik"
~person:"Pierdzioch, Christian"
~person:"Schrimpf, Andreas"
~subject:"Volatility"
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Geldpolitik
Volatility
Estimation
157
Schätzung
157
Börsenkurs
61
Share price
61
Volatilität
55
Forecasting model
54
Prognoseverfahren
54
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53
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21
Wirkungsanalyse
21
International financial market
14
Internationaler Finanzmarkt
14
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13
Wechselkurspolitik
13
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11
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11
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11
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English
73
German
3
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Pierdzioch, Christian
Schrimpf, Andreas
Gupta, Rangan
96
Belke, Ansgar
92
McAleer, Michael
86
Caporale, Guglielmo Maria
75
Bollerslev, Tim
44
Mumtaz, Haroon
40
Bahmani-Oskooee, Mohsen
39
Christiano, Lawrence J.
34
Gil-Alaña, Luis A.
34
Siklos, Pierre L.
34
Todorov, Viktor
34
Wohar, Mark E.
32
Hautsch, Nikolaus
31
Herwartz, Helmut
30
Leeper, Eric M.
30
Asai, Manabu
29
Buch, Claudia M.
29
Hayo, Bernd
29
Härdle, Wolfgang
29
Pesaran, M. Hashem
29
Bouri, Elie
28
Bohl, Martin T.
27
Wolters, Jürgen
27
Chang, Chia-Lin
26
Lütkepohl, Helmut
26
Ma, Feng
26
Balcilar, Mehmet
25
Klose, Jens
25
Koopman, Siem Jan
25
Caporin, Massimiliano
24
Döpke, Jörg
24
Engle, Robert F.
24
Gertler, Mark
23
Lindé, Jesper
23
Rodriguez, Gabriel
23
Andersen, Torben
22
Eickmeier, Sandra
22
Worms, Andreas
22
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Institut für Weltwirtschaft
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National Bureau of Economic Research
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Kieler Arbeitspapiere
9
Department of Economics working paper series
6
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6
The North American journal of economics and finance : a journal of financial economics studies
5
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4
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
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ECONIS (ZBW)
76
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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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
6
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
7
Explaining monetary spillovers : the matrix reloaded
Kearns, Jonathan
;
Schrimpf, Andreas
;
Xia, Fan Dora
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
6
,
pp. 1535-1568
Persistent link: https://www.econbiz.de/10014364322
Saved in:
8
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:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
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