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subject:"Volatility"
subject:"Yield curve"
~person:"Gupta, Rangan"
~subject:"EU countries"
~subject:"Prognoseverfahren"
~subject:"World"
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Volatility
Yield curve
EU countries
Prognoseverfahren
World
Estimation
251
Schätzung
251
USA
89
United States
89
Forecasting model
85
Volatilität
81
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73
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Gupta, Rangan
Caporale, Guglielmo Maria
133
Schneider, Friedrich
123
Belke, Ansgar
121
McAleer, Michael
111
Buch, Claudia M.
92
Pierdzioch, Christian
81
Dreher, Axel
75
MacDonald, Ronald
75
Pesaran, M. Hashem
75
Herwartz, Helmut
72
Woessmann, Ludger
72
Gil-Alaña, Luis A.
64
Marcellino, Massimiliano
64
Voigt, Stefan
62
Cheung, Yin-Wong
60
Rose, Andrew
56
Diebold, Francis X.
55
Koopman, Siem Jan
55
Härdle, Wolfgang
53
McMillan, David G.
53
Afonso, António
50
Bollerslev, Tim
50
Nunnenkamp, Peter
50
Bahmani-Oskooee, Mohsen
49
Döpke, Jörg
49
Van Reenen, John
48
Dreger, Christian
47
Hayo, Bernd
47
Chang, Chia-Lin
46
Levine, Ross
45
Zaremba, Adam
45
Chinn, Menzie David
43
Wohar, Mark E.
43
Narayan, Paresh Kumar
41
Aghion, Philippe
40
Acemoglu, Daron
39
Haan, Jakob de
39
Hautsch, Nikolaus
39
Badinger, Harald
37
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Department of Economics working paper series
27
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
5
International journal of finance & economics : IJFE
5
Research in international business and finance
4
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3
Applied economics letters
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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140
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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
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:
3
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
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