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~isPartOf:"Department of Economics working paper series"
~person:"Gupta, Rangan"
~person:"Spagnolo, Nicola"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"long memory"
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Aktienmarkt
Kapitaleinkommen
long memory
Volatility
47
Volatilität
47
Forecasting model
43
Prognoseverfahren
43
Estimation
37
Schätzung
37
Welt
33
World
33
Börsenkurs
32
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27
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ARCH model
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10
Oil price
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English
44
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Gupta, Rangan
Spagnolo, Nicola
Pierdzioch, Christian
14
Bouri, Elie
8
Cepni, Oguzhan
7
Salisu, Afees A.
7
Nielsen, Joshua
6
Bonato, Matteo
5
Nel, Jacobus
4
Ҫepni, Oğuzhan
4
Demirer, Rıza
3
Ji, Qiang
3
Karmakar, Sayar
3
Plakandaras, Vasilios
3
Van Eyden, Reneé
3
Caraiani, Petre
2
Foglia, Matteo
2
Liu, Ruipeng
2
Ogbonna, Ahamuefula Ephraim
2
Segnon, Mawuli
2
André, Christophe
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Caporin, Massimiliano
1
Christou, Christina
1
Das, Sonali
1
Fang, Libing
1
Gabauer, David
1
Gil-Alaña, Luis A.
1
Hall, Savanah
1
Jaichand, Yuvana
1
Lee, Chien-chiang
1
Li, Haohua
1
Liao, Wenting
1
Ma, Feng
1
Marfatia, Hardik A.
1
Moodley, Damien
1
Plastun, Alex
1
Polat, Onur
1
Shackleton, Ryan
1
Sheng, Xin
1
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Department of Economics working paper series
The North American journal of economics and finance : a journal of financial economics studies
17
Economics and finance working paper series
14
Energy economics
9
International review of economics & finance : IREF
8
Applied economics
6
International journal of finance & economics : IJFE
6
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Applied financial economics
3
Economics letters
3
The journal of real estate finance and economics
3
Working papers / University of Connecticut, Department of Economics
3
Applied economics letters
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Review of international economics
2
CREATES research paper
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Economia internazionale
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Economics Working Paper
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global Research Unit working paper
1
International journal of monetary economics and finance
1
Journal of applied economics
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Review of economics
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Studies in economics and finance
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University of Pretoria, Department of Economics Working Paper Series
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ECONIS (ZBW)
44
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
4
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
5
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:
6
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
7
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
8
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:
9
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
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:
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