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~language:"eng"
~person:"Bonato, Matteo"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Prognoseverfahren
Forecasting
6
Forecasting model
6
Volatility
6
Volatilität
6
Capital income
4
Kapitaleinkommen
4
Aktienmarkt
3
Börsenkurs
3
Climate change
3
Estimation
3
Klimawandel
3
Realized volatility
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Schätzung
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Share price
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Stock market
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Anlageverhalten
2
Behavioural finance
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Business applications
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Climate-related predictors
2
Realized stock-market volatility
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State-level data
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State-level stock markets
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USA
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United States
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Agricultural commodities
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Climate Risks
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Commodity Currencies
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Conventional and Unconventional Monetary Policies
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Economic policy uncertainty
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Exchange rate
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Finance
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Financialization
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Forecast
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Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? Matteo Bonato University of Johannesburg and IPAG Oguzhan Cepni Copenhagen Business School and Ostim Technical University Rangan Gupta University of Pretoria Christian Pierdzioch Helmut Schmidt University Stock market
1
Geldpolitik
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Bonato, Matteo
McAleer, Michael
29
Gupta, Rangan
26
Rossi, Barbara
21
Franses, Philip Hans
15
Croux, Christophe
14
Huber, Florian
12
Pierdzioch, Christian
12
Giannone, Domenico
11
Marcellino, Massimiliano
11
Cepni, Oguzhan
10
Clark, Todd E.
10
Döpke, Jörg
10
Pettenuzzo, Davide
10
Timmermann, Allan
10
Härdle, Wolfgang
9
Mitchell, James
9
Sekhposyan, Tatevik
9
Clements, Michael P.
8
Dijk, Dick van
8
Koop, Gary
8
McCracken, Michael W.
8
Wolfers, Justin
8
Ҫepni, Oğuzhan
8
Chang, Chia-Lin
7
Zitzewitz, Eric
7
Athanasopoulos, George
6
Blake, David
6
Cairns, Andrew
6
Caporin, Massimiliano
6
D'Agostino, Antonello
6
Dowd, Kevin
6
Garratt, Anthony
6
Guidolin, Massimo
6
Guo, Hui
6
Ravazzolo, Francesco
6
Reichlin, Lucrezia
6
Aastveit, Knut Are
5
Borup, Daniel
5
Carriero, Andrea
5
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Department of Economics working paper series
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ECONIS (ZBW)
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
3
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:
4
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
5
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:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
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