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~person:"Gupta, Rangan"
~person:"Spagnolo, Fabio"
~subject:"Emerging economies"
~subject:"Risk"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Emerging economies
Risk
ARCH model
86
ARCH-Modell
86
Volatility
73
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73
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42
Prognoseverfahren
42
Capital income
28
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28
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27
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27
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27
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23
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Gupta, Rangan
Spagnolo, Fabio
Caporale, Guglielmo Maria
15
Karanasos, Menelaos
13
Fountas, Stilianos
12
Chiang, Thomas C.
9
Ma, Feng
8
Onorante, Luca
8
Paesani, Paolo
8
Bouri, Elie
7
Jawadi, Fredj
6
Spagnolo, Nicola
6
Baharumshah, Ahmad Zubaidi
5
Balcilar, Mehmet
5
Conrad, Christian
5
Ftiti, Zied
5
Kang, Sang Hoon
5
Lucey, Brian M.
5
Serletis, Apostolos
5
Živkov, Dejan
5
Aye, Goodness C.
4
Demirer, Rıza
4
McAleer, Michael
4
Pozzi, Lorenzo
4
Saleem, Kashif
4
Xuan Vinh Vo
4
Adrangi, Bahram
3
Al Refai, Hisham M.
3
Aloui, Chaker
3
Arouri, Mohamed
3
Balfoussia, Hiona
3
Barnett, William A.
3
Berument, Hakan
3
Bredin, Donal
3
Byrne, Joseph P.
3
Caglayan, Mustafa
3
Chernov, Mikhail
3
Chlebus, Marcin
3
Cotter, John
3
Davis, E. Philip
3
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Department of Economics working paper series
7
Annals of financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economics and Business Letters : EBL
1
Economics and finance working paper series
1
Emerging markets review
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Emerging markets, finance and trade : EMFT
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1
Journal of international money and finance
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Research in international business and finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
22
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1
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:
2
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:
3
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
4
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:
5
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
6
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
7
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
8
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
9
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:
10
Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
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