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Showing 5 out of a total of 50 results for collection: Research Articles (Economics).
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Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic
Demirer, Riza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van Eyden, Renee
(
Elsevier
,
2023-04
)
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Shahzad, Syed Jawad Hussain
(
Routledge
,
2021
)
Country risk ratings and stock market returns in Brazil, Russia, India, and China (BRICS) countries : a nonlinear dynamic approach
Nasr, Adnen Ben
;
Cunado, Juncal
;
Demirer, Riza
;
Gupta, Rangan
(
MDPI
,
2018-09-10
)
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Riza
;
Gupta, Rangan
(
Wiley
,
2023-12
)
Time-varying rare disaster risks, oil returns and volatility
Demirer, Riza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
(
Elsevier
,
2018-09
)
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Author
Demirer, Riza (50)
Gupta, Rangan (48)
Balcilar, Mehmet (10)
Pierdzioch, Christian (7)
Bouri, Elie (6)
Wohar, Mark E. (5)
Bonato, Matteo (4)
Bathia, Deven (3)
Cakan, Esin (3)
Gabauer, David (3)
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Forecasting (8)
Realized volatility (7)
SDG-08: Decent work and economic growth (5)
Brazil, Russia, India, China and South Africa (BRICS) (4)
Crude oil (4)
Predictability (4)
Quantile causality (4)
Volatility (4)
Gold (3)
Heterogeneous autoregressive realized volatility (HAR-RV) (3)
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