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Showing 5 out of a total of 49 results for collection: Research Articles (Economics).
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Time-varying risk aversion and the predictability of bond premia
Cepni, Oguzhan
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-05
)
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-07
)
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
)
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Routledge
,
2018
)
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
;
Wohar, Mark E.
(
Elsevier
,
2018-01
)
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Author
Gupta, Rangan (49)
Pierdzioch, Christian (49)
Gkillas, Konstantinos (10)
Bonato, Matteo (7)
Demirer, Riza (7)
Wohar, Mark E. (6)
Balcilar, Mehmet (5)
Cepni, Oguzhan (5)
Nel, Jacobus (4)
Bouri, Elie (3)
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Forecasting (26)
Realized volatility (15)
SDG-08: Decent work and economic growth (10)
Heterogeneous autoregressive realized volatility (HAR-RV) (6)
Uncertainty (5)
Gold (4)
Oil price (4)
Predictability (4)
Realized variance (4)
Volatility (4)
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2023 (9)
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