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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Agarwal, Vineet"
~person:"Ftiti, Zied"
~person:"Gupta, Rangan"
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Capital income
Estimation
37
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37
Forecasting model
12
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12
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12
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12
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Agarwal, Vineet
Ftiti, Zied
Gupta, Rangan
Bohl, Martin T.
11
Zaremba, Adam
7
McMillan, David G.
5
Grobys, Klaus
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Aboura, Sofiane
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Applied economics letters
Applied economics
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
15
Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economic modelling
4
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
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3
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2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Defence and peace economics
1
Economics letters
1
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1
Empirica : journal of european economics
1
Global Research Unit working paper
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Journal of risk
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The journal of real estate finance and economics
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ECONIS (ZBW)
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1
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
2
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
3
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
4
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
5
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
6
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
- In:
Research in international business and finance
47
(
2019
),
pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
Saved in:
7
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
8
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Bekiros, Stelios
- In:
Research in international business and finance
49
(
2019
),
pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
Saved in:
9
Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Namouri, Hela
;
Jawadi, Fredj
;
Ftiti, Zied
;
Hachicha, Néjib
- In:
Applied economics
50
(
2018
)
5
,
pp. 559-573
Persistent link: https://www.econbiz.de/10011847023
Saved in:
10
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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