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person:"Meghir, Costas"
~isPartOf:"Applied economics quarterly"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Berg, Gerard J. van den"
~person:"Castelnuovo, Efrem"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~person:"Kugler, Peter"
~person:"Serletis, Apostolos"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
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Aktienmarkt
Zeitreihenanalyse
Estimation
43
Schätzung
43
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17
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17
Volatility
15
Volatilität
15
Theorie
11
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Meghir, Costas
Bahmani-Oskooee, Mohsen
Berg, Gerard J. van den
Castelnuovo, Efrem
Dreger, Christian
Gupta, Rangan
Kugler, Peter
Serletis, Apostolos
Gil-Alaña, Luis A.
5
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Nonejad, Nima
3
Salisu, Afees A.
3
Tiwari, Aviral Kumar
3
Balcilar, Mehmet
2
Barradas, Ricardo
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
Dash, Saumya Ranjan
2
De Grauwe, Paul
2
Demirer, Rıza
2
Ji, Qiang
2
Liu, Qiang
2
Lovcha, Yuliya
2
Ma, Feng
2
Maitra, Debasish
2
McMillan, David G.
2
Mensi, Walid
2
Nitzsche, Dirk
2
Ogbonna, Ahamuefula E.
2
Osborn, Denise R.
2
Pan, Wei-Fong
2
Perez-Laborda, Alejandro
2
Pierdzioch, Christian
2
Pérez Rodríguez, Jorge V.
2
Ur Rehman, Mobeen
2
Wen, Fenghua
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yaya, OlaOluwa S.
2
Abedin, Mohammad Zoynul
1
Abosedra, Salah S.
1
Adediran, Idris A.
1
Adekoya, Oluwasegun B.
1
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Applied economics quarterly
International journal of finance & economics : IJFE
Macroeconomic dynamics
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
13
Applied economics
6
Research in international business and finance
4
Working papers / University of Connecticut, Department of Economics
4
Applied economics letters
3
Economic modelling
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
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Journal of forecasting
2
The European journal of finance
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CESifo working papers
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1
Diskussionspapiere / Institut für Wirtschaftsforschung Halle
1
Econometrics : open access journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Finmap working paper
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Gabler Edition Wissenschaft
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International Journal of Financial Studies : open access journal
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International economic journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of applied economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of behavioral and experimental finance
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ECONIS (ZBW)
13
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1
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
6
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
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
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele
;
Castelnuovo, Efrem
;
Fanelli, Luca
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
Saved in:
10
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Cakan, Esin
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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