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source:"econis"
subject:"Kapitaleinkommen"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Xuan Vinh Vo"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Anlageverhalten"
~subject:"Factor analysis"
~subject:"Theory"
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Kapitaleinkommen
ARCH-Modell
Anlageverhalten
Factor analysis
Theory
Estimation
37
Schätzung
37
Capital income
21
Börsenkurs
20
Share price
20
Volatility
18
Volatilität
18
Aktienmarkt
11
Stock market
11
Forecasting model
9
Prognoseverfahren
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USA
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United States
9
Theorie
7
ARCH model
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Behavioural finance
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Risiko
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Risk
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Spillover effect
6
Spillover-Effekt
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CAPM
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
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Welt
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World
5
Zeitreihenanalyse
5
Impact assessment
4
Investor sentiment
4
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Stock returns
4
Wirkungsanalyse
4
Bayes-Statistik
3
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27
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Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Xuan Vinh Vo
Zhou, Liyun
Tiwari, Aviral Kumar
5
Todorov, Viktor
5
Dai, Zhifeng
4
Kang, Sang Hoon
4
Mensi, Walid
4
Yoon, Seong-min
4
Zaremba, Adam
4
Zhu, Huiming
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Bahloul, Walid
3
Balcilar, Mehmet
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Chiang, Thomas C.
3
Cuñado Eizaguirre, Juncal
3
Francq, Christian
3
Hau, Liya
3
Ji, Qiang
3
Kim, Donggyu
3
Lee, Chien-chiang
3
Su, Liangjun
3
Wang, Fa
3
Yang, Chunpeng
3
Zakoïan, Jean-Michel
3
Abedin, Mohammad Zoynul
2
Ahmed, Walid M. A.
2
Asai, Manabu
2
Assaf, Ata
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Barnett, William A.
2
Bekiros, Stelios
2
BenSaïda, Ahmed
2
Bouteska, Ahmed
2
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Journal of econometrics
Journal of multinational financial management
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
8
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International review of financial analysis
3
Journal of macroeconomics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied economics letters
2
Department of Economics working paper series
2
Economic systems
2
Emerging markets review
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of forecasting
1
Journal of forecasting
1
Journal of political economy
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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1
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
2
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
3
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
4
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:
5
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
6
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
7
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
8
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:
9
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:
10
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
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