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source:"econis"
subject:"Kapitaleinkommen"
~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"
~subject:"Wirkungsanalyse"
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Kapitaleinkommen
ARCH-Modell
Anlageverhalten
Factor analysis
Theory
Wirkungsanalyse
Estimation
38
Schätzung
38
Börsenkurs
21
Capital income
21
Share price
21
Volatility
19
Volatilität
19
Aktienmarkt
11
Stock market
11
Forecasting model
9
Prognoseverfahren
9
USA
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United States
9
ARCH model
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Theorie
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Behavioural finance
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Risiko
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Risk
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Spillover effect
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Spillover-Effekt
6
CAPM
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
5
Welt
5
World
5
Zeitreihenanalyse
5
Impact assessment
4
Investor sentiment
4
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Stock returns
4
Bayes-Statistik
3
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30
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Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Xuan Vinh Vo
Zhou, Liyun
Todorov, Viktor
9
Balcilar, Mehmet
5
Bollerslev, Tim
5
Koop, Gary
5
Tiwari, Aviral Kumar
5
Zakoïan, Jean-Michel
5
Zhu, Huiming
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
Hau, Liya
4
Kang, Sang Hoon
4
Lee, Chien-chiang
4
McAleer, Michael
4
Mensi, Walid
4
Tauchen, George Eugene
4
Yoon, Seong-min
4
Zaremba, Adam
4
Asai, Manabu
3
Bahloul, Walid
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Chiang, Thomas C.
3
Cuñado Eizaguirre, Juncal
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Gil-Alaña, Luis A.
3
Han, Xu
3
Heckman, James J.
3
Ji, Qiang
3
Kim, Donggyu
3
Paolella, Marc S.
3
Papadamou, Stephanos
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Sasaki, Yuya
3
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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
Department of Economics working paper series
20
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
Working papers / University of Connecticut, Department of Economics
4
Economic modelling
3
Economics and Business Letters : EBL
3
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
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics
2
Applied economics letters
2
Chicago Booth Research Paper
2
Economic systems
2
Economics letters
2
Emerging markets review
2
Energy economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Annals of economics and finance
1
Applied financial economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CEA_372Cass working paper series
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 : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economies : open access journal
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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
Insurance and economic policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-chiang
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581325
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