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source:"econis"
subject:"Theorie"
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Hujer, Reinhard"
~person:"Lindé, Jesper"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Tiwari, Aviral Kumar"
~subject:"Capital income"
~subject:"Immobilienpreis"
~subject:"Impact assessment"
~subject:"Inflation"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Theorie
Capital income
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Estimation
329
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329
Börsenkurs
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Attanasio, Orazio P.
Gupta, Rangan
Hujer, Reinhard
Lindé, Jesper
Pierdzioch, Christian
Semmler, Willi
Tiwari, Aviral Kumar
Gil-Alaña, Luis A.
98
Zaremba, Adam
60
Caporale, Guglielmo Maria
58
Wohar, Mark E.
58
McMillan, David G.
36
Narayan, Paresh Kumar
36
Chang, Tsangyao
35
Apergēs, Nikolaos
33
Balcilar, Mehmet
30
Moosa, Imad A.
30
Serletis, Apostolos
30
Bahmani-Oskooee, Mohsen
29
Bollerslev, Tim
28
Lee, Chien-chiang
27
Kumbhakar, Subal
25
Todorov, Viktor
23
Belke, Ansgar
22
Ma, Feng
22
Brooks, Robert
21
Wang, Yudong
21
Salisu, Afees A.
20
Bali, Turan G.
19
Cakici, Nusret
19
Herwartz, Helmut
19
McAleer, Michael
19
Chiang, Thomas C.
18
Jawadi, Fredj
18
Zhang, Yaojie
18
Kumar, Dilip
17
Pesaran, M. Hashem
17
Su, Chi-Wei
17
Westerlund, Joakim
17
Xuan Vinh Vo
17
Afonso, António
16
Fabozzi, Frank J.
16
Koopman, Siem Jan
16
Peel, David
16
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Finance research letters
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10
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8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of finance & economics : IJFE
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8
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International review of economics & finance : IREF
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Jahrbücher für Nationalökonomie und Statistik
4
Journal of forecasting
4
The European journal of finance
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Journal of economic behavior & organization : JEBO
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Economics and Business Letters : EBL
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
2
Journal of economics and finance
2
Journal of multinational financial management
2
Journal of political economy
2
Open economies review
2
Review of economic dynamics
2
Structural change and economic dynamics : SC+ED
2
The empirical economics letters : a monthly international journal of economics
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
1
Annals of financial economics
1
Applied economics quarterly
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
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ECONIS (ZBW)
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61
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:
62
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
63
Inflation dynamics in Uganda : a quantile regression approach
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Macroeconomics and finance in emerging market economies
13
(
2020
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10012256201
Saved in:
64
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:
65
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
66
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
67
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
68
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
69
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
70
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
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