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source:"econis"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Attanasio, Orazio P."
~person:"Bikker, Jacob A."
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lindé, Jesper"
~person:"MacDonald, Ronald"
~person:"Malindretos, John"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Xuan Vinh Vo"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
41
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Attanasio, Orazio P.
Bikker, Jacob A.
Gupta, Rangan
Hammoudeh, Shawkat
Lindé, Jesper
MacDonald, Ronald
Malindretos, John
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Xuan Vinh Vo
Wohar, Mark E.
11
Narayan, Paresh Kumar
10
Marcellino, Massimiliano
8
Pesaran, M. Hashem
8
Balcilar, Mehmet
7
Bollerslev, Tim
6
Brooks, Robert
6
Koop, Gary
6
Sosvilla-Rivero, Simón
6
Chiang, Thomas C.
5
Clark, Todd E.
5
Gil-Alaña, Luis A.
5
Kelly, Bryan T.
5
Salisu, Afees A.
5
Todorov, Viktor
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Wang, Yudong
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Bilgin, Mehmet Huseyin
4
Bouri, Elie
4
Härdle, Wolfgang
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Kanas, Angelos
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Kilian, Lutz
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Kouretas, Georgios P.
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Kutan, Ali Mustafa
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Lee, Chien-chiang
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Mensi, Walid
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Moskowitz, Tobias J.
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Narayan, Seema
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Papavassiliou, Vassilios G.
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Phillips, Peter C. B.
4
Sousa, Ricardo M.
4
Tobias, Justin L.
4
Vahid, Farshid
4
Wu, Chunchi
4
Zaremba, Adam
4
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International review of economics & finance : IREF
Journal of applied econometrics
Journal of financial economics
Journal of forecasting
Journal of international financial markets, institutions & money
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
14
Energy economics
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Open economies review
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International journal of finance & economics : IJFE
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Macroeconomic dynamics
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Applied economics letters
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International review of financial analysis
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Research in international business and finance
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Economics letters
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economic modelling
8
Journal of international money and finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied financial economics
5
Journal of economic studies
5
Journal of macroeconomics
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The European journal of finance
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Economic systems
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Economics and Business Letters : EBL
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economic dynamics & control
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The energy journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirica : journal of european economics
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European economic review : EER
3
Global finance journal
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International journal of economics and finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic behavior & organization : JEBO
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Journal of economics and finance
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
5
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
6
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
7
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
Saved in:
8
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
9
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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