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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gupta, Rangan"
~subject:"Stock market"
~subject:"Theory"
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Capital income
Stock market
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Estimation
258
Schätzung
258
USA
91
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91
Forecasting model
89
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89
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84
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117
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Amidu, Mohammed
Gupta, Rangan
Caporale, Guglielmo Maria
140
Gil-Alaña, Luis A.
114
Pesaran, M. Hashem
85
Pierdzioch, Christian
72
Zaremba, Adam
71
Härdle, Wolfgang
55
Timmermann, Allan
53
McMillan, David G.
51
Wohar, Mark E.
49
Heckman, James J.
48
Hautsch, Nikolaus
47
Bollerslev, Tim
46
Marcellino, Massimiliano
46
Herwartz, Helmut
45
Narayan, Paresh Kumar
43
Engle, Robert F.
40
McAleer, Michael
40
Blundell, Richard W.
39
Bohl, Martin T.
39
Koopman, Siem Jan
39
Stambaugh, Robert F.
39
Bali, Turan G.
38
Campbell, John Y.
38
Belzil, Christian
36
Acemoglu, Daron
34
Tiwari, Aviral Kumar
34
Berg, Gerard J. van den
33
Serletis, Apostolos
32
Todorov, Viktor
32
Belke, Ansgar
31
Ghysels, Eric
31
Semmler, Willi
31
Caporin, Massimiliano
30
Diebold, Francis X.
30
Engel, Charles
30
Kilian, Lutz
30
Basu, Susanto
29
Bouri, Elie
29
Engsted, Tom
29
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Department of Economics working paper series
20
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
6
Research in international business and finance
6
International journal of finance & economics : IJFE
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working papers / University of Connecticut, Department of Economics
4
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3
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International review of economics & finance : IREF
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1
International review of financial analysis
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Journal of applied economics
1
Journal of behavioral and experimental finance
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ECONIS (ZBW)
117
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1
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
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:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
6
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
7
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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