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subject:"EU-Staaten"
subject:"Volatility"
~person:"Gupta, Rangan"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
United Kingdom
Wirkungsanalyse
Estimation
251
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85
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Gupta, Rangan
Caporale, Guglielmo Maria
142
Belke, Ansgar
109
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90
McAleer, Michael
89
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70
Buch, Claudia M.
63
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54
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Herwartz, Helmut
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Bahmani-Oskooee, Mohsen
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Meghir, Costas
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34
Arulampalam, Wiji
33
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33
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32
Hart, Robert A.
32
Härdle, Wolfgang
32
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31
Fitzenberger, Bernd
31
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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101
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
102
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
103
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
104
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
105
Costly state monitoring and reserve requirements : a quantitative study in the context of Southern European countries
Gupta, Rangan
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002756261
Saved in:
106
The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of economic studies
37
(
2010
)
5/6
,
pp. 616-626
Persistent link: https://www.econbiz.de/10008778767
Saved in:
107
Costly state monitoring and reserve requirements
Gupta, Rangan
- In:
Annals of economics and finance
6
(
2005
)
2
,
pp. 263-288
Persistent link: https://www.econbiz.de/10003314992
Saved in:
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