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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Indian journal of economics & business : IJEB"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bin Haron, Razali"
~person:"Gupta, Rangan"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Crude oil prices"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Börsenkurs
Crude oil prices
Fiscal policy
Geldnachfrage
Volatilität
Estimation
17
Schätzung
17
Volatility
11
Share price
8
Capital income
7
Kapitaleinkommen
7
ARCH-Modell
6
Forecasting model
6
Prognoseverfahren
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USA
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United States
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Aktienmarkt
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Stock market
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Time series analysis
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Zeitreihenanalyse
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Geldpolitik
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Monetary policy
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomaß
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Risk measure
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Spillover effect
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Spillover-Effekt
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Bayes-Statistik
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Bayesian inference
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Exchange rate
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Immobilienpreis
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Impact assessment
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Nonparametric causality-in-quantiles test
2
Oil price
2
Real estate price
2
Realized volatility
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Schock
2
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15
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Bin Haron, Razali
Gupta, Rangan
Hsing, Yu
McAleer, Michael
Pierdzioch, Christian
5
Zhu, Huiming
5
Dai, Zhifeng
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Rahman, A. K. M. Matiur
4
Balcilar, Mehmet
3
Lien, Da-hsiang Donald
3
Mustafa, Muhammad
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Beckmann, Joscha
2
Belke, Ansgar
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lee, Geul
2
Li, Jinfang
2
Li, Yang
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
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Indian journal of economics & business : IJEB
International journal of monetary economics and finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
24
Department of Economics working paper series
22
Working paper
15
Discussion paper / Tinbergen Institute
13
International review of economics & finance : IREF
5
Research in international business and finance
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics letters
4
Econometric reviews
4
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Economics and Business Letters : EBL
3
Energy economics
3
Finance research letters
3
Journal of econometrics
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economic systems
2
Economics letters
2
Economies : open access journal
2
Emerging markets review
2
Global economy journal : GEJ
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Prague economic papers : a bimonthly journal of economic theory and policy
2
Risks : open access journal
2
Structural change and economic dynamics : SC+ED
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
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1
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:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
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:
4
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:
5
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:
6
Cryptocurrencies, Fiat money or gold standard : an empirical evidence from volatility structure analysis using news impact curve
Anwar Hasan Abdullah Othman
;
Syed Musa Alhabshi
;
Bin …
- In:
International journal of monetary economics and finance
12
(
2019
)
2
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012115820
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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8
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
9
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
10
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Cakan, Esin
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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