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subject:"Share price"
subject:"World"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Zaremba, Adam"
~subject:"CAPM"
~subject:"Cointegration"
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Share price
World
CAPM
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Estimation
569
Schätzung
569
Capital income
148
Kapitaleinkommen
148
Börsenkurs
122
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122
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122
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Belke, Ansgar
Gupta, Rangan
Zaremba, Adam
Caporale, Guglielmo Maria
176
Gil-Alaña, Luis A.
136
Schneider, Friedrich
114
Dreher, Axel
75
McAleer, Michael
72
Narayan, Paresh Kumar
72
Woessmann, Ludger
71
Pesaran, M. Hashem
68
Buch, Claudia M.
64
Rose, Andrew
62
Voigt, Stefan
61
Cheung, Yin-Wong
59
Pierdzioch, Christian
58
Bahmani-Oskooee, Mohsen
57
MacDonald, Ronald
54
Nunnenkamp, Peter
52
Wohar, Mark E.
49
Herwartz, Helmut
48
Van Reenen, John
47
Bohl, Martin T.
46
Tiwari, Aviral Kumar
46
Levine, Ross
45
McMillan, David G.
45
Acemoglu, Daron
39
Beckmann, Joscha
38
Hautsch, Nikolaus
38
Shahbaz, Muhammad
38
Barro, Robert J.
36
Bloom, Nicholas
36
Lee, Chien-chiang
35
Apergēs, Nikolaos
33
Bollerslev, Tim
33
Frankel, Jeffrey A.
33
Rodrik, Dani
33
Sala-i-Martin, Xavier
33
Westermann, Frank
33
Allen, David E.
32
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Department of Economics working paper series
24
Ruhr economic papers
14
ROME discussion paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Finance research letters
10
Research in international business and finance
9
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8
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6
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5
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4
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International review of financial analysis
4
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4
Working papers / University of Connecticut, Department of Economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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2
International economics and economic policy : IEEP
2
International journal of finance & economics : IJFE
2
Internationalisierung der Wirtschaftspolitik
2
Journal of behavioral and experimental finance
2
Journal of economic dynamics & control
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of forecasting
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ECONIS (ZBW)
263
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1
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263
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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
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
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:
4
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
5
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
9
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:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
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