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subject:"United Kingdom"
~isPartOf:"Economics and Business Letters : EBL"
~person:"Blundell, Richard W."
~person:"Gupta, Rangan"
~subject:"Kointegration"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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United Kingdom
Kointegration
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Estimation
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daily US housing returns
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equity prices
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firm-level realized and implied volatilities
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Blundell, Richard W.
Gupta, Rangan
Katrakilides, K.
2
Almail, Ali
1
Almudhaf, Fahad
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Anih, Onyebuchi
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Azar, Samih Antoine
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Cuñado Eizaguirre, Juncal
1
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Economics and Business Letters : EBL
Department of Economics working paper series
20
Working papers / University of Connecticut, Department of Economics
12
IFS working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
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ECONIS (ZBW)
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1
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
2
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
3
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
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