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subject:"United Kingdom"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Jenkins, Stephen"
~subject:"Cointegration"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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United Kingdom
Cointegration
Share price
Estimation
256
Schätzung
256
Volatility
69
Volatilität
69
Forecasting model
65
Prognoseverfahren
65
USA
64
United States
64
Börsenkurs
62
Capital income
62
Kapitaleinkommen
62
Aktienmarkt
41
Stock market
41
Welt
40
World
40
Risiko
38
Risk
38
Geldpolitik
35
Monetary policy
35
VAR model
35
VAR-Modell
35
Kointegration
34
Theorie
34
Theory
34
Time series analysis
33
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33
Inflation
29
Immobilienpreis
24
Real estate price
24
Schock
24
Shock
24
Großbritannien
23
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22
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22
Causality analysis
21
Kausalanalyse
21
EU countries
20
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69
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6
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Article
108
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Aufsatz in Zeitschrift
Article in journal
108
Graue Literatur
86
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86
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85
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85
Aufsatz im Buch
4
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4
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1
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English
106
German
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Belke, Ansgar
Gupta, Rangan
Jenkins, Stephen
Gil-Alaña, Luis A.
75
Caporale, Guglielmo Maria
46
Bahmani-Oskooee, Mohsen
44
Tiwari, Aviral Kumar
38
Wohar, Mark E.
38
Narayan, Paresh Kumar
35
Zaremba, Adam
31
McMillan, David G.
30
Chang, Tsangyao
29
Shahbaz, Muhammad
28
Balcilar, Mehmet
23
Lee, Chien-chiang
22
Pierdzioch, Christian
22
Apergēs, Nikolaos
20
Pradhan, Rudra Prakash
20
Chiang, Thomas C.
19
Holmes, Mark J.
19
Salisu, Afees A.
19
Beckmann, Joscha
18
Ma, Feng
17
Moosa, Imad A.
16
Herzer, Dierk
15
Jawadi, Fredj
15
Payne, James E.
15
Xuan Vinh Vo
15
Bohl, Martin T.
14
Sehgal, Sanjay
14
Todorov, Viktor
14
Zhang, Yaojie
14
Hamori, Shigeyuki
13
Herwartz, Helmut
13
Narayan, Seema
13
Ramírez, Miguel D.
13
Rashid, Abdul
13
Arize, Augustine Chuck
12
Blundell, Richard W.
12
Bollerslev, Tim
12
Bouri, Elie
12
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The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
Research in international business and finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
Economic modelling
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of multinational financial management
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Economics letters
2
Finance research letters
2
Journal of banking & finance
2
Journal of economic inequality
2
Journal of economics and finance
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied economics quarterly
1
Bulletin of economic research
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Contemporary economics
1
Credit and capital markets : Kredit und Kapital
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Defence and peace economics
1
Economic systems
1
Economics, management and financial markets
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of economics and finance
1
International journal of strategic property management
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
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ECONIS (ZBW)
108
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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
Top-income adjustments and official statistics on income distribution : the case of the UK
Jenkins, Stephen
- In:
Journal of economic inequality
20
(
2022
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10013271873
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
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
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