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subject:"United Kingdom"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Jenkins, Stephen"
~subject:"Cointegration"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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United Kingdom
Cointegration
Volatilität
Estimation
256
Schätzung
256
Volatility
69
Forecasting model
65
Prognoseverfahren
65
USA
64
United States
64
Börsenkurs
62
Capital income
62
Kapitaleinkommen
62
Share price
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
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29
Immobilienpreis
24
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24
Schock
24
Shock
24
Großbritannien
23
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22
Wechselkurs
22
Causality analysis
21
Kausalanalyse
21
EU countries
20
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6
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Article
115
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Aufsatz in Zeitschrift
Article in journal
115
Graue Literatur
109
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109
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108
Working Paper
108
Aufsatz im Buch
8
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8
Konferenzschrift
2
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1
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English
113
German
2
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Belke, Ansgar
Gupta, Rangan
Jenkins, Stephen
Gil-Alaña, Luis A.
74
Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
49
Tiwari, Aviral Kumar
33
Wohar, Mark E.
31
Shahbaz, Muhammad
29
Balcilar, Mehmet
27
Chang, Tsangyao
27
Ma, Feng
27
Lee, Chien-chiang
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
Bollerslev, Tim
24
Bouri, Elie
24
McAleer, Michael
24
Pierdzioch, Christian
24
Narayan, Paresh Kumar
22
Kumar, Dilip
20
Payne, James E.
20
Pradhan, Rudra Prakash
20
Rashid, Abdul
20
Mensi, Walid
19
Hamori, Shigeyuki
18
Holmes, Mark J.
18
Kang, Sang Hoon
18
Arize, Augustine Chuck
17
Beckmann, Joscha
17
McMillan, David G.
17
Hegerty, Scott W.
16
Jawadi, Fredj
16
Asai, Manabu
15
Caporin, Massimiliano
15
Herzer, Dierk
15
Yoon, Seong-min
15
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy 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
4
Economic modelling
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of multinational financial management
3
Applied economics letters
2
Economics and Business Letters : EBL
2
Economics letters
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Ekonomia : the journal of the Cyprus Economic Society
2
Finance research letters
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of banking & finance
2
Journal of economic inequality
2
Journal of economics and finance
2
Journal of macroeconomics
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
The European journal of finance
2
The world economy : the leading journal on international economic relations
2
Applied economics quarterly
1
Applied financial economics
1
Bulletin of economic research
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Contemporary economics
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Credit and capital markets : Kredit und Kapital
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1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Defence and peace economics
1
Economics, management and financial markets
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
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ECONIS (ZBW)
115
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
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:
5
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:
6
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:
7
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
8
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:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
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
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