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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of economics"
~person:"Gupta, Rangan"
~person:"Wu, Chunchi"
~subject:"CAPM"
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Search: subject_exact:"Estimation"
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United States
CAPM
Estimation
7
Schätzung
7
USA
5
Capital income
4
Immobilienpreis
4
Kapitaleinkommen
4
Real estate price
4
Aktienmarkt
3
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Stock market
3
Cointegration
2
Housing returns
2
Kointegration
2
Nonparametric causality-in-quantiles test
2
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2
Theorie
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2
Vermögen
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1982-1991
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Consumption-aggregate wealth ratio
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Consumption-wealth ratio
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Correlation
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Dynamic connectedness
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Elastic net VAR
1
Forecasting
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Großbritannien
1
Hedging
1
Hong Kong
1
Hongkong
1
House prices
1
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Article in journal
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English
5
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Gupta, Rangan
Wu, Chunchi
Cortes, Bienvenido Santos
3
Clark, William
2
Edgmand, Michael R.
2
Fizel, John L.
2
Hammoudeh, Shawkat
2
Hueng, C. James
2
Rea, John D.
2
Rubio, Gonzalo
2
Russo, Benjamin
2
Wisley, Thomas O.
2
Wohar, Mark E.
2
Abdullah, Dewan A.
1
Ahmad, Wasim
1
Akanni, Lateef O.
1
Alapati, Rao S.
1
Alexeev, Vitali
1
Ali, Md. Kamar
1
Andrews, Kim
1
Arakelyan, Armen
1
Ashraf, Mohammad
1
Balcilar, Mehmet
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bhattacherjee, Purba
1
Binswanger, Mathias
1
Bohl, Martin T.
1
Bouaddi, Mohammed
1
Brar, Jagjit S.
1
Bu, Jinfeng
1
Byun, Suk Joon
1
Cha, Baekin
1
Chai, Daniel
1
Chang, S. J.
1
Chang, Shu-Hwa
1
Chen, Mei-Ping
1
Chen, Ming Chieh
1
Chen, Qi-an
1
Chen, Shou
1
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International review of economics & finance : IREF
The journal of economics
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics and Business Letters : EBL
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
Advances in Pacific Basin business, economics, and finance
1
Applied economics
1
China finance review international
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of strategic property management
1
Journal of economics and finance
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Open economies review
1
Panoeconomicus
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
The journal of real estate finance and economics
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
5
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1
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5
of
5
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date (newest first)
date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
3
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
Saved in:
4
Economic sources of asymmetric cross-correlation among stock returns
Yu, Chih-hsien
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
10
(
2001
)
1
,
pp. 19-40
Persistent link: https://www.econbiz.de/10001569164
Saved in:
5
Dynamic relations among international stock markets
Wu, Chunchi
- In:
International review of economics & finance : IREF
7
(
1998
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10001237958
Saved in:
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