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subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Volatility"
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United States
Asset allocation
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Erdöl
Germany
Kapitaleinkommen
Prognoseverfahren
VAR-Modell
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Estimation
38
Schätzung
38
Volatilität
20
Börsenkurs
15
Capital income
15
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15
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14
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14
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33
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Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Ma, Feng
11
Wang, Yudong
10
Zhu, Huiming
9
Salisu, Afees A.
7
Tiwari, Aviral Kumar
7
Wohar, Mark E.
7
Balcilar, Mehmet
6
Dai, Zhifeng
6
Hammoudeh, Shawkat
6
Hau, Liya
6
Ji, Qiang
6
Kang, Sang Hoon
6
Lee, Chien-chiang
6
Mensi, Walid
6
Nonejad, Nima
6
Pierdzioch, Christian
6
Bouri, Elie
5
Uddin, Mohammed Gazi Salah
5
Wei, Yu
5
Xuan Vinh Vo
5
Gubareva, Mariya
4
Lau, Chi Keung
4
Wang, Shouyang
4
Wen, Fenghua
4
Yang, Chunpeng
4
Zhang, Yaojie
4
Zhou, Liyun
4
Al-Yahyaee, Khamis Hamed
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Cheung, Yin-Wong
3
Chevallier, Julien
3
Cho, Hoon
3
Dutta, Anupam
3
Gil-Alaña, Luis A.
3
Gozgor, Giray
3
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3
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Energy economics
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
34
Working papers / University of Connecticut, Department of Economics
11
Finance research letters
10
Economic modelling
9
Applied economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
International review of economics & finance : IREF
6
Economics letters
5
Research in international business and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of multinational financial management
3
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3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
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2
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2
Emerging markets review
2
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economic studies
2
Journal of economics and finance
2
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2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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1
Applied financial economics
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Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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CESifo Working Paper Series
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1
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ECONIS (ZBW)
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
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:
3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
5
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
6
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
7
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
8
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
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