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subject:"Volatility"
~isPartOf:"Research in international business and finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Share price"
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Volatility
Cointegration
Share price
Estimation
9
Schätzung
9
Börsenkurs
5
Aktienmarkt
4
Stock market
4
Capital income
3
Kapitaleinkommen
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Volatilität
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Country risk
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Gupta, Rangan
Stulz, René M.
7
Tiwari, Aviral Kumar
6
Andersen, Torben
5
Engle, Robert F.
5
Hong, Harrison G.
5
Kelly, Bryan T.
5
Lettau, Martin
5
Campbell, John Y.
4
Caporale, Guglielmo Maria
4
Chang, Tsangyao
4
Gil-Alaña, Luis A.
4
Lo, Andrew W.
4
Ludvigson, Sydney C.
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Mitra, Rajarshi
4
Abakah, Emmanuel Joel Aikins
3
Aboura, Sofiane
3
Aghion, Philippe
3
Ang, Andrew
3
Bekaert, Geert
3
Chevallier, Julien
3
Forbes, Kristin
3
Froot, Kenneth
3
Giglio, Stefano
3
Goetzmann, William N.
3
Impawe, Augustin
3
MacKinlay, Archie Craig
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Moffitt, Robert A.
3
Rigobón, Roberto
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Stein, Jeremy C.
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Umar, Zaghum
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2
Aït-Sahalia, Yacine
2
Bacchetta, Philippe
2
Baker, Scott
2
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2
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Research in international business and finance
The empirical economics letters : a monthly international journal of economics
Working paper / National Bureau of Economic Research, Inc.
Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers / University of Connecticut, Department of Economics
4
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
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Finance research letters
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The European journal of finance
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
- In:
Research in international business and finance
47
(
2019
),
pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
Saved in:
3
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Bekiros, Stelios
- In:
Research in international business and finance
49
(
2019
),
pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
Saved in:
4
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
5
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
6
Periodically collapsing bubbles in the South African stock market
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
;
Wohar, …
- In:
Research in international business and finance
38
(
2016
),
pp. 191-201
Persistent link: https://www.econbiz.de/10011640638
Saved in:
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