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subject:"Volatility"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Volatility
Capital income
Großbritannien
Impact assessment
Prognoseverfahren
VAR-Modell
Volatilität
Estimation
243
Schätzung
243
Kapitaleinkommen
97
Forecasting model
90
Börsenkurs
89
Share price
89
USA
61
United States
61
Aktienmarkt
60
Stock market
60
Welt
46
World
46
Time series analysis
41
Zeitreihenanalyse
41
Risiko
38
Risk
38
ARCH model
31
ARCH-Modell
31
VAR model
31
Theorie
29
Theory
29
Inflation
24
Causality analysis
22
Kausalanalyse
22
Schock
22
Shock
22
Spillover effect
21
Spillover-Effekt
21
Stock returns
21
Cointegration
20
Geldpolitik
20
Immobilienpreis
20
Kointegration
20
Monetary policy
20
Real estate price
20
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Undetermined
141
Free
13
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Article
184
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2
Type of publication (narrower categories)
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Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
185
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
Working Paper
40
Aufsatz im Buch
2
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Language
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English
186
Author
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Bouri, Elie
Gupta, Rangan
McMillan, David G.
Zaremba, Adam
59
Wohar, Mark E.
45
Pierdzioch, Christian
44
Gil-Alaña, Luis A.
42
Bahmani-Oskooee, Mohsen
37
Caporale, Guglielmo Maria
37
Balcilar, Mehmet
35
Narayan, Paresh Kumar
35
Ma, Feng
33
Tiwari, Aviral Kumar
33
Apergēs, Nikolaos
27
Wang, Yudong
27
Xuan Vinh Vo
27
Salisu, Afees A.
26
Todorov, Viktor
26
Bollerslev, Tim
25
McAleer, Michael
25
Moosa, Imad A.
23
Zhang, Yaojie
22
Bali, Turan G.
21
Belke, Ansgar
21
Kumar, Dilip
21
Cakici, Nusret
20
Chiang, Thomas C.
20
Demirer, Rıza
20
Lee, Chien-chiang
20
Döpke, Jörg
19
Marcellino, Massimiliano
19
Rashid, Abdul
19
Hammoudeh, Shawkat
18
Sehgal, Sanjay
18
Yin, Libo
18
Kang, Sang Hoon
17
Mensi, Walid
17
Papadamou, Stephanos
17
Pesaran, M. Hashem
17
Brooks, Robert
16
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Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Research in international business and finance
9
Applied economics
8
International journal of finance & economics : IJFE
8
Energy economics
7
International review of economics & finance : IREF
6
Applied economics letters
5
Economic modelling
5
International review of financial analysis
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Applied financial economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Economics and Business Letters : EBL
3
Economics letters
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The Manchester School
3
Economics / Journal articles : the open-access, open-assessment journal
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of applied economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Open economies review
2
Studies in economics and finance
2
The journal of asset management
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Cogent economics & finance
1
Contemporary economics
1
Defence and peace economics
1
Economic research
1
Economics, management and financial markets
1
Economies : open access journal
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ECONIS (ZBW)
186
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61
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
62
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
63
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
64
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
65
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
66
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
Saved in:
67
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
68
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
69
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
70
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
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