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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~person:"Blazsek, Szabolcs"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~subject:"Einkommensverteilung"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"VAR-Modell"
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Einkommensverteilung
Geldpolitik
Prognoseverfahren
Risiko
VAR-Modell
Estimation
27
Schätzung
27
USA
10
United States
10
Forecasting model
8
Börsenkurs
7
Capital income
7
Kapitaleinkommen
7
Share price
7
Volatility
7
Volatilität
7
Immobilienpreis
6
Real estate price
6
Monetary policy
5
Oil price
5
Schock
5
Shock
5
Theorie
5
Theory
5
Ölpreis
5
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Cointegration
4
Kointegration
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Stock market
4
Asymmetry
3
Causality analysis
3
Exchange rate
3
Interest rate
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Kausalanalyse
3
Oil shocks
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Panel
3
Panel study
3
Time series analysis
3
VAR model
3
Wechselkurs
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16
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Article in journal
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16
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16
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Blazsek, Szabolcs
Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Wang, Yudong
5
Balcilar, Mehmet
4
Ma, Feng
4
Zhang, Yaojie
4
Cai, Yifei
3
Chang, Tsangyao
3
He, Zhifang
3
Huang, Wei-Qiang
3
Ji, Qiang
3
Liu, Li
3
Pierdzioch, Christian
3
Wei, Yu
3
Wohar, Mark E.
3
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Belke, Ansgar
2
Berument, Hakan
2
Brana, Sophie
2
Breitenlechner, Max
2
Clements, Adam
2
Cross, Jamie
2
Eleftheriou, Maria
2
Feng, Jiabao
2
Floro, Danvee
2
Gu, Xinhua
2
Hou, Chenghan
2
Huang, Dengshi
2
Hur, Joonyoung
2
Jalles, João Tovar
2
Jiang, Cuixia
2
Kim, Young Min
2
Klose, Jens
2
Kumar, Dilip
2
Lee, Doowon
2
Lei, Chun Kwok
2
Li, Pan
2
Li, Tao
2
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Applied economics letters
Economic modelling
International review of economics & finance : IREF
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Energy economics
5
Research in international business and finance
5
International journal of finance & economics : IJFE
3
Journal for studies in economics and econometrics : SEE
3
Open economies review
3
Annals of financial economics
2
Emerging markets review
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 forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomics and finance in emerging market economies
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Contemporary economics
1
Defence and peace economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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 journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of economic studies
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
16
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16
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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
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
3
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
4
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
5
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:
6
Score-driven panel data models of the capital structure of US firms
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1666-1670
Persistent link: https://www.econbiz.de/10012652569
Saved in:
7
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:
8
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:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
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