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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~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:"Ma, Feng"
~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
14
Schätzung
14
Forecasting model
7
USA
6
United States
6
Volatility
6
Volatilität
6
Oil price
4
Schock
4
Shock
4
Ölpreis
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Monetary policy
3
Oil shocks
3
Share price
3
Theorie
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Theory
3
Aktienmarkt
2
Immobilienpreis
2
Panel
2
Panel study
2
Real estate price
2
Risk
2
Stock market
2
Time series analysis
2
VAR model
2
Zeitreihenanalyse
2
dynamic conditional score
2
forecasting
2
generalized autoregressive score
2
impulse response functions
2
local projection model
2
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Article in journal
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12
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Blazsek, Szabolcs
Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Ma, Feng
Salisu, Afees A.
Huang, Wei-Qiang
3
Ji, Qiang
3
Berument, Hakan
2
Cai, Yifei
2
Chang, Tsangyao
2
Liu, Peipei
2
Mangee, Nicholas
2
Olson, Eric
2
Pierdzioch, Christian
2
Sheng, Xin
2
Siliverstovs, Boriss
2
Acosta-González, Hugo Nicolás
1
Acquaye, Ivy K.
1
Ahn, Joonhong
1
Akosah, Nana Kwame
1
Al-Busaidi, Samir
1
Alfarhan, Usamah F.
1
Alfonso, António
1
Almudhaf, Fahad
1
An, Zhen
1
Ayala, Astrid Loretta
1
Baek, Ingul
1
Balcilar, Mehmet
1
Bawa, Jaslene Kaur
1
Belazreg, Walid
1
Bentzen, Jan
1
Berger, Wolfram
1
Beyaert, Arielle
1
Bian, Yang
1
Białowolski, Piotr
1
Bland, James R.
1
Borah, Melanie
1
Bourgeois, Joseph
1
Bouri, Elie
1
Bouteska, Ahmed
1
Brzezinski, Michal
1
Burden, David
1
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Applied economics letters
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Finance research letters
14
Applied economics
11
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
8
International review of financial analysis
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Research in international business and finance
5
Journal for studies in economics and econometrics : SEE
3
Open economies review
3
Annals of financial economics
2
Economic modelling
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
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 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 banking & finance
1
Journal of empirical finance
1
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ECONIS (ZBW)
12
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1
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:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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
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:
9
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:
10
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
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