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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~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
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Estimation
18
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18
USA
9
United States
9
Forecasting model
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Blazsek, Szabolcs
Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Huang, Wei-Qiang
3
Pierdzioch, Christian
3
Berument, Hakan
2
Cai, Yifei
2
Chang, Tsangyao
2
Demirer, Rıza
2
Ji, Qiang
2
Liu, Peipei
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Ma, Feng
2
Majumdar, Anandamayee
2
Marfatia, Hardik A.
2
Naka, Atsuyuki
2
Noman, Abdullah
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Olson, Eric
2
Sheng, Xin
2
Siliverstovs, Boriss
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Van Eyden, Reneé
2
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1
Acquaye, Ivy K.
1
Ahmed, Mohamed S.
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Ahn, Joonhong
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Akosah, Nana Kwame
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Al-Busaidi, Samir
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Alaoui, Abdelkader O. el
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Baek, Ingul
1
Balcilar, Mehmet
1
Barari, Mahua
1
Bawa, Jaslene Kaur
1
Beckmann, Joscha
1
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Applied economics letters
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Economics letters
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Energy economics
4
International journal of finance & economics : IJFE
3
Journal for studies in economics and econometrics : SEE
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Open economies review
3
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Emerging markets review
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
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Journal of forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomics and finance in emerging market economies
2
Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Contemporary economics
1
Defence and peace economics
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Eurasian economic review : a journal in applied macroeconomics and finance
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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 financial markets
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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ECONIS (ZBW)
14
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
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
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:
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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