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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Li, Jia"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Geldpolitik
Risiko
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Volatilität
Estimation
195
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195
Volatility
70
Capital income
61
Kapitaleinkommen
61
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60
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107
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Li, Jia
Bahmani-Oskooee, Mohsen
26
Balcilar, Mehmet
26
Ma, Feng
26
Wohar, Mark E.
24
Bouri, Elie
22
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
20
Pierdzioch, Christian
17
Wang, Yudong
17
Apergēs, Nikolaos
16
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Todorov, Viktor
16
Hammoudeh, Shawkat
15
Mensi, Walid
15
Salisu, Afees A.
15
Serletis, Apostolos
15
Zhang, Yaojie
14
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Jawadi, Fredj
13
Wei, Yu
13
Wu, Xinyu
13
Bollerslev, Tim
12
Demirer, Rıza
12
Ji, Qiang
12
Lau, Chi Keung
12
Nonejad, Nima
12
Yoon, Seong-min
12
Christou, Christina
11
Kumar, Dilip
11
Brooks, Robert
10
Chiang, Thomas C.
10
Gozgor, Giray
10
Papadamou, Stephanos
10
Rodriguez, Gabriel
10
Shahzad, Syed Jawad Hussain
10
Shi, Yanlin
10
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Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Finance research letters
5
Journal of econometrics
5
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4
International review of economics & finance : IREF
4
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Journal for studies in economics and econometrics : SEE
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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
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of international money and finance
2
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2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of financial economics
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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 & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
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 behavioral and experimental finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
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ECONIS (ZBW)
107
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81
Monetary policy reaction functions of the TICKs : a quantile regression approach
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3552-3565
Persistent link: https://www.econbiz.de/10012125897
Saved in:
82
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
83
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
84
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
85
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
86
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
87
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
88
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
89
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
90
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
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