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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:"Salisu, Afees A."
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Geldpolitik
Risiko
VAR-Modell
Estimation
201
Schätzung
201
Capital income
61
Kapitaleinkommen
61
Börsenkurs
60
Forecasting model
60
Prognoseverfahren
60
Share price
60
Volatility
60
Volatilität
60
USA
52
United States
52
Aktienmarkt
44
Stock market
44
Time series analysis
37
Zeitreihenanalyse
37
Risk
36
Welt
36
World
36
VAR model
28
Inflation
26
Theorie
26
Theory
26
Cointegration
25
Kointegration
25
Monetary policy
22
Schock
21
Shock
21
ARCH model
20
ARCH-Modell
20
Exchange rate
19
Panel
19
Panel study
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Wechselkurs
19
Immobilienpreis
17
Real estate price
17
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Article
67
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Article in journal
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Conference paper
Aufsatz in Zeitschrift
66
Konferenzbeitrag
2
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1
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English
67
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Balcilar, Mehmet
14
Serletis, Apostolos
12
Wohar, Mark E.
12
Apergēs, Nikolaos
10
Christou, Christina
9
Gozgor, Giray
9
Lau, Chi Keung
9
Lee, Chien-chiang
9
Mumtaz, Haroon
9
Belke, Ansgar
8
Chiang, Thomas C.
8
Hammoudeh, Shawkat
8
Papadamou, Stephanos
8
Scharler, Johann
8
Tiwari, Aviral Kumar
8
Wang, Yudong
8
Cepni, Oguzhan
7
Gil-Alaña, Luis A.
7
Ji, Qiang
7
Rodriguez, Gabriel
7
Sheng, Xin
7
Xuan Vinh Vo
7
Afonso, António
6
Bahmani-Oskooee, Mohsen
6
Bali, Turan G.
6
Caraiani, Petre
6
Castelnuovo, Efrem
6
Huber, Florian
6
Jawadi, Fredj
6
Long, Huaigang
6
Lütkepohl, Helmut
6
Ma, Feng
6
Ma, Jun
6
Marcellino, Massimiliano
6
Panagiōtidēs, Theodōros
6
Pierdzioch, Christian
6
Van Eyden, Reneé
6
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
Energy economics
3
Finance research letters
3
Journal for studies in economics and econometrics : SEE
3
Annals of financial economics
2
Applied economics
2
Emerging markets review
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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
Open economies review
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Journal of risk
1
Macroeconomic dynamics
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
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31
Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre
;
Gupta, Rangan
- In:
Journal of macroeconomics
63
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
Saved in:
32
Insurance and economic policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-chiang
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581325
Saved in:
33
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
34
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
35
Inflation dynamics in Uganda : a quantile regression approach
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Macroeconomics and finance in emerging market economies
13
(
2020
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10012256201
Saved in:
36
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:
37
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
38
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
39
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
40
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
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