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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~subject:"Capital income"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
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Capital income
Cointegration
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VAR-Modell
Estimation
180
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180
Volatility
57
Volatilität
57
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56
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56
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Zaremba, Adam
50
Gil-Alaña, Luis A.
34
Wohar, Mark E.
34
Bahmani-Oskooee, Mohsen
32
Balcilar, Mehmet
30
Tiwari, Aviral Kumar
25
Salisu, Afees A.
22
Wang, Yudong
22
Ma, Feng
21
Lee, Chien-chiang
19
Xuan Vinh Vo
19
Apergēs, Nikolaos
18
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Shahbaz, Muhammad
17
Zhang, Yaojie
17
Bouri, Elie
15
Jawadi, Fredj
15
McMillan, David G.
15
Sehgal, Sanjay
15
Long, Huaigang
14
Shahzad, Syed Jawad Hussain
14
Yin, Libo
14
Demirer, Rıza
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Narayan, Paresh Kumar
13
Serletis, Apostolos
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Todorov, Viktor
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Zhu, Huiming
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Chang, Tsangyao
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Christou, Christina
12
Cakici, Nusret
11
Chiang, Thomas C.
11
Panagiōtidēs, Theodōros
11
Umar, Zaghum
11
Afonso, António
10
Gozgor, Giray
10
Jalles, João Tovar
10
Kumar, Dilip
10
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Finance research letters
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
7
Economics letters
5
International journal of finance & economics : IJFE
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal for studies in economics and econometrics : SEE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets review
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Empirica : journal of european economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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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 economics and finance
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Journal of international money and finance
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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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Macroeconomic dynamics
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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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Financial markets and portfolio management
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of strategic property management
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Journal of financial markets
1
Journal of forecasting
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
121
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1
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
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:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
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:
6
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
7
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
8
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
9
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
10
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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