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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Open economies review"
~isPartOf:"The European journal of finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~person:"Knif, Johan"
~person:"Narayan, Paresh Kumar"
~person:"Panopulu, Aikaterinē"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Betafaktor"
~subject:"Börse"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"up/down market condition"
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Estimation
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7
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Prognoseverfahren
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Al Refai, Hisham M.
Brooks, Robert
Gupta, Rangan
Knif, Johan
Narayan, Paresh Kumar
Panopulu, Aikaterinē
Copeland, Laurence S.
3
Pierdzioch, Christian
3
Wohar, Mark E.
3
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Charemza, Wojciech
2
Coutts, J. Andrew
2
Koutmos, Gregory
2
McMillan, David G.
2
Mills, Terence C.
2
Muradoğlu, Gülnur
2
Patsika, Victoria
2
Serletis, Apostolos
2
Shields, Kalvinder K.
2
Solibakke, Per Bjarte
2
Vivian, Andrew
2
Zalewska-Mitura, Anna
2
Aabo, Tom
1
Abhyankar, Abhay
1
Achleitner, Ann-Kristin
1
Acker, Daniella
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Ahmed, Sheraz
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Akkaya, Nese
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Algaba, Andres
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Alireza Zarei
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Alonso-Conde, Ana Belén
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Andres, Christian
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Arikan, Ozlem
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Arin, Kerim Peren
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Arnold, Ivo J. M.
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Aydoğan, Kürşat
1
Azad, Nahiyan
1
Bahmani-Oskooee, Mohsen
1
Batten, Jonathan A.
1
Bell, Adrian R.
1
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Open economies review
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of international financial markets, institutions & money
9
Finance research letters
8
Applied financial economics
7
Emerging markets review
7
Research in international business and finance
7
Economic modelling
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
Applied economics letters
5
Economics letters
5
Energy economics
5
Pacific-Basin finance journal
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of emerging market finance
4
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3
Applied financial economics letters
3
Australian economic papers
3
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Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Advances in investment analysis and portfolio management : a research annual
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of banking & finance
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of multinational financial management
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Abacus : a journal of accounting, finance and business studies
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of financial economics
1
Australian journal of management
1
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ECONIS (ZBW)
9
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1
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:
2
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
3
Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
Saved in:
4
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
5
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
6
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
7
Regime-switching models for exchange rates
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1023-1069
Persistent link: https://www.econbiz.de/10011301934
Saved in:
8
Exchange rate exposure in the pre- and post-Euro periods : evidence from Finland
Koutmos, Gregory
;
Knif, Johan
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 661-674
Persistent link: https://www.econbiz.de/10009509838
Saved in:
9
Cross-distributional robustness of conditional weekday effects : evidence from European equity-index returns
Högholm, Kenneth
;
Knif, Johan
;
Pynnönen, Seppo
- In:
The European journal of finance
17
(
2011
)
5/6
,
pp. 377-390
Persistent link: https://www.econbiz.de/10009155391
Saved in:
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