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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Research in international business and finance"
~isPartOf:"The European journal of finance"
~person:"Al Refai, Hisham M."
~person:"Bentzen, Eric"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~person:"Narayan, Paresh Kumar"
~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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Al Refai, Hisham M.
Bentzen, Eric
Brooks, Robert
Gupta, Rangan
Narayan, Paresh Kumar
Caporale, Guglielmo Maria
5
Gil-Alaña, Luis A.
4
McMillan, David G.
4
Papadamou, Stephanos
4
Pierdzioch, Christian
4
Aboura, Sofiane
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Copeland, Laurence S.
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Abedin, Mohammad Zoynul
2
Ap Gwilym, Owain
2
Bouteska, Ahmed
2
Charemza, Wojciech
2
Chiang, Thomas C.
2
Corbet, Shaen
2
Coutts, J. Andrew
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Hussain, Syed Mujahid
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Kenourgios, Dimitris
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Kitamura, Yoshihiro
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Knif, Johan
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Koutmos, Gregory
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Larkin, Charles
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Lau, Chi Keung
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Lee, Chien-chiang
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Mills, Terence C.
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Muradoğlu, Gülnur
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Panopulu, Aikaterinē
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Patsika, Victoria
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Shields, Kalvinder K.
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Sidiropoulos, Moïse
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Solibakke, Per Bjarte
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Spyromitros, Eleftherios
2
Umar, Zaghum
2
Urquhart, Andrew
2
Vaihekoski, Mika
2
Vivian, Andrew
2
Yarovaya, Larisa
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Research in international business and finance
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
Emerging markets review
7
Applied financial economics
6
Economic modelling
6
International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Economics letters
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Energy economics
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Pacific-Basin finance journal
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International review of financial analysis
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Australian economic papers
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
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Journal of behavioral and experimental finance
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Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of multinational financial management
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Open economies review
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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 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
Defence and peace economics
1
Econometric reviews
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ECONIS (ZBW)
11
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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
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
4
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:
5
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
- In:
Research in international business and finance
47
(
2019
),
pp. 304-310
Persistent link: https://www.econbiz.de/10012135738
Saved in:
6
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Bekiros, Stelios
- In:
Research in international business and finance
49
(
2019
),
pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
Saved in:
7
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:
8
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
9
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
10
The inflation-output nexus : empirical evidence from India, South Africa, and Brazil
Narayan, Seema
;
Narayan, Paresh Kumar
- In:
Research in international business and finance
28
(
2013
),
pp. 19-34
Persistent link: https://www.econbiz.de/10009725167
Saved in:
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