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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~subject:"Australia"
~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"
~type_genre:"Konferenzbeitrag"
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Australia
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Estimation
214
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214
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72
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67
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65
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65
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58
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Al Refai, Hisham M.
Brooks, Robert
Gupta, Rangan
Zaremba, Adam
60
Wohar, Mark E.
46
Bahmani-Oskooee, Mohsen
45
McMillan, David G.
41
Pierdzioch, Christian
39
Gil-Alaña, Luis A.
38
Tiwari, Aviral Kumar
38
Narayan, Paresh Kumar
37
Ma, Feng
34
Caporale, Guglielmo Maria
33
Balcilar, Mehmet
32
McAleer, Michael
31
Bouri, Elie
30
Xuan Vinh Vo
29
Todorov, Viktor
27
Bollerslev, Tim
26
Faff, Robert W.
26
Lee, Chien-chiang
26
Salisu, Afees A.
24
Apergēs, Nikolaos
23
Kumar, Dilip
23
Wang, Yudong
23
Zhang, Yaojie
23
Bali, Turan G.
21
Chiang, Thomas C.
21
Cakici, Nusret
20
Demirer, Rıza
19
Belke, Ansgar
18
Hammoudeh, Shawkat
18
Jawadi, Fredj
18
Kang, Sang Hoon
18
Mensi, Walid
18
Sehgal, Sanjay
18
Yin, Libo
18
Yoon, Seong-min
18
Rashid, Abdul
17
Shahzad, Syed Jawad Hussain
17
Zhu, Huiming
17
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The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
7
Applied financial economics
6
International review of economics & finance : IREF
6
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Applied economics letters
3
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3
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3
Journal of emerging market finance
3
The European journal of finance
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics
2
Applied financial economics letters
2
Australian economic papers
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Open economies review
2
Pacific-Basin finance journal
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Structural change and economic dynamics : SC+ED
2
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
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic systems
1
Economics : the open-access, open-assessment journal
1
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ECONIS (ZBW)
141
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
3
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
9
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:
10
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
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