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~accessRights:"restricted"
~isPartOf:"Applied economics quarterly"
~isPartOf:"Economia internazionale"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hall, Stephen G."
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
Schätzung
South Africa
Zeitreihenanalyse
long memory
Estimation
21
Capital income
20
Kapitaleinkommen
20
Börsenkurs
16
Share price
16
USA
16
United States
16
Volatility
16
Volatilität
16
Forecasting model
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Aktienmarkt
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Spillover-Effekt
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Risikoprämie
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Risk measure
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Schock
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Shock
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Gil-Alana, Luis A.
Gupta, Rangan
Hall, Stephen G.
McMillan, David G.
Pierdzioch, Christian
Bahmani-Oskooee, Mohsen
13
Balcilar, Mehmet
9
Mensi, Walid
9
Kang, Sang Hoon
8
Ma, Feng
8
Salisu, Afees A.
7
Xuan Vinh Vo
7
Zhu, Huiming
7
Al-Yahyaee, Khamis Hamed
6
Dai, Zhifeng
6
Hau, Liya
6
Liang, Chao
6
Wohar, Mark E.
6
Lee, Chien-chiang
5
Tiwari, Aviral Kumar
5
Ur Rehman, Mobeen
5
Wei, Yu
5
Zhang, Yaojie
5
Chen, Cathy W. S.
4
Chen, Mei-Ping
4
Hammoudeh, Shawkat
4
Karamelikli, Huseyin
4
Li, Xiafei
4
Risse, Marian
4
Shahbaz, Muhammad
4
Yoon, Seong-min
4
Afonso, António
3
Al-Jarrah, Idries Mohammad Wanas
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Chen, Zhonglu
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Gil-Alaña, Luis A.
3
Hamori, Shigeyuki
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Ji, Qiang
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Nonejad, Nima
3
Omay, Tolga
3
Panagiōtidēs, Theodōros
3
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Applied economics quarterly
Economia internazionale
Empirica : journal of european economics
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Energy economics
14
Applied economics letters
12
Economics letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International review of economics & finance : IREF
9
Annals of financial economics
6
Computational economics
4
The journal of real estate finance and economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
Defence and peace economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Studies in economics and finance
2
Contemporary economics
1
Economic change & restructuring
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
Global business & economics review
1
International economics and economic policy : IEEP
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of behavioral and experimental economics
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Research in international business and finance
1
Review of economics
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ECONIS (ZBW)
25
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1
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
6
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
7
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
8
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
9
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
10
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
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