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~accessRights:"restricted"
~isPartOf:"Fiscal studies : the journal of the Institute for Fiscal Studies"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of applied economics"
~isPartOf:"International review of financial analysis"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Gupta, Rangan"
~person:"Kim, Jae H."
~person:"McMillan, David G."
~person:"Nonejad, Nima"
~person:"Roubaud, David"
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"Tax reform"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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ARCH-Modell
Effizienzmarkthypothese
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United States
Capital income
25
Estimation
17
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Einführung
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30
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30
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Gupta, Rangan
Kim, Jae H.
McMillan, David G.
Nonejad, Nima
Roubaud, David
Walker, Ian
Zhang, Wei
Ma, Feng
19
Bouri, Elie
8
Liang, Chao
8
Tiwari, Aviral Kumar
8
Urquhart, Andrew
7
Wei, Yu
7
Xuan Vinh Vo
7
Lau, Chi Keung
6
O'Sullivan, Niall
6
Shahzad, Syed Jawad Hussain
6
Xiong, Xiong
6
Yarovaya, Larisa
6
Huang, Dengshi
5
Lee, Chien-chiang
5
Li, Yan
5
Li, Youwei
5
Nitzsche, Dirk
5
Salisu, Afees A.
5
Umar, Zaghum
5
Yin, Libo
5
Zaremba, Adam
5
Adekoya, Oluwasegun B.
4
Apergēs, Nikolaos
4
Clare, Andrew D.
4
Gabauer, David
4
Goodell, John W.
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Ji, Qiang
4
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4
Lin, Mei-Chen
4
Lu, Xinjie
4
Naeem, Muhammad Abubakr
4
Zhang, Yaojie
4
Zhong, Angel
4
Bredin, Donal
3
Chevallier, Julien
3
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Fiscal studies : the journal of the Institute for Fiscal Studies
International journal of finance & economics : IJFE
International review of applied economics
International review of financial analysis
Finance research letters
35
The North American journal of economics and finance : a journal of financial economics studies
22
Research in international business and finance
15
Applied economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Energy economics
12
International review of economics & finance : IREF
12
Economics letters
10
The European journal of finance
10
Applied economics letters
9
Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of forecasting
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Annals of financial economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of multinational financial management
5
Labour economics : official journal of the European Association of Labour Economists
5
The journal of real estate finance and economics
5
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Defence and peace economics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Oxford economic papers
3
Pacific-Basin finance journal
3
Structural change and economic dynamics : SC+ED
3
Asia Pacific financial markets
2
BJIR : an international journal of employment relations
2
Computational economics
2
Economic systems
2
Economica
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of industrial relations
2
IZA Journal of Labor Economics
2
Industrial relations journal
2
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ECONIS (ZBW)
30
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
3
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
4
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
5
Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology
Asadi, Mehrad
;
Tiwari, Aviral Kumar
;
Gholami, Samad
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014467193
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
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
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:
9
Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
10
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:
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